RDP 2018-09: Identifying Repo Market Microstructure from Securities Transactions Data Equation (1)

( 0 0 0 1 0 0 0 1 0 1 1 0 0 0 1 1 0 1 0 1 1 1 1 1 ) ︷ 0/1matrix ( −25 −30 80 ) ︷ candidate vector FVs = ( 0 −25 −30 −55 80 55 50 25 ) ︷ subset sums