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Modeling Trading Systems using Petri Net Extensions
P. 118–137.
Trading systems have become sophisticated multi-agent in-frastructures with complex development cycles. This is why the financialindustry constantly seeks for novel approaches to design and validate these systems. We propose the use of models to support such tasks. On the one hand, these models need to describe how objects (e.g., ordersto buy/sell securities) are shared by the system and traders. On the other hand, being a dynamic multi-agent system, models of trading systems should have a clear structure, describing how participants interact between each other. In this paper, we address these requirements, integrating notions of various Petri net extensions. In particular, we discuss modeling capabilities/limitations of each extension, and we propose to integrate them into a single approach, allowing for comprehensive modeling of different trading system components.
In book
Vol. 2651: CEUR Workshop Proceedings. , CEUR-WS.org, 2020.
Е. Zemlyanoy, R. Nesterov, Proceedings of the Institute for System Programming of the RAS 2025 Vol. 37 No. 4-2 P. 47–68
The structure of a process model discovered from an event log of a multi-agent system often does not reflect the system architecture with respect to agent interactions. The existing conformance checking quality dimensions mainly evaluate the extent to which the behavior a discovered model corresponds to event sequences recorded in an event log. These behavioral ...
Added: September 21, 2025
Paschenko F., Procedia Computer Science 2015 Vol. 63 P. 154–158
The paper is concerned with the freight scheduling problem in the rail transport control systems. Its base sub problem of train scheduling has been modeled as an assignment problem and solved using auction method. Results of comparison of auction algorithm and Hungarian algorithm application for train scheduling problem showed that auction algorithm is significantly faster ...
Added: September 15, 2025
A. K. Begicheva, I. A. Lomazova, R. A. Nesterov, Modeling and Analysis of Information Systems 2024 Vol. 31 No. 3 P. 294–315
Process mining is a field of computer science that deals with the discovery and analysis of process models based on automatically generated event logs. Currently, many companies are using this technology to optimize and improve their business processes. However, a discovered process model may be too detailed, sophisticated, and difficult for experts to understand. In ...
Added: September 14, 2024
Julio C. Carrasquel, Irina A. Lomazova, , in: 6th International Conference, TMPA 2021, Tomsk, Russia, November 25–27, 2021, Revised Selected Papers. Tools and Methods of Program AnalysisVol. 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
Lomazova I. A., Mitsyuk A. A., Rivkin A., , in: Business Process Management Workshops. BPM 2023 International Workshops, Utrecht, The Netherlands, September 11–15, 2023, Revised Selected PapersVol. 492.: Switzerland: Springer, 2024. P. 483–495.
Object-centric processes have become increasingly popular in the last years mainly due to the establishment of object-centric process mining. One of the most popular formalisms for describing lifecycles of objects and capturing relationships between them are object-centric Petri nets. An important feature of such nets is the ability to transfer an arbitrary number of same-typed ...
Added: January 17, 2024
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
Dergachev S., Yakovlev K., , in: Advances in Computational Intelligence. 21st Mexican International Conference on Artificial Intelligence, MICAI 2022, Monterrey, Mexico, October 24–29, 2022, Proceedings* 1.: Cham: Springer, 2022. P. 355–367.
Multi-agent pathfinding (MAPF) is a challenging problem which is hard to solve optimally even when simplifying assumptions are adopted, e.g. planar graphs (typically – grids), discretized time, uniform duration of move and wait actions etc. On the other hand, MAPF under such restrictive assumptions (also known as the Classical MAPF) is equivalent to the so-called ...
Added: May 16, 2023
Samoylova K., Zamyatina E., Proceedings of the Institute for System Programming of the RAS 2022 Vol. 34 No. 2 P. 67–76
Nowadays, in order for a company to remain competitive, efficient and attractive to investors it needs to have reliable and threat-resistant business processes. The question of methods for building such business processes remains relevant. This paper proposes a software system, which involves the use of methods and tools of DSM (Domain Specific Modeling), ontological approach, ...
