We survey the main applications of algorithmic (Kolmogorov) complexity to the problem of price dynamics in financial markets. We stress the differences between these works and put forward a general algorithmic framework in order to highlight its potential for financial data analysis. This...

We consider a multi-server queueing model in which the arrivals occur according to a Markovian arrival process. One of the servers, henceforth referred to as the main server, offers consultation to fellow servers (referred to as regular servers) apart from serving the customers. A regular server...

We survey the main applications of algorithmic (Kolmogorov) complexity to the problem of price dynamics in financial markets. We stress the differences between these works and put forward a general algorithmic framework in order to highlight its potential for financial data analysis. This...

We consider a single server queue in which the arrivals occur according to a Markovian arrival process. The system is subject to external shocks causing the server to deteriorate and possibly fail. The maintenance of the server is provided either as a preventive one or for a complete failure so...

We consider a single server retrial queueing system in which arrivals occur according to a Markovian arrival process. An arriving customer finding an idle server will get service immediately; otherwise the customer enters into a retrial orbit. The system is subject to catastrophic failures at...

We study a MAP/M/c queueing system in which a group of servers take a simultaneous phase type vacation. The queueing model is studied as a QBD process. The steady-state analysis of the model including the waiting time distribution is presented. Interesting numerical results are discussed.