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Modelling and Validation of Trading and Multi-Agent Systems: An Approach Based on Process Mining and Petri Nets
Ch. 4. P. 1-12.
This paper presents our research on trading and multi-agent systems. Trading systems support the processes of buying/selling financial instruments between traders, so the validation of their correctness is a crucial task. Conversely, multi-agent systems is a current topic of interest within the analysis of interactive processes. We use Petri nets as the formalism for system modelling and simulation, whereas for validation we consider the use of process mining, and specifically conformance checking. Our research aims to use and develop conformance heuristics that can be aware on the data perspective of processes, and to take into account concurrent and non-isolated process instances whose execution may depend on each other.
Carrasquel Gamez J. C., Lomazova I. A., Itkin I., , in : Proceedings of the MACSPro Workshop 2019. Vol. 2478: CEUR Workshop Proceedings.: CEUR-WS.org, 2019. P. 92-103.
Electronic trading systems provide the computational support for stock exchanges. Liquid markets use order-driven systems, i.e., where client requests, for trading financial instruments, are served through individual orders. This paper presents Petri net models assembling some crucial processes executed within order-driven systems such as orders submission, application of precedence rules, and the order matching mechanism. ...
Added: October 14, 2019
Julio C. Carrasquel, Lomazova I. A., , in : 6th International Conference, TMPA 2021, Tomsk, Russia, November 25–27, 2021, Revised Selected Papers. Tools and Methods of Program Analysis. Vol. 1559: CCIS .: Springer, 2024. P. 94-106.
Trading systems are software platforms that support the exchange of securities (e.g., company shares) between participants. In this paper, we present a method to search for deviations in trading systems by checking conformance between colored Petri nets and event logs. Colored Petri nets (CPNs) are an extension of Petri nets, a formalism for modeling of ...
Added: January 31, 2024
Mecheraoui K., Carrasquel Gamez J. C., Lomazova I. A., , in : Proceedings of the Conference on Modeling and Analysis of Complex Systems and Processes 2020 (MACSPro 2020). Vol. 2795.: CEUR Workshop Proceedings, 2020. P. 34-45.
This paper presents a compositional conformance checking approach between nested Petri nets and event logs of multi-agent systems. By projecting an event log onto model components, one can perform conformance checking between each projected log and the corresponding component. We formally demonstrate the validity of our approach proving that, to check fitness of a nested ...
Added: January 14, 2021
Carrasquel Gamez J. C., Lomazova I. A., / Cornell University. Series Computer Science "arxiv.org". 2022.
Trading systems are software platforms that support the exchange of securities (e.g., company shares) between participants. In this paper, we present a method to search for deviations in trading systems by checking conformance between colored Petri nets and event logs. Colored Petri nets (CPNs) are an extension of Petri nets, a formalism for modeling of ...
Added: November 1, 2022
Kalenkova A. A., van der Aalst W., Lomazova I. A. et al., Software and Systems Modeling 2017 Vol. 16 No. 4 P. 1019-1048
Process-aware information systems (PAIS) are systems relying on processes, which involve human and software resources to achieve concrete goals. There is a need to develop approaches for modeling, analysis, improvement and monitoring processes within PAIS. These approaches include process mining techniques used to discover process models from event logs, find log and model deviations, and ...
Added: June 11, 2015
van der Aalst W., , in : Proceedings of the 2013 Federated Conference on Computer Science and Information Systems. Vol. 1: Annals of Computer Science and Information Systems.: Warsz. : Polskie Towarzystwo Informatyczne, 2013. P. 1-10.
Operational processes leave trails in the information systems supporting them. Such event data are the starting point for process mining – an emerging scientific discipline relating modeled and observed behavior. The relevance of process mining is increasing as more and more event data become available. The increasing volume of such data (“Big Data”) provides both ...
Added: November 14, 2013
Begicheva A., Lomazova I. A., Modeling and Analysis of Information Systems 2015 Vol. 22 No. 3 P. 392-403
Process mining is a relatively new field of computer science, which deals with process discovery and analysis based on event logs. In this paper we consider the problem of models and event logs conformance checking. Conformance checking is intensively studied in the frame of process mining research, but only models and event logs of the ...
