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August 21, 2026
Social Integration: At the Crossroads of Knowledge and Values
The International Laboratory for Social Integration Research (ILSIR) at HSE University studies the challenges faced by vulnerable groups and explores ways to help them participate fully in everyday life. To develop effective solutions, the laboratory’s researchers combine cutting-edge methods with practical fieldwork. In this interview with the HSE News Service, Laboratory Head Elena Iarskaia-Smirnova discusses the laboratory’s work.
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Pre-Processing Network Messages of Trading Systems into Event Logs for Process Mining

P. 88–100.
Carrasquel Gamez J. C., Chuburov S., Lomazova I. A.

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 the log-based analysis of trading platforms. In this light, this paper presents an approach to extract event logs for process mining from network messages of trading systems. In particular, these messages are Financial Information Exchange (FIX) protocol messages, which are related to trading sessions in order books.

Language: English
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Keywords: process miningevent logstrading systemsdata pre-processingfinancial informatio exchange (FIX)
Publication based on the results of:
Process models: checking conformance with the observed behavior, automated discovery and behavioral analysis (2021)

In book

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.
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