Notes

It's OK if you screw up, you just start over. - Terence Tao

From Closed-Loop Integrals to Cyclic Monotonicity: Potential Energy and Revealed Preference Theory

This note:

  • explains cyclic monotonicity as a discrete analogue of the closed-loop integral condition for conservative force fields;
  • develops the parallel between potential energy in physics and utility recovery in revealed preference theory;
  • briefly presents Afriat’s Theorem and explains how cyclic monotonicity connects GARP to utility rationalization.

I reorganized my handwritten notes into this document by ChatGPT.

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Reducing Dimensions of Semidefinite Programs with Wedderburn-Artin Theorem

This note:

  • provides a brief introduction to semidefinite programming;
  • demonstrates how the Wedderburn-Artin Theorem can be used to reduce the dimensions of semidefinite programs;
  • includes a simple example to illustrate the application: Lovász Number $\vartheta$ of a cycle graph.

I presented this topic at MATH3402: Representation Theory of Groups and Algebras.

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Integer Formulation for the Houtman-Maks Index

This note:

  • introduces the Houtman–Maks Index in revealed preference theory and its connection to rationalizability and Afriat’s inequalities;
  • develops a geometric and combinatorial perspective based on sign vectors, hypersum spans, and convex hulls, and uses it to derive an integer programming formulation for the index;
  • compares the resulting formulation with an existing formulation and illustrates its computational performance through numerical experiments.

I presented this topic at MATH6104: Algebraic Combinatorics.

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Shapley-Folkman Lemma in Economics

This note:

  • provides a brief introduction to Consumer Theory and General Equilibrium;
  • demonstrates how the Shapley-Folkman Lemma ensures an approximate General Equilibrium in large non-convex economies.

I presented this topic at MATH6104: Algebraic Combinatorics.

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Afriat's Theorem and Graph (Working)

This note provides:

  • a brief introduction to Revealed Preference Theory and Afriat's Theorem;
  • an elementary graphical proof of Afriat's Theorem;
  • an $O(n^2)$ graph algorithm for testing GARP based on the proof;
  • simple upper and lower bounds for the problem of covering choice data with the minimum number of preferences.
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Talk at Micro Theory Reading Group (MTRG)

These are slides from my presentation at MTRG about "Preference for Flexibility and Randomization under Uncertainty" by Kota Saito.

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Continuous Ramsey Model under Population Decline

Far from rigorous and probably containing a few mistakes, this ODE course project was my first attempt to independently explore a concrete problem in computational economics.

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