Added: February 13, 2023
Lomazova I. A., Mitsyuk A. A., Rivkin A., / Series Computer Science "arxiv.org". 2021.
Recently introduced Petri net-based formalisms advocate the importance of proper representation and management of case objects as well as their co-evolution. In this work we build on top of one of such formalisms and introduce the notion of soundness for it. We demonstrate that for nets with non-deterministic synchronization between case objects, the soundness problem ...
Added: October 14, 2022
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
Bernardinello L., Irina Lomazova, Nesterov R. et al., , in: Transactions on Petri Nets and Other Models of Concurrency XVIVol. 13220: Lecture Notes in Computer Science.: Springer, 2022. P. 1–23.
Structural transformations that preserve properties of formal models of concurrent systems make their verification easier. We define structural transformations that allow to abstract and refine elementary net systems. Relations between abstract models and their refinements are formalized using morphisms. Transformations proposed in this paper induce morphisms between elementary net systems as well as preserve their ...
Added: March 23, 2022
Springer, 2022.
These Transactions publish archival papers in the broad area of Petri nets and other models of concurrency, ranging from theoretical work to tool support and industrial applications. ToPNoC issues are published as LNCS volumes, and hence are widely distributed and indexed. This Journal has its own Editorial Board which selects papers based on a rigorous ...
Added: March 23, 2022
Lomazova I. A., Mitsyuk A. A., Sharipova A., / Series Computer Science "arxiv.org". 2021.
Modern higher education takes advantage of MOOC technology. Modeling an education process of Massive open online courses (MOOCs) as a dynamic and multi-agent process is one of the challenging tasks. In this paper, Petri net extensions are investigated in the context of the learnflow modeling. It is shown how a learnflow can be modeled with ...
Added: December 2, 2021
Grinblat A., Lopatkin V., Journal of Algebra and its Applications 2020 Vol. 20 No. 5 Article 2150083
The aim of this paper is to show that any finite undirected bipartite graph can be considered as a polynomial p∈N[x], and any directed finite bipartite graph can be considered as a polynomial p∈N[x,y], and vise verse. We also show that the multiplication in semirings N[x], N[x,y] correspondences to a operations of the corresponding graphs which looks like a ``perturbed'' ...
Added: September 27, 2021
R.A. Nesterov, S.Yu. Savelyev, Proceedings of the Institute for System Programming of the RAS 2021 Vol. 33 No. 3 P. 155–170
In this paper, we present an approach to the generation of Petri nets exhibiting desired structural and behavioral properties. Given a reference Petri net, we apply a collection of local refinement transformations, which extends the internal structure of the reference model. The correctness of applying these transformations is justified via Petri net morphisms and by ...
Added: August 9, 2021
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
Mecheraoui K., Lomazova I. A., Belala N., Journal of Parallel and Distributed Computing 2021 Vol. 155 P. 14–23
This paper provides a true-concurrency approach for the specification and verification of systems of concurrent communicating agents with durable actions. We present high-level Petri nets with durable actions (DaHL) to cope with various details in such complex systems. We define a DaHL module as an open variant of time-dependent colored Petri nets. A DaHL system ...
Added: May 13, 2021
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
Rigin A., Shershakov Sergey, , in: Analysis of Images, Social Networks and Texts: 9th International Conference, AIST 2020, Skolkovo, Moscow, Russia, October 15–16, 2020, Revised Selected PapersVol. 12602.: Springer, 2021. P. 453–465.
Complexity of software systems is constantly growing, which is even more aggravated by concurrency of processes in systems, so modeling and validating such systems is necessary for detecting and eliminating failures. One of the most well-known formalisms for solving this problem is Petri nets and their extensions such as colored Petri nets, reference nets, and ...
Added: November 26, 2020
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 PapersVol. 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