Search for tag: "assumption"

CAM Colloquium - David Easley: Wealth Dynamics and Pareto Optimality in Complete and Incomplete Markets

In a complete markets economy with heterogeneous consumers whether consumers vanish or survive is determined entirely by discount factors and beliefs. All else equal, the (complete) market selects…

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From  E. Cornelius on May 15th, 2018 5 plays

ORIE Colloquium, 2014-05-02 - Philippe Rigollet: The Statistical Price to Pay for Computational Efficiency in Sparse PCA

Friday, May 2 2:20 p.m. – Presentation – 253 Rhodes Hall Philippe Rigollet The statistical price to pay for computational efficiency in sparse PCA Computational limitations of…

From  E. Cornelius on May 14th, 2018 23 plays

ORIE Colloquium, 2014-12-19 - Nathan Kallus: From Predictive to Prescriptive Analytics

Many operational problems in data-rich environments can be characterized by three primitives: data on uncertain quantities of interest such as simultaneous demands, concurrent auxiliary data such as…

From  E. Cornelius on May 4th, 2018 100 plays

CAM Colloquium, 2015-02-06 - David Easley: Wealth Dynamics and Pareto Optimality in Complete and Incomplete Markets

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From  E. Cornelius on June 28th, 2017 5 plays