Семинары ПОИС: "Modeling Trading Systems" и "Pre-Processing FIX Event Data & Conformance Checking on Multi-Agent Systems"

О докладах.

Анна Алексеевна Каленкова:
"In my talk, I will present a conceptual model of a trading system using UML notation. This conceptual model can be used to describe the overall field of trading systems and to simplify the further analysis of trading processes. The conceptual model includes structural diagrams (UML classes) and behavioral diagrams, such as use case, state, activity, and others. Besides that, an example of an operational process model, which can be used to generate a comprehensive set of possible process behavior, will be presented. "

Хулио Сесар Карраскель Гамес:
"The Financial Information Exchange (FIX) protocol is a de facto communication standard widely used by trading systems, such as NASDAQ or the London Stock Exchange (LSE). FIX enables the communication between traders and a core system in order to support the process of trading securities. Given the system’s complex dynamism and the exponential growth of daily operations, it is of interest to diagnose whether some process instances deviate from its expected behavior (conformance checking). In this way, powered by the availability of a vast amount of FIX event data, the software industry starts to look at Process Mining as a novel alternative for conformance diagnosis and auditing on trading platforms.

In this talk, we will present in detail an approach to pre-process FIX event data, sampled from the LSE system (related to the process of trading securities) in order to generate appropriate event logs for conformance checking. Nonetheless, the nature of this application domain is characterized by process instances (cases) executing concurrently and collaborating between themselves – typical features of Multi-Agent Systems (MAS). Therefore, we will conclude our talk presenting some possible alternatives and formalisms (based on Petri nets) that we are researching about conformance checking on MAS and its application on this study case."