Detecting Informed Trading Risk from Undercutting Activity
ABSTRACT We introduce a simple measure of informed trading risk, QIDres$QID^{res}$, the residual to liquidity quote‐improvement‐to‐deterioration ratio times −1$-1$. When facing with increased informed trading risk, liquidity providers compete less to provide liquidity, reducing their undercutting activity. Reductions in undercutting leave footprints in
YASHAR H. BARARDEHI +2 more
wiley +1 more source
Data-driven derivation of macroscopisc fundamental diagram from floating car trajectories. [PDF]
Lu X, Zhang J, He Q, Zheng S, Su J.
europepmc +1 more source
Fluid Limit for a Multi-Server, Multiclass Random Order of Service Queue with Reneging and Tracking of Residual Patience Times [PDF]
In this thesis, we consider a multi-server, multiclass queue with reneging operating under the random order of service discipline. Interarrival times, service times, and patience times are assumed to be generally distributed.
Loeser, Eva Horne
core
A feedback queueing network model for traffic signal control at intersections considering congestion propagation in dynamic stochastic environments. [PDF]
Zhao B, Ju Y, Jiao S, Yang D.
europepmc +1 more source
Emergence of Longitudinal Queues in Group Navigation: An Interpretable Approach via Projective Simulation. [PDF]
Kong D, Xue K, Wang P, Xu Z.
europepmc +1 more source
Abstract This article investigates how Kenyan citizens access healthcare within the framework of Universal Health Coverage (UHC) reforms. Based on ethnographic fieldwork, it reconceptualizes waiting as a politically structured phenomenon rather than a simple delay. The analysis shows that UHC reforms do not eliminate waiting but instead redistribute it,
Edwin Ambani Ameso
wiley +1 more source
Development and validation of a nomogram model for assessing the severity of acute pancreatitis from the perspective of PICS. [PDF]
Liu D +7 more
europepmc +1 more source
The Active Waiting Standard: turning the referral gap into a managed phase of care. [PDF]
Jerjes W, Majeed A.
europepmc +1 more source
Goodput Analysis of a Fluid Queue with Selective Discarding and a Responsive Bursty Source
In this paper we analyse a feedback system consisting of a finite buffer fluid queue and a responsive source. The source alternates between silence periods and active periods.
Eitan Altman, Parijat Dube
core
Seriality and style: The embodiment, perception, and normalization of collectives
Abstract Within existential phenomenology, both seriality and style have been drawn on to theorize the embodiment and perceptibility of (social) ontological differences. While style refers to how we encounter the world and others not in the abstract, but as immediately and intuitively meaningful, seriality is a form of collective being that pertains to
Tris Hedges
wiley +1 more source

