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ORIE Colloquium on 2/18/2015 - Mariana Olvera-Cravioto: Queues in the Cloud: Generalizing the single server queue to massively parallel networks

Motivated by today’s cloud computing capabilities in large server farms, we present a queueing model where jobs are split into a number of pieces which are then randomly routed to…

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From  E. Cornelius 4 plays

CAM Colloquium - August 24, 2012: Josh Reed

High Frequency Asymptotics for the Limit Order Book We study the one-sided limit order book for sell (or buy) orders and model it as a measure-valued process. Limit orders arrive to the book…

From  E. Cornelius 10 plays