AMS classification: 90C22, 20Cxx, 70-08

AMS classification: 90C22, 20Cxx, 70-08

AMS classification: 90C22, 20Cxx, 70-08

The problem of minimizing a quadratic form over the standard simplex is known as the standard quadratic optimization problem (SQO).It is NPhard, and contains the maximum stable set problem in graphs as a special case.In this note we show that the SQO problem may be reformulated as an...

Semidefinite programming (SDP) may be viewed as an extension of linear programming (LP), and most interior point methods (IPM s) for LP can be extended to solve SDP problems.However, it is far more difficult to exploit data structures (especially sparsity) in the SDP case.In this paper we will...

Stock markets and betting markets co-exist for professional soccer clubs listed on the London Stock Exchange.For each firm, two pieces of information are released to the stock market on a weekly basis from August to June: experts expectations about game outcomes through the betting odds, and the...

Following extensive empirical evidence about market anomalies and overconfidence, the analysis of financial markets with agents overconfident about the precision of their private information has received a lot of attention.However, all these models consider agents trading for their own...