The effects of market depth on the arrival rate of orders.
Qiang ZhangShancun LiuWanhua QiuPublished in: J. Syst. Sci. Complex. (2014)
Keyphrases
- arrival rate
- steady state
- queueing systems
- poisson process
- asymptotically optimal
- square root
- heavy traffic
- queueing networks
- state dependent
- queueing model
- call center
- holding cost
- queue length
- poisson arrivals
- neural network
- service systems
- stock market
- financial data
- stock price
- special case
- independent and identically distributed
- artificial neural networks
- blocking probability
- service rates
- decision making