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Oct 17, 2019 at 23:27 comment added Peter Cotton See bibliography of imperial.ac.uk/media/imperial-college/…
Oct 14, 2019 at 15:15 comment added Bettina Kraus @PeterCotton Thank you very much for these keywords! Can you recommend a textbook that covers these?
Oct 5, 2019 at 2:56 comment added Peter Cotton Search for market impact models
Mar 20, 2019 at 2:20 review Reopen votes
Mar 20, 2019 at 14:08
Dec 17, 2018 at 12:47 history edited Bettina Kraus CC BY-SA 4.0
put link to stackexchange
Dec 15, 2018 at 19:51 comment added Bettina Kraus In the meantime I have asked the question on stackexchange: math.stackexchange.com/questions/3034583/… Since I did not get any reaction, I ask the moderators to re-open the question here.
Dec 3, 2018 at 11:26 history edited Bettina Kraus CC BY-SA 4.0
added 137 characters in body; edited title
Dec 2, 2018 at 14:35 review Reopen votes
Dec 3, 2018 at 12:40
Dec 2, 2018 at 10:21 comment added Bettina Kraus @YemonChoi The question is more or less exactly the problem that was posed to us by one of our customers (a power supply company). I was checking the literature in search for an answer and was unable to find anything similar enough to move forward from there. For the people who claim that this problem is not research level it should be easy to point me to a textbook or paper where this problem is solved.
Dec 2, 2018 at 8:11 history closed YCor
Dima Pasechnik
R.P.
Neil Hoffman
Chris Godsil
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Dec 1, 2018 at 20:44 comment added Yemon Choi I second @BjørnKjos-Hanssen's comment. This is not my area, but it seems to me that at worst, this is a question which could be improved/enhanced with some more specific information about the context in which the problem arose.
Nov 30, 2018 at 14:19 comment added Bjørn Kjos-Hanssen Maybe people are interpreting the phrase "problem formulation" to mean that it's a homework question and therefore not a research level question? ... Anyway I think it's a very interesting question
Nov 30, 2018 at 9:17 comment added Bettina Kraus Can the people who have downvoted this question please explain why? I consider this a perfectly fine question.
Nov 30, 2018 at 9:16 comment added Bettina Kraus No, let us assume that I can only buy but not sell.
Nov 30, 2018 at 9:15 review Close votes
Dec 2, 2018 at 8:11
Nov 30, 2018 at 6:36 comment added Bjørn Kjos-Hanssen Are you allowed to sell, as well, during the day?
Nov 30, 2018 at 6:29 answer added Bjørn Kjos-Hanssen timeline score: 1
Nov 30, 2018 at 6:04 history asked Bettina Kraus CC BY-SA 4.0