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A Markov model of a limit order book : thresholds, recurrence, and trading strategies

Kelly, F. P.; Yudovina, Elena - In: Mathematics of operations research 43 (2018) 1, pp. 181-203

Persistent link: https://www.econbiz.de/10011818741

A two state model for noise-induced resonance in bistable systems with delay

Fischer, Markus; Imkeller, Peter - 2005

The subject of the present paper is a simplified model for a symmetric bistable system with memory or delay, the reference model, which in the presence of noise exhibits a phenomenon similar to what is known as stochastic resonance. The reference model is given by a one dimensional parametrized...

Persistent link: https://www.econbiz.de/10010263584

Optimal workflow decisions for investigators in systems with interruptions

Dobson, Gregory; Tezcan, Tolga; Tilson, Vera - In: Management science : journal of the Institute for … 59 (2013) 5, pp. 1125-1141

Persistent link: https://www.econbiz.de/10009751183

Funtional central limit theorems for Markov-modulated infinite-server systems

Blom, J.; De Turck, Koen; Mandjes, Michel - In: Mathematical methods of operations research 83 (2016) 3, pp. 351-372

Persistent link: https://www.econbiz.de/10011673674

Can customer arrival rates be modelled by sine waves?

Chen, Ningyuan; Gürlek, Ragıp; Lee, Donald K. K.; … - In: Service science 16 (2024) 2, pp. 70-84

Persistent link: https://www.econbiz.de/10014564195