Практические подходы к верификации внутренних рейтинговых методик
The article gives an overview of the main approaches to verification of the internal rating methods of analysis of the creditworthiness. The article gives practical advice on the application of these techniques by an example of real internal rating technique.
The paper presents a formalism and a tool for modelling and analysis of distributed real-time systems of mobile agents. For that we use a time extension of our Resource Driven Automata Nets (TRDA-nets) formalism. A TRDA-net is a two-level system. The upper level represents distributed environment locations with a net of active resources. On the lower level agents are modeled by extended finite state machines, asynchronously consuming/producing shared resources through input/output system ports (arcs of the system net). We demonstrate modelling facilities of the formalism and show that specific layers of TRDA-nets can be translated into Timed Automata, as well as into Time Petri nets, thus TRDA-nets integrate merits of both formalisms.
These are the proceedings of the International Workshop on Petri Nets and Software Engineering (PNSE’13) and the International Workshop on Modeling and Business Environments (ModBE’13) in Milano, Italy, June 24–25, 2013. These are co-located events of Petri Nets 2013, the 34th international conference on Applications and Theory of Petri Nets and Concurrency.
PNSE'13 presents the use of Petri Nets (P/T-Nets, Coloured Petri Nets and extensions) in the formal process of software engineering, covering modelling, validation, and veriﬁcation, as well as their application and tools supporting the disciplines mentioned above.
ModBE’13 provides a forum for researchers from interested communities to investigate, experience, compare, contrast and discuss solutions for modeling in business environments with Petri nets and other modeling techniques.
This volume contains the papers to be presented at VPT 2014: Second International Workshop on Verification and Program Transformation to be held on July 17-18, 2014 in Vienna. The workshop is an event of the Vienna Summer of Logic 2014 and it is co-located with the 26th International Conference on Computer Aided Verification CAV 2014. The workshop aim is to bring together researchers working in two different areas, Verification and Program Transformation. Recent research in both fields has shown a great potential for mutually beneficial interactions. On the one hand the methods, techniques and tools developed in program transformations have been successfully applied for verification of programs, systems and protocols specified by programs. Partial evaluation, partial deduction, fold/unfold transformations, supercompilation and distillation have all been used for verification with a particular success in the verification of infinite-state and parameterized systems. In opposite direction, model checking, automated and interactive theorem proving, SAT- and SMT-based methods have been used to strengthen and optimize program transformations. Yet another area on the border of two fields, that is formal verification and certification of programs transformations tools, such as automated refactoring tools and compilers has attracted considerable interest, posed major challenges and yielded promising results. The workshop aim is to provide a forum where all these interactions could be presented and discussed.
Workshop on Program Semantics, Specification and Verification: Theory and Applications is the leading event in Russia in the field of applying of the formal methods to software analysis. Proceedings of the fourth workshop are dedicated to formalisms for program semantics, formal models and verication, programming and specification languages, etc.
In the paper some prominent features of a modern financial system are studied using the model of leverage dynamics. Asset securitization is considered as a major factor increasing aggregate debt and hence systems uncertainty and instability. A simple macrofinancial model includes a logistic equation of leverage dynamics that reveals origins of a financial bubble, thus corresponding closely to the Minsky financial instability hypothesis. Using ROA, ROE, and the interest rate as parameters, the model provides wide spectrum of leverage and default probability trajectories for the short and long run.
This paper examines the practice of using the intuitivity test as an evaluation criterion of normative ethical theories. Mechanism of intuitive thinking and its differences from rational decision-making is described. It is shown, that due to the nature of intuitive thinking, the results of intuitivity test are often influenced by factors that contradict the conditions of the original problem, which calls into question the reliability of the results of such verification.
To verify realtime properties of UML statecharts one may apply a UPPAAL, toolbox for model checking of realtime systems. One of the most suitable ways to specify an operational semantics of UML statecharts is to invoke the formal model of Hierarchical Timed Automata. Since the model language of UPPAAL is based on Networks of Timed Automata one has to provide a conversion of Hierarchical Timed Automata to Networks of Timed Automata. In this paper we describe this conversion algorithm and prove that it is correct w.r.t. UPPAAL query language which is based on the subset of Timed CTL.