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

Strategic Port Graph Rewriting: An Interactive Modelling and Analysis Framework

We present strategic portgraph rewriting as a basis for the implementation of visual modelling and analysis tools. The goal is to facilitate the specification, analysis and simulation of complex systems, using port graphs. A system is represented by an initial graph and a collection of graph rewriting rules, together with a user-defined strategy to control the application of rules. The strategy language includes constructs to deal with graph traversal and management of rewriting positions in the graph. We give a small-step operational semantics for