With the SEC looking at a more holistic review of market structure, there are a lot of problems regulators might be looking to fix. One, which others have also pointed out too, is trading in ...

Constraint satisfaction problems (CSPs) provide a versatile framework for modelling complex decision-making tasks where a collection of variables must be allocated values that satisfy specific ...

We recently looked at the SEC’s new proposals. As you may recall, their tick proposal seeks to address the tick-constrained stock problem, but is designed so most stocks would have between 4 and 8 (or ...

This is a preview. Log in through your library . With over 12,500 members from around the globe, INFORMS is the leading international association for professionals in operations research and analytics ...

Constrained optimisation problems are familiar to first-year economics students from the use of indifference curves to solve consumer choice and cost minimisation problems. But the most commonly used ...