Thin Games with Symmetry and Concurrent Hyland-Ong Games

We build a cartesian closed category, called Cho, based on event structures. It allows an interpretation of higher-order stateful concurrent programs that is refined and precise: on the one hand it is conservative with respect to standard Hyland-Ong games when interpreting purely functional programs as innocent strategies, while on the other hand it is much more expressive. The interpretation of programs constructs compositionally a representation of their execution that exhibits causal dependencies and remembers the points of non-deterministic branching.The construction is in two stages. First, we build a compact closed category Tcg. It is a variant of Rideau and Winskel's category CG, with the difference that games and strategies in Tcg are equipped with symmetry to express that certain events are essentially the same. This is analogous to the underlying category of AJM games enriching simple games with an equivalence relations on plays. Building on this category, we construct the cartesian closed category Cho as having as objects the standard arenas of Hyland-Ong games, with strategies, represented by certain events structures, playing on games with symmetry obtained as expanded forms of these arenas.To illustrate and give an operational light on these constructions, we interpret (a close variant of) Idealized Parallel Algol in Cho

Intensional and Extensional Semantics of Bounded and Unbounded Nondeterminism

We give extensional and intensional characterizations of nondeterministic functional programs: as structure preserving functions between biorders, and as nondeterministic sequential algorithms on ordered concrete data structures which compute them. A fundamental result establishes that the extensional and intensional representations of non-deterministic programs are equivalent, by showing how to construct a unique sequential algorithm which computes a given monotone and stable function, and describing the conditions on sequential algorithms which correspond to continuity with respect to each order. We illustrate by defining may and must-testing denotational semantics for a sequential functional language with bounded and unbounded choice operators. We prove that these are computationally adequate, despite the non-continuity of the must-testing semantics of unbounded nondeterminism. In the bounded case, we prove that our continuous models are fully abstract with respect to may and must-testing by identifying a simple universal type, which may also form the basis for models of the untyped lambda-calculus. In the unbounded case we observe that our model contains computable functions which are not denoted by terms, by identifying a further "weak continuity" property of the definable elements, and use this to establish that it is not fully abstract

Preference fusion and Condorcet's Paradox under uncertainty

Facing an unknown situation, a person may not be able to firmly elicit his/her preferences over different alternatives, so he/she tends to express uncertain preferences. Given a community of different persons expressing their preferences over certain alternatives under uncertainty, to get a collective representative opinion of the whole community, a preference fusion process is required. The aim of this work is to propose a preference fusion method that copes with uncertainty and escape from the Condorcet paradox. To model preferences under uncertainty, we propose to develop a model of preferences based on belief function theory that accurately describes and captures the uncertainty associated with individual or collective preferences. This work improves and extends the previous results. This work improves and extends the contribution presented in a previous work. The benefits of our contribution are twofold. On the one hand, we propose a qualitative and expressive preference modeling strategy based on belief-function theory which scales better with the number of sources. On the other hand, we propose an incremental distance-based algorithm (using Jousselme distance) for the construction of the collective preference order to avoid the Condorcet Paradox.Comment: International Conference on Information Fusion, Jul 2017, Xi'an, Chin

Interval-based Synthesis

We introduce the synthesis problem for Halpern and Shoham's modal logic of intervals extended with an equivalence relation over time points, abbreviated HSeq. In analogy to the case of monadic second-order logic of one successor, the considered synthesis problem receives as input an HSeq formula phi and a finite set Sigma of propositional variables and temporal requests, and it establishes whether or not, for all possible evaluations of elements in Sigma in every interval structure, there exists an evaluation of the remaining propositional variables and temporal requests such that the resulting structure is a model for phi. We focus our attention on decidability of the synthesis problem for some meaningful fragments of HSeq, whose modalities are drawn from the set A (meets), Abar (met by), B (begins), Bbar (begun by), interpreted over finite linear orders and natural numbers. We prove that the fragment ABBbareq is decidable (non-primitive recursive hard), while the fragment AAbarBBbar turns out to be undecidable. In addition, we show that even the synthesis problem for ABBbar becomes undecidable if we replace finite linear orders by natural numbers.Comment: In Proceedings GandALF 2014, arXiv:1408.556

Sequentiality vs. Concurrency in Games and Logic

Connections between the sequentiality/concurrency distinction and the semantics of proofs are investigated, with particular reference to games and Linear Logic.Comment: 35 pages, appeared in Mathematical Structures in Computer Scienc

Designating market maker behaviour in Limit Order Book markets

Financial exchanges provide incentives for limit order book (LOB) liquidity provision to certain market participants, termed designated market makers or designated sponsors. While quoting requirements typically enforce the activity of these participants for a certain portion of the day, we argue that liquidity demand throughout the trading day is far from uniformly distributed, and thus this liquidity provision may not be calibrated to the demand. We propose that quoting obligations also include requirements about the speed of liquidity replenishment, and we recommend use of the Threshold Exceedance Duration (TED) for this purpose. We present a comprehensive regression modelling approach using GLM and GAMLSS models to relate the TED to the state of the LOB and identify the regression structures that are best suited to modelling the TED. Such an approach can be used by exchanges to set target levels of liquidity replenishment for designated market makers