We consider a class of learning problems in which an agent liquidates a risky asset while creating both transient price impact driven by an unknown convolution propagator and linear temporary price impact with an unknown parameter. We characterize the trader's performance as maximization of a...

This article demonstrates how qualitative data, quantitative data, grading scales and initial structures of statistical data can be organised in a relational way in order to understand the data as a whole, which can overcome the duality that has so far existed between the qualitative and...