Jul
24
answered Trading 3 stocks X Y Z where X cointegrated to Y, Y to Z, but no other cointegration is available
Jul
24
comment Conjugation of Irreducible {0,1}-Matrices by Orthogonal Matrix
Yes that makes a lot of sense.
Jul
24
asked Conjugation of Irreducible {0,1}-Matrices by Orthogonal Matrix
Jul
23
comment $\{0,1\}$-Matrices and Conjugation by Orthogonal Matrix
Yes I meant a matrix with entries equal to either 0 or 1. Thanks!
Jul
22
revised $\{0,1\}$-Matrices and Conjugation by Orthogonal Matrix
added 12 characters in body
Jul
22
comment $\{0,1\}$-Matrices and Conjugation by Orthogonal Matrix
Toni Max - yes that was certainly an oversight. I will edit to assume $A_1$ and $A_2$ are irreducible.
Jul
21
asked $\{0,1\}$-Matrices and Conjugation by Orthogonal Matrix
Apr
14
awarded Popular Question
2017
Sep
4
awarded Nice Question
Jul
19
comment Linear Algebra Minimization of Norm
Hi, sorry. Made a large edit to the initial post.
Jul
19
revised Linear Algebra Minimization of Norm
added 111 characters in body
Jul
19
asked Linear Algebra Minimization of Norm
Feb
1
comment Discrete Optimization Problem
Thank you for your time and patience with this problem!
Feb
1
accepted Discrete Optimization Problem
Feb
1
comment Discrete Optimization Problem
Ah, I see the confusion. We wish to construct a $B$ that maximizes the sum and satisfies the subst constraints as well.
Feb
1
comment Discrete Optimization Problem
@Kuifje would you mind posting a sort of answer if it is clear to you how to get equivalence to the standard knapsack problem?
Feb
1
comment Discrete Optimization Problem
@Kuifje I agree, it is a type of knapsack problem, but it is not clear how optimization would be handled with the subset conditions.
Feb
1
comment Discrete Optimization Problem
@ErwinKalvelagen I have edited the question for clarity.
Feb
1
revised Discrete Optimization Problem
added 97 characters in body
Feb
1
asked Discrete Optimization Problem
1 2 3 4 5