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Training large language models (LLMs) from scratch is an expensive endeavor, particularly as world knowledge continually evolves. To maintain relevance and accuracy of LLMs, model editing has emerged as a pivotal research area. While these…

Computation and Language · Computer Science 2024-09-30 Tsung-Hsuan Pan , Chung-Chi Chen , Hen-Hsen Huang , Hsin-Hsi Chen

The Barab\'asi's priority queuing model [A.-L. Barab\'asi, Nature \textbf{435}, 207 (2005)] and its variants have been extensively studied to understand heavy-tailed distributions of the inter-event times and the response times observed in…

Physics and Society · Physics 2021-11-16 Hang-Hyun Jo

Motivated by growing applications in two-sided markets, we study a parallel matching queue with reneging. Demand and supply units arrive to the system and are matched in an FCFS manner according to a compatibility graph specified by an…

Probability · Mathematics 2023-12-27 Francisco Castro , Hamid Nazerzadeh , Chiwei Yan

Power law distributions have been repeatedly observed in a wide variety of socioeconomic, biological and technological areas. In many of the observations, e.g., city populations and sizes of living organisms, the objects of interest evolve…

Probability · Mathematics 2009-09-29 Predrag R. Jelenkovic , Jian Tan

We consider optimal execution strategies for block market orders placed in a limit order book (LOB). We build on the resilience model proposed by Obizhaeva and Wang (2005) but allow for a general shape of the LOB defined via a given density…

Trading and Market Microstructure · Quantitative Finance 2010-02-03 Aurélien Alfonsi , Antje Fruth , Alexander Schied

A finite size scaling theory, originally developed only for transitions to absorbing states [Phys. Rev. E {\bf 92}, 062126 (2015)], is extended to distinct sorts of discontinuous nonequilibrium phase transitions. Expressions for quantities…

Statistical Mechanics · Physics 2018-06-13 Marcelo M. de Oliveira , M. G. E. da Luz , Carlos E. Fiore

Modern information retrieval must reconcile short, ambiguous queries with increasingly diverse and dynamic corpora. Query expansion (QE) remains a core technique for mitigating vocabulary mismatch, but its design space has been reshaped by…

Information Retrieval · Computer Science 2026-05-08 Minghan Li , Xinxuan Lv , Junjie Zou , Tongna Chen , Chao Zhang , Suchao An , Ercong Nie , Guodong Zhou

We propose a parametric model for the simulation of limit order books. We assume that limit orders, market orders and cancellations are submitted according to point processes with state-dependent intensities. We propose new functional forms…

Statistical Finance · Quantitative Finance 2019-07-15 Ioane Muni Toke , Nakahiro Yoshida

Introducing an algebraic framework for modeling limit order books (LOBs) with tools from physics and stochastic processes, our proposed framework captures the creation and annihilation of orders, order matching, and the time evolution of…

Trading and Market Microstructure · Quantitative Finance 2024-06-10 Johannes Bleher , Michael Bleher

Motivated by queueing systems with heterogeneous parallel servers, we consider a class of structured multi-dimensional Markov processes whose state space can be partitioned into two parts: a finite set of boundary states and a structured…

Probability · Mathematics 2015-10-02 Jori Selen , Ivo J. B. F. Adan , Johan S. H. van Leeuwaarden

Designing a financial market that works well is very important for developing and maintaining an advanced economy, but is not easy because changing detailed rules, even ones that seem trivial, sometimes causes unexpected large impacts and…

Trading and Market Microstructure · Quantitative Finance 2021-01-08 Takanobu Mizuta

R. Cont and A. de Larrard (SIAM J. Finan. Math, 2013) introduced a tractable stochastic model for the dynamics of a limit order book, computing various quantities of interest such as the probability of a price increase or the diffusion…

Mathematical Finance · Quantitative Finance 2016-01-11 Anatoliy Swishchuk , Nelson Vadori

We study an online market-making problem in which a learner sequentially posts bid and ask prices for a single asset while interacting with traders holding private valuations. Unlike existing online learning formulations that assume fully…

Machine Learning · Computer Science 2026-05-20 Davide Maran , Marcello Restelli

A consistency criterion for price impact functions in limit order markets is proposed that prohibits chain arbitrage exploitation. Both the bid-ask spread and the feedback of sequential market orders of the same kind onto both sides of the…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 Damien Challet

This paper is about optimally controlling skill-based queueing systems such as data centers, cloud computing networks, and service systems. By means of a case study using a real-world data set, we investigate the practical implementation of…

Machine Learning · Computer Science 2025-06-26 Sanne van Kempen , Jaron Sanders , Fiona Sloothaak , Maarten G. Wolf

Market making is a fundamental trading problem in which an agent provides liquidity by continually offering to buy and sell a security. The problem is challenging due to inventory risk, the risk of accumulating an unfavourable position and…

Artificial Intelligence · Computer Science 2018-04-13 Thomas Spooner , John Fearnley , Rahul Savani , Andreas Koukorinis

Macroscopic link-based flow models are efficient for simulating flow propagation in urban road networks. Existing link-based flow models described traffic states of a link with two state variables of link inflow and outflow and assumed…

Systems and Control · Electrical Eng. & Systems 2024-11-14 Lei Wei , S. Travis Waller , Yu Mei , Peng Chen , Yunpeng Wang , Meng Wang

Market making refers to a form of trading in financial markets characterized by passive orders which add liquidity to limit order books. Market makers are important for the proper functioning of financial markets worldwide. Given the…

Mathematical Finance · Quantitative Finance 2024-07-24 Timothy DeLise

Continuous double auctions such as the limit order book employed by exchanges are widely used in practice to match buyers and sellers of a variety of financial instruments. In this work, we develop an agent-based model for trading in a…

Computational Finance · Quantitative Finance 2021-11-01 Mahmoud Mahfouz , Tucker Balch , Manuela Veloso , Danilo Mandic

The article describes the diffusion approximation and the method of its use for evaluation of the effectiveness of active queue management (AQM) mechanisms. The presented model combines the approximation and simulation approaches. The…

Systems and Control · Electrical Eng. & Systems 2019-11-07 Dariusz Marek , Adam Domański , Joanna Domańska , Tadeusz Czachórski , Jerzy Klamka , Jakub Szyguła