Added: August 5, 2015
Kalenkova A. A., van der Aalst W., Lomazova I. A. et al., , in : MODELS '16 Proceedings of the ACM/IEEE 19th International Conference on Model Driven Engineering Languages and Systems. : NY : ACM, 2016. P. 123-123.
Process mining is an emerging discipline incorporating methods and tools for the analysis of system/process executions captured in the form of event logs. Traditionally process mining can be divided into three research areas: discovery (construction of process models from event logs), conformance checking (finding log and model deviations), and enhancement of existing process models with ...
Added: October 8, 2016
Kalenkova A. A., TU/e Eindhoven, 2018
Information systems in different domains, such as healthcare, tourism, banking, government and others, record operational behavior in the form of event logs. The process mining discipline offers dozens of techniques to discover, analyze, and visualize processes running in information systems, based on their event logs. The representational bias (the language for processes representation) plays an ...
Added: June 14, 2018
Carrasquel Gamez J. C., Mecheraoui K., Lomazova I. A., , in : Analysis of Images, Social Networks and Texts: 9th International Conference, AIST 2020, Skolkovo, Moscow, Russia, October 15–16, 2020, Revised Selected Papers. Vol. 12602.: Springer, 2021. P. 435-452.
Event logs of information systems consist of recorded traces, describing executed activities and involved resources (e.g., users, data objects). Conformance checking is a family of process mining techniques that leverage such logs to detect whether observed traces deviate w.r.t some specification model (e.g., a Petri net). In this paper, we present a conformance checking method ...
Added: October 20, 2020
Mecheraoui K., Carrasquel Gamez J. C., Lomazova I. A., / Cornell University. Series Computer Science "arxiv.org". 2020.
This paper presents a compositional conformance checking approach between nested Petri nets and event logs of multi-agent systems. By projecting an event log onto model components, one can perform conformance checking between each projected log and the corresponding component. We formally demonstrate the validity of our approach proving that, to check fitness of a nested ...
Added: October 20, 2020
Nesterov R., Bernardinello L., Lomazova I. A. et al., Software and Systems Modeling 2023 Vol. 22 P. 351-375
A process model discovered from an event log of a multi-agent system often does not fully cover certain viewpoints of its architecture. We consider those concerned with the structure of a model explicitly reflecting agent behavior and interactions. The direct discovery from an event log of a multi-agent system may result in an unclear model ...
Added: May 5, 2022
van der Aalst W., Kalenkova A. A., Verbeek H. M. et al., , in : Application and Theory of Petri Nets and Concurrency. 36th International Conference, PETRI NETS 2015, Brussels, Belgium, June 21-26, 2015, Proceedings. Issue 9115.: Switzerland : Springer, 2015. P. 287-308.
Process mining techniques aim to analyze and improve conformance and performance of processes using event data. Process discovery is the most prominent process-mining task: A process model is derived based on an event log. The process model should be able to capture causalities, choices, concurrency, and loops. Process discovery is very challenging because of trade-offs ...
Added: June 11, 2015
Vladimir A. Bashkin, Lomazova I. A., Fundamenta Informaticae 2011 Vol. 109 No. 3 P. 223-236
A new formalism of Resource Driven Automata Nets (RDA-nets) is presented. A RDAnet has two levels: a system level is represented by a net of active resources, describing distribution of agents/resources and their interactions; agents in an object level are finite automata, communicating via ports and shared resources of a system level. RDA-nets are assigned ...
Added: February 2, 2013
N. S. Zubkova, S. A. Shershakov, Proceedings of the Institute for System Programming of the RAS 2019 Vol. 31 No. 4 P. 139-150
UML Activity Diagrams are widely used models for representing software processes. Models built from event logs, recorded by information systems, can provide valuable insights into real flows in processes and suggest ways of improving those systems. This paper proposes a novel method for mining UML Activity Diagrams from event logs. The method is based on ...
