Concepedia
Statistics
Publications
13
Citations
353
H-Index
11
Active since
2008
Affiliations
New York University(Current)
University of Southern California
Cornell University
Centrum Wiskunde & Informatica
Josh Reed is an author at New York University specializing in engineering, probability theory, and queuing theory.
Top concepts
EngineeringProbabilityQueuing TheoryOperations ResearchPerformance ModelingStochastic ProcessesBusinessComputer ScienceSystems EngineeringLogistics
Publications per year
2008–2021
Approximating the GI/GI/1+GI Queue with a Nonlinear Drift Diffusion: Hazard Rate Scaling in Heavy Traffic
Josh Reed, Amy R. Ward · Mathematics of Operations Research · 2008 · 64 citations
Traffic Theory, Engineering, Traffic Flow +18
On many-server queues in heavy traffic
Anatolii A. Puhalskii, Josh Reed · The Annals of Applied Probability · 2010 · 52 citations · Full text
Engineering, Infinite Server, Network Traffic Control +13
Hazard Rate Scaling of the Abandonment Distribution for the <i>GI/M/n</i> + <i>GI</i> Queue in Heavy Traffic
Josh Reed, Tolga Tezcan · Operations Research · 2012 · 38 citations
Engineering, Traffic Flow, Queueing Theory +21
High Frequency Asymptotics for the Limit Order Book
Peter Lakner, Josh Reed, Sasha Stoikov · Market Microstructure and Liquidity · 2016 · 37 citations
Order Theory, Engineering, Limit Order Book +15
Forecasting prices from level-I quotes in the presence of hidden liquidity
Marco Avellaneda, Josh Reed, Sasha Stoikov · Algorithmic Finance · 2011 · 30 citations
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