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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 […]

Is Search Advertising a Market for Lemons?

author: John Mount, 5-13-2008 Anand Rajaraman recently wrote a very thought-provoking entry on his Datawocky blog. He asks “Is Search Advertising a Giffen Good?” As he explains a Giffen Good is a sort of economic doomsday machine that some segment of consumers are forced to buy more of an inferior […]

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 […]

Do Not Let Your Medical Records Be Used Against You

Author: John Mount March 1, 2008 http://www.win-vector.com “A second goal of 23andMe [is] to collect a large database of genetic information and then come back to you over time with invitations to provide specific health data and participate in research.” 23andMe Board member Esther Dyson Unregulated companies managing personal medical […]

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 […]