Implementation of a Port-graph Model for Finance

In this paper we examine the process involved in the design and implementation of a port-graph model to be used for the analysis of an agent-based rational negligence model. Rational negligence describes the phenomenon that occurred during the financial crisis of 2008 whereby investors chose to trade asset-backed securities without performing independent evaluations of the underlying assets. This has contributed to motivating the search for more effective and transparent tools in the modelling of the capital markets. This paper shall contain the details of a proposal for the use of a visual declarative language, based on strategic port-graph rewriting, as a visual modelling tool to analyse an asset-backed securitisation market.Comment: In Proceedings TERMGRAPH 2018, arXiv:1902.0151

Statistical Analysis of Bus Networks in India

Through the past decade the field of network science has established itself as a common ground for the cross-fertilization of exciting inter-disciplinary studies which has motivated researchers to model almost every physical system as an interacting network consisting of nodes and links. Although public transport networks such as airline and railway networks have been extensively studied, the status of bus networks still remains in obscurity. In developing countries like India, where bus networks play an important role in day-to-day commutation, it is of significant interest to analyze its topological structure and answer some of the basic questions on its evolution, growth, robustness and resiliency. In this paper, we model the bus networks of major Indian cities as graphs in \textit{L}-space, and evaluate their various statistical properties using concepts from network science. Our analysis reveals a wide spectrum of network topology with the common underlying feature of small-world property. We observe that the networks although, robust and resilient to random attacks are particularly degree-sensitive. Unlike real-world networks, like Internet, WWW and airline, which are virtual, bus networks are physically constrained. The presence of various geographical and economic constraints allow these networks to evolve over time. Our findings therefore, throw light on the evolution of such geographically and socio-economically constrained networks which will help us in designing more efficient networks in the future.Comment: Submitted to PLOS ON

Graph matching: relax or not?

We consider the problem of exact and inexact matching of weighted undirected graphs, in which a bijective correspondence is sought to minimize a quadratic weight disagreement. This computationally challenging problem is often relaxed as a convex quadratic program, in which the space of permutations is replaced by the space of doubly-stochastic matrices. However, the applicability of such a relaxation is poorly understood. We define a broad class of friendly graphs characterized by an easily verifiable spectral property. We prove that for friendly graphs, the convex relaxation is guaranteed to find the exact isomorphism or certify its inexistence. This result is further extended to approximately isomorphic graphs, for which we develop an explicit bound on the amount of weight disagreement under which the relaxation is guaranteed to find the globally optimal approximate isomorphism. We also show that in many cases, the graph matching problem can be further harmlessly relaxed to a convex quadratic program with only n separable linear equality constraints, which is substantially more efficient than the standard relaxation involving 2n equality and n^2 inequality constraints. Finally, we show that our results are still valid for unfriendly graphs if additional information in the form of seeds or attributes is allowed, with the latter satisfying an easy to verify spectral characteristic

SensorCloud: Towards the Interdisciplinary Development of a Trustworthy Platform for Globally Interconnected Sensors and Actuators

Although Cloud Computing promises to lower IT costs and increase users' productivity in everyday life, the unattractive aspect of this new technology is that the user no longer owns all the devices which process personal data. To lower scepticism, the project SensorCloud investigates techniques to understand and compensate these adoption barriers in a scenario consisting of cloud applications that utilize sensors and actuators placed in private places. This work provides an interdisciplinary overview of the social and technical core research challenges for the trustworthy integration of sensor and actuator devices with the Cloud Computing paradigm. Most importantly, these challenges include i) ease of development, ii) security and privacy, and iii) social dimensions of a cloud-based system which integrates into private life. When these challenges are tackled in the development of future cloud systems, the attractiveness of new use cases in a sensor-enabled world will considerably be increased for users who currently do not trust the Cloud.Comment: 14 pages, 3 figures, published as technical report of the Department of Computer Science of RWTH Aachen Universit

Behavioral synthesis from VHDL using structured modeling

This dissertation describes work in behavioral synthesis involving the development of a VHDL Synthesis System VSS which accepts a VHDL behavioral input specification and performs technology independent synthesis to generate a circuit netlist of generic components. The VHDL language is used for input and output descriptions. An intermediate representation which incorporates signal typing and component attributes simplifies compilation and facilitates design optimization.A Structured Modeling methodology has been developed to suggest standard VHDL modeling practices for synthesis. Structured modeling provides recommendations for the use of available VHDL description styles so that optimal designs will be synthesized.A design composed of generic components is synthesized from the input description through a process of Graph Compilation, Graph Criticism, and Design Compilation. Experiments were performed to demonstrate the effects of different modeling styles on the quality of the design produced by VSS. Several alternative VHDL models were examined for each benchmark, illustrating the improvements in design quality achieved when Structured Modeling guidelines were followed