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This paper proposes a parametric approach for stochastic modeling of limit order markets. The models are obtained by augmenting classical perfectly liquid market models by few additional risk factors that describe liquidity properties of…

Trading and Market Microstructure · Quantitative Finance 2010-06-24 Pekka Malo , Teemu Pennanen

We study a queueing system with Erlang arrivals with $k$ phases and Erlang service with $m$ phases. Transition rates among phases vary periodically with time. For these systems, we derive the asymptotic periodic distribution of the level…

Probability · Mathematics 2021-07-29 Barbara Margolius

In this paper we study the asymptotic behavior of a Boltzmann type price formation model, which describes the trading dynamics in a financial market. In many of these markets trading happens at high frequencies and low transactions costs.…

Analysis of PDEs · Mathematics 2013-12-05 Martin Burger , Luis Caffarelli , Peter A. Markowich , Marie-Therese Wolfram

We develop our recent suggestion that inflation may be made past eternal, so that there is no initial cosmological singularity or "beginning of time". Inflation with multiple vacua generically approaches a steady-state statistical…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Anthony Aguirre , Steven Gratton

In this paper we present a novel approach to the determination of fat tails in financial data by studying the information contained in the limit order book. In an order-driven market buyers and sellers may submit limit orders, which are…

Trading and Market Microstructure · Quantitative Finance 2015-03-19 Alex Langnau , Yanko Punchev

We consider a pure death process $(Z(t), t\ge0)$ with death rates $\lambda_n$ satisfying the condition $\sum_{n=2}^\infty \lambda_n^{-1}<\infty$ of coming from infinity, $Z(0)=\infty$, down to an absorbing state $n=1$. We establish limit…

Probability · Mathematics 2016-08-01 Serik Sagitov , Thibaut France

We characterize absence of arbitrage with simple trading strategies in a discounted market with a constant bond and several risky assets. We show that if there is a simple arbitrage, then there is a 0-admissible one or an obvious one, that…

Pricing of Securities · Quantitative Finance 2012-10-22 Christian Bender

In this article, we consider a continuous review (s, S) inventory system with failures of demand fulfillment (service) modeled as a Markov-modulated retrial queueing system. The inventory system features a single product that experiences…

Probability · Mathematics 2023-07-18 James Cordeiro , Ying-Ju Chen , Andres Larrain-Hubach , Mark Abramson

We propose a simple model that describes the dynamics of efficiencies of competing agents. Agents communicate leading to increase of efficiencies of underachievers, and an efficiency of each agent can increase or decrease irrespectively of…

Statistical Mechanics · Physics 2009-10-31 S. N. Majumdar , P. L. Krapivsky

Consider a model of $N$ independent, increasing $\mathbb{N}_0$-valued processes, with random, independent waiting times between jumps. It is known that there is either an emergent `leader', in which a single process possesses the maximal…

Probability · Mathematics 2025-10-09 Johannes Bäumler , Tejas Iyer

We study a generalized two-species model on a ring. The original model [1] describes ordinary particles hopping exclusively in one direction in the presence of an impurity. The impurity hops with a rate different from that of ordinary…

Statistical Mechanics · Physics 2009-10-31 Farhad H Jafarpour

The relation between thermodynamic phase transitions in classical systems and topology changes in their configuration space is discussed for a one-dimensional, analytically tractable solid-on-solid model. The topology of a certain family of…

Statistical Mechanics · Physics 2007-05-23 Michael Kastner

We present a technique to study normalizing strategies when termination is asymptotic, that is, it appears as a limit, as opposite to reaching a normal form in a finite number of steps. Asymptotic termination occurs in several settings,…

Logic in Computer Science · Computer Science 2022-05-24 Claudia Faggian , Giulio Guerrieri

We study a two-sided market, wherein, price-sensitive heterogeneous customers and servers arrive and join their respective queues. A compatible customer-server pair can then be matched by the platform, at which point, they leave the system.…

Machine Learning · Computer Science 2025-10-17 Zixian Yang , Sushil Mahavir Varma , Lei Ying

It is generally believed that a generic system can be reversibly transformed from one state into another by sufficiently slow change of parameters. A standard argument favoring this assertion is based on a possibility to expand the energy…

Statistical Mechanics · Physics 2008-11-26 Anatoli Polkovnikov , Vladimir Gritsev

We prove two lower bounds for stopping times of sequential tests between general composite nulls and alternatives. The first lower bound is for the setting where the type-1 error level $\alpha$ approaches zero, and equals $\log(1/\alpha)$…

Statistics Theory · Mathematics 2025-04-29 Shubhada Agrawal , Aaditya Ramdas

A quasi-centralized limit order book (QCLOB) is a limit order book (LOB) in which financial institutions can only access the trading opportunities offered by counterparties with whom they possess sufficient bilateral credit. We perform an…

Trading and Market Microstructure · Quantitative Finance 2016-10-11 Martin D. Gould , Mason A. Porter , Sam D. Howison

We consider a one-period Kyle (1985) framework where the insider can be subject to a penalty if she trades. We establish existence and uniqueness of equilibrium for virtually any penalty function when noise is uniform. In equilibrium, the…

Trading and Market Microstructure · Quantitative Finance 2018-09-21 Sylvain Carré , Pierre Collin-Dufresne , Franck Gabriel

We consider the supermarket model in the usual Markovian setting where jobs arrive at rate $n \lambda_n$ for some $\lambda_n > 0$, with $n$ parallel servers each processing jobs in its queue at rate 1. An arriving job joins the shortest…

Probability · Mathematics 2020-06-09 Shankar Bhamidi , Amarjit Budhiraja , Miheer Dewaskar

We study the rare event behavior of the workload process in a transitory queue, where the arrival epochs (or points) of a finite number of jobs are assumed to be the ordered statistics of independent and identically distributed (i.i.d.)…

Probability · Mathematics 2017-05-24 Harsha Honnappa