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How Market Designs Set Prices

Hal Varian (Chief Economist, Google) recently shared a concise article with the title “How auctions set ad prices”. The article is a clear exposition of how ad prices determine the sorting order of bidders for online advertising. However, the tone of the article is not quite compatible with how it […]

Betting Best-Of Series

Betting Best of Series is a new expository paper describing the mathematics involved in betting on something like the United States’ Major League Baseball World Series. It isn’t so much about baseball as about demonstrating some of the really great ideas from mathematical finance in a simplified setting. This sort […]

Sorting Used in Anger

“Sorting Used in Anger” (A rambling glimpse into the mind of a theorist) Author: John Mount 4-24-2008 The other day I had a bit of time to kill before an appointment. Luck was with me: there was a nearby bookstore and I was able to pass some of the time […]

Paper on stock trading

author: John Mount I have finally written up and released a paper in PDF: Automatic Generation and Testing of Trades describing a lot of the statistics and optimization methods used when I was technical trading on a Banc of America Securities proprietary program trading desk.  It was a very exciting […]

New Paper

author: John Mount Nina and I just finished up our analysis of some of the statistical difficulties encountered by users of Google AdSense. It came out a bit long- but we found the right statistical reference to prove that there are real barriers to understanding in this market. The paper […]