Modelling and Validation of Trading and Multi-Agent Systems: An Approach Based on Process Mining and Petri Nets

Julio C. Carrasquel; Lomazova Irina A.

Book chapter

Modelling and Validation of Trading and Multi-Agent Systems: An Approach Based on Process Mining and Petri Nets

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.

Language: English

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Keywords: trading systems multi-agent systems Petri nets process mining conformance checking

Publication based on the results of: Synthesis, recovery, conformance checking, and other methods for the analysis of process models and distributed information systems(2019)

In book

ICPM Doctoral Consortium 2019.

Vol. 2432: CEUR Workshop Proceedings. CEUR-WS.org, 2019.

Process Cubes: Slicing, Dicing, Rolling Up and Drilling Down Event Data for Process Mining

van der Aalst W. In bk.: Asia Pacific Conference on Business Process Management. First Asia Pacific Conference, AP-BPM 2013, Beijing, China, August 29-30, 2013, Selected Papers. Vol. 159: Lecture Notes in Business Information Processing . Heidelberg; NY; Dordrecht; L.: Springer, 2013. P. 1-22.

Recent breakthroughs in process mining research make it possible to discover, analyze, and improve business processes based on event data. The growth of event data provides many opportunities but also imposes new challenges. Process mining is typically done for an isolated well-defined process in steady-state. However, the boundaries of a process may be fluid and there is a need to continuously view event data from different angles. This paper proposes the notion of process cubes where events and process models are organized using different dimensions. Each cell in the process cube corresponds to a set of events and can be used to discover a process model, to check conformance with respect to some process model, or to discover bottlenecks. The idea is related to the well-known OLAP (Online Analytical Processing) data cubes and associated operations such as slice, dice, roll-up, and drill-down. However, there are also significant differences because of the process-related nature of event data. For example, process discovery based on events is incomparable to computing the average or sum over a set of numerical values. Moreover, dimensions related to process instances (e.g. cases are split into gold and silver customers), subprocesses (e.g. acquisition versus delivery), organizational entities (e.g. backoffice versus frontoffice), and time (e.g., 2010, 2011, 2012, and 2013) are semantically different and it is challenging to slice, dice, roll-up, and drill-down process mining results efficiently.

Added: Nov 14, 2013

Application and Theory of Petri Nets and Concurrency. 37th International Conference, PETRI NETS 2016, Toruń, Poland, June 19-24, 2016. Proceedings

Edited by: F. Kordon, D. Moldt. Vol. 9698: Lecture Notes in Computer Science. Switzerland: Springer, 2016.

This book constitutes the proceedings of the 37th International Conference on Application and Theory of Petri Nets and Concurrency, PETRI NETS 2016, held in Toruń, Poland, in June 2016. Petri Nets 2016 was co-located with the Application of Concurrency to System Design Conference, ACSD 2016. The 16 papers including 3 tool papers with 4 invited talks presented together in this volume were carefully reviewed and selected from 42 submissions. Papers presenting original research on application or theory of Petri nets, as well as contributions addressing topics relevant to the general field of distributed and concurrent systems are presented within this volume.

Added: Jun 11, 2016

Joint Proceedings of the International Workshop on Petri Nets and Software Engineering (PNSE'13) and the International Workshop on Modeling and Business Environments (ModBE'13). Satellite events of the 34th International Conference on Application and Theory of Petri Nets and Concurrency. Milano, Italy, June, 2013

Edited by: D. Moldt. Vol. 989: CEUR Workshop Proceedings. 2013.

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.

Added: Aug 17, 2013

Воронова Л. И., Авхадеев Б. Р., Охапкина Е. П. Вестник Нижневартовского государственного университета. 2014. № 3. С. 68-77.

There have been implemented engineering and development of multi-agent recommender system «EZSurf» that performs analysis of interests and provides recommendations for the social network «VKontakte» users based on the data from profile of particular user. During the work process different methods and technological solutions have been analyzed with examination of their advantages and disadvantages. Besides of that the comparative analysis of analogous products has been held where the most similar is Russian start-up service - Surfingbird. Based on this analysis the decision of recommender system implementation and integration has been accepted. The feature of this system is that it uses social network “VKontakte” profile for user’s data collection and API of third-party services (LastFM, TheMovieDB) for an extraction of information about similar objects. Such an approach contributes into optimization of recommender system, because it does not require creation of its own object classification system and objects database. The functionality of multi-agent system was separated between three agents. First agent (Collector) collects user data from “VKontakte” profile using VK API. Second agent (Analyzer) collects similar objects from databases of thitd-party services (LastFM, TheMovieDB) that will be the criteria for further search of recommendatory content. For search and selection of information an agent (Recommender) that works as web-crawler has been implemented. System «EZSurf» can be exploited by the users of social network “VKontakte” in everyday life for time economy on web-surfing process. At the same time they will get recommendations on content that are filtered depending on preferences of every particular user.

Added: Mar 30, 2015

Cellular Resource-Driven Automata

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 to Petri nets. In this paper the new formalism of cellular RDAs is introduced. Cellular RDAs are RDA-nets with an infinite regularly structured system net. We build a hierarchy of cellular RDA classes on the basis of restrictions on the underlying grid. The expressive power of several major classes of 1-dimensional grids is studied.

Added: Nov 28, 2012

Analyzing Web Service Resource Compatibility

Lomazova I. A., Romanov I. In bk.: Concurrency, Specification and Programming. CS&P’2012. Berlin, September 26 – September 28, 2012. Volume 2.. Vol. 2. Iss. 225. Berlin: Humboldt University of Berlin, 2012. P. 239-250.

In this work we consider modeling of services with workflow modules, which are a subclass of Petri nets. The service compatibility problem is to answer the question, whether two Web services fit together, i.e. whether the composed system is sound. We study complementarity of service produced/consumed resources, that is a necessary condition for the service compatibility. Resources, which are produced/consumed by a Web service, are described as a multiset language. We define an algebra of multiset languages and present an algorithm for checking the conformance of resources for two given structured workflow modules.

Added: Nov 19, 2012

Discovery of Cancellation Regions within Process Mining Techniques

Kalenkova A. A., Lomazova I. A. Fundamenta Informaticae. 2014. Vol. 133. No. 2-3. P. 197-209.

Process mining is a relatively new field of computer science which deals with process discovery and analysis based on event logs. In this work we consider the problem of discovering workflow nets with cancellation regions from event logs. Cancellations occur in the majority of real-life event logs. In spite of huge amount of process mining techniques little has been done on cancellation regions discovery. We show that the state-based region algorithm gives labeled Petri nets with overcomplicated control flow structure for logs with cancellations. We propose a novel method to discover cancellation regions from the transition systems built on event logs and show the way to construct equivalent workflow net with reset arcs to simplify the control flow structure.

Added: Sep 30, 2014