Added: October 28, 2019
Carrasquel Gamez J. C., Chuburov S., Lomazova I. A., , in : Tools and Methods of Program Analysis. 5th International Conference, TMPA 2019, Tbilisi, Georgia, November 7–9, 2019, Revised Selected Papers. Vol. 1288: CCIS.: Springer, 2021. P. 88-100.
Process mining is emerging as an important discipline for the analysis, monitoring, and improvement of business and software processes. Methods from process mining are based on the use of formal
models and event logs, i.e., describing respectively the expected and observed behavior of system processes. This approach can be leveraged by the software testing industry for ...
Added: October 19, 2020
Begicheva A., Lomazova I. A., Nesterov R., / Cornell University. Series Computer Science "arxiv.org". 2023.
Process mining is a field of computer science that deals with discovery and analysis of process models based on automatically generated event logs. Currently, many companies use this technology for optimization and improving their processes. However, a discovered process model may be too detailed, sophisticated and difficult for experts to understand. In this paper, we ...
Added: March 31, 2023
Mitsyuk A. A., Lomazova I. A., van der Aalst W., Моделирование и анализ информационных систем 2017 Т. 24 № 4 С. 459-480
During the life-cycle of an Information System (IS) its actual behaviour may not correspond to the original system model. However, to the IS support it is very important to have the latest model that reflects the current system behaviour. To correct the model, the information from the event log of the system may be used. ...
Added: August 28, 2017
A. A. Sherstyugina, R. A. Nesterov, Proceedings of the Institute for System Programming of the RAS 2023 Vol. 35 No. 3 P. 11-32
The structure of a process model directly discovered from an event log of a multi-agent system often does not reflect the behavior of individual agents and their interactions. We suggest analyzing the relations between events in an event log to localize actions executed by different agents and involved in their asynchronous interaction. Then, a process ...
Added: October 31, 2023
Nesterov R.A., Mitsyuk A.A., Lomazova I.A., Proceedings of the Institute for System Programming of the RAS 2018 Vol. 30 No. 3 P. 285-302
In this paper, we present an approach to model and simulate models of multi-agent systems (MAS) using Petri nets. A MAS is modeled as a set of workflow nets. The agent-toagent interactions are described by means of an interface. It is a logical formula over atomic interaction constraints specifying the order of inner agent actions. ...
Added: July 10, 2018
Carrasquel Gamez J. C., Mecheraoui K., Modeling and Analysis of Information Systems 2021 Vol. 28 No. 2 P. 146-168
Conformance checking methods diagnose to which extent a real system, whose behavior is recorded in an event log, complies with its specification model, e.g., a Petri net. Nonetheless, the majority of these methods focus on checking isolated process instances, neglecting interaction between instances in a system. Addressing this limitation, a series of object-centric approaches have ...
Added: June 21, 2021
Vladimir A. Bashkin, Lomazova I. A., Fundamenta Informaticae 2012 Vol. 120 No. 3-4 P. 243-257
Resource-driven automata (RDA) are finite automata, sitting in the nodes of a finite system net and asynchronously consuming/producing shared resources through input/output system ports (arcs of the system net). RDAs themselves may be resources for each other, thus allowing the highly flexible structure of the model. It was proved earlier, that RDA-nets are expressively equivalent ...
Added: November 28, 2012
Skobtsov A., Kalenkova A. A., , in : Proceedings of the MACSPro Workshop 2019. Vol. 2478: CEUR Workshop Proceedings.: CEUR-WS.org, 2019.
Companies from various domains record their operational
behavior in a form of event logs. These event logs can be analyzed and
relevant process models representing the real companies’ behavior can be
discovered. One of the main advantages of the process discovery methods
is that they commonly produce models in a form of graphs which can be
easily visualized giving an ...
Added: October 13, 2019
Shugurov I., Mitsyuk A. A., Proceedings of the Institute for System Programming of the RAS 2016 Vol. 28 No. 3 P. 103-122
Process mining is a relatively new research field, offering methods of business processes analysis and improvement, which are based on studying their execution history (event logs). Conformance checking is one of the main sub-fields of process mining. Conformance checking algorithms are aimed to assess how well a given process model, typically represented by a Petri ...
Added: September 12, 2016