J
Josh Reed
Researcher at New York University
Publications - 35
Citations - 795
Josh Reed is an academic researcher from New York University. The author has contributed to research in topics: Queue & Queueing theory. The author has an hindex of 12, co-authored 33 publications receiving 732 citations.
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The $G/GI/N$ queue in the Halfin--Whitt regime
TL;DR: The first result is to obtain a deterministic fluid limit for the properly centered and scaled number of customers in the system which may be used to provide a first-order approximation to the queue length process.
Journal ArticleDOI
The G/GI/N queue in the Halfin–Whitt regime
TL;DR: In this paper, a deterministic fluid limit for the properly centered and scaled number of customers in the G/GI/N queue was obtained, which may be used to provide a first-order approximation to the queue length process.
Journal ArticleDOI
Approximating the GI/GI/1+GI Queue with a Nonlinear Drift Diffusion: Hazard Rate Scaling in Heavy Traffic
Josh Reed,Amy R. Ward +1 more
TL;DR: A single-server queue, operating under the first-in-first-out (FIFO) service discipline, is studied, in which each customer independently abandons the queue if his service has not begun within a generally distributed amount of time.
Posted Content
Forecasting Prices from Level-I Quotes in the Presence of Hidden Liquidity
TL;DR: A diffusion model for the evolution of the best bid/ask queues is considered, which can be useful, among other things, to rank trading venues in terms of the “information content” of their quotes and to estimate hidden liquidity in a market based on high-frequency data.
Journal ArticleDOI
Hazard Rate Scaling of the Abandonment Distribution for the GI/M/n + GI Queue in Heavy Traffic
Josh Reed,Tolga Tezcan +1 more
TL;DR: This work obtains a heavy traffic limit for the GI/M/n + GI queue, which includes the entire patience time distribution, and shows that for various performance measures, its approximations tend to outperform those commonly used in practice.