Notes

1. IEOR E4407 : Game Theory Models of Operation
   I am currently auditing Game Theory Models of Operation at Columbia University.This course is taught by Dr. Jay Sethuraman. . my notes
2. A Quant's Perspective on the 2008 Financial Crisis
   SIG's Doug Costa explains the 2008 Financial Crisis in a mathematical context. I have notes on the lecture and supplementary topics like the Gaussian Copula model, the correlation smile, etc. my notes

Revealed Preference Theory

1. Revealed Preference Theory - Chp 3 (Rational Demand) & Chp 7 (Stochastic choices)
   Mathematical models to capture the consumer preferences that are 'revealed' through their behavior. my notes
2. Nonparametric Analysis of Random Utility Models
   Nonparametric statistical framework to test whether observed choice probabilities are consistent with the Random Utility Model (RUM)). my notes
3. Nonparametric analysis of Random Utility Models: Computational tools for Statistical Testing
   New optimization method (column generation) for implementing nonparametric statistica tests of the Random Utility Model (RUM). (repo link) . my notes
4. A Better Test of Choice Overload
   Experimental approach that directly violates the Random Utility Model (RUM) to define and measure choice overload. my notes