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Obtaining Analytic Derivatives for a Class of Discrete-Choice Dynamic Programming Models
Analytic Derivatives Discrete-Choice Dynamic Programming Models
2015/9/18
This paper shows how to recursively calculate analytic first and second derivatives of the likelihood function generated by a popular version of a discrete-choice, dynamic programming model, allowing ...
The Rise of the Freelance Class:A New Constituency of Workers Building a Social Safety Net
Labor
2015/5/12
The Rise of the Freelance Class:A New Constituency of Workers Building a Social Safety Net.
The Wronskian parameterizes the class of diffusions with a given distribution at a random time
Wronskian distribution random time
2012/9/14
We provide a complete characterization of the class of one-dimensional time-homogeneous di usions consistent with a given law at an exponentially distributed time using classical results in di usion t...
Universality class of balanced flows with bottlenecks: granular flows, pedestrian fluxes and financial price dynamics
Universality class of balanced flows bottlenecks granular flows pedestrian fluxes financial price dynamics
2012/6/4
We propose and document the evidence for an analogy between the dynamics of granular counter-flows in the presence of bottlenecks or restrictions and financial price formation processes. Using extensi...
Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in finance
Stochastic finite differences multilevel Monte Carlo class of SPDEs finance Computational Finance
2012/4/28
In this article, we propose a Milstein finite difference scheme for a stochastic partial differential equation (SPDE) describing a large particle system. We show, by means of Fourier analysis, that th...
Zelleke, Andy;MBA Class of 1962 Senior Lecturer of Business Administration in Harvard Business School（图）
Zelleke, Andy MBA Class Senior Lecturer Business Administration
2011/11/6
Andy Zelleke is MBA Class of 1962 Senior Lecturer of Business Administration. A member of the General Management unit, he teaches the new FIELD course in the Required Curriculum.
Wheeler, Michael;MBA Class of 1952 Professor of Management Practice in Harvard Business School（图）
Wheeler, Michael MBA Class Professor Management Practice
2011/11/5
Michael Wheeler is the MBA Class of 1952 Professor of Management Practice at the Harvard Business School where teaches both Negotiation and The Moral Leader, as well as a variety of executive courses....
Tushman, Michael;Paul R. Lawrence MBA Class of 1942 Professor of Business Administration in Harvard Business School（图）
Tushman, Michael MBA Class Professor Business Administration
2011/11/5
Michael Tushman holds degrees from Northeastern University (B.S.E.E.), Cornell University (M. S.), and the Sloan School of Management at M.I.T. (Ph.D.). Tushman was on the faculty of the Graduate Scho...
Sahlman, William;Dimitri V. D'Arbeloff - MBA Class of 1955 Professor of Business Administration in Harvard Business School（图）
Sahlman, William MBA Class Professor Business Administration
2011/11/2
William Sahlman is the Dimitri V. D'Arbeloff - Class of 1955 Professor of Business Administration at Harvard Business School. The d'Arbeloff Chair was established in 1986 to support teaching and resea...
Roberts, Michael;MBA Class of 1961 Senior Lecturer of Business Administration in Harvard Business School（图）
Roberts, Michael Senior Lecturer Business Administration
2011/11/2
Michael J. Roberts is a Senior Lecturer at Harvard Business School, where he teaches in the Entrepreneurial Management Unit and also serves as the Executive Director, Arthur Rock Center for Entreprene...
Marshall, Paul;MBA Class of 1960 Professor of Management Practice in Harvard Business School（图）
Marshall, Paul MBA Class Professor Management Practice
2011/10/31
Professor of Management, Paul W. Marshall, is affiliated with the Entrepreneurial Management Unit and teaches The Entrepreneurial Manager in the Turnaround Environment. This Elective Curriculum course...
MacCormack, Alan;MBA Class of 1949 Adjunct Professor of Business Administration in Harvard Business School（图）
MacCormack, Alan MBA Class Professor Business Administration
2011/10/31
Alan MacCormack is the MBA Class of 1949 Adjunct Professor of Business Administrationr in the Technology and Operations Management area at the Harvard Business School. His research explores the manage...
Lassiter, Joseph;MBA Class of 1954 Professor of Management Practice in Harvard Business School（图）
Lassiter, Joseph Professor Management Practice
2011/10/25
Joe teaches Entrepreneurial Finance and Innovation in Business, Energy and Environment in the MBA Program as well as courses in the Executive Education Program. He is Faculty Chair of the University-w...
Hsieh, Nien-he;MBA Class of 1953 Visiting Associate Professor of Business Administration in Harvard Business School（图）
Hsieh, Nien-he Professor Business Administration
2011/10/24
Nien-h?Hsieh is the MBA Class of 1953 Visiting Associate Professor of Business Administration in the General Management Unit. He is visiting from the Wharton School, University of Pennsylvania where h...
Hardymon, G. Felda;MBA Class of 1975 Professor of Management Practice (Leave of Absence) in Harvard Business School（图）
Hardymon, G. Felda MBA Professor Management Practice
2011/10/22
Felda Hardymon is MBA Class of 1975 Professor of Management Practice at Harvard Business School, where he has taught Venture Capital and Private Equity as well as The Entreprenurial Manager, and is a ...