 Joseph Zambrano

 2017 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 MatrixYes 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 MatrixYes I meant a matrix with entries equal to either 0 or 1. Thanks! Jul 22 revised \$\{0,1\}\$-Matrices and Conjugation by Orthogonal Matrixadded 12 characters in body Jul 22 comment \$\{0,1\}\$-Matrices and Conjugation by Orthogonal MatrixToni 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 Sep 4 awarded Nice Question Jul 19 comment Linear Algebra Minimization of NormHi, sorry. Made a large edit to the initial post. Jul 19 revised Linear Algebra Minimization of Normadded 111 characters in body Jul 19 asked Linear Algebra Minimization of Norm Feb 1 comment Discrete Optimization ProblemThank you for your time and patience with this problem! Feb 1 accepted Discrete Optimization Problem Feb 1 comment Discrete Optimization ProblemAh, 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 Problemadded 97 characters in body Feb 1 asked Discrete Optimization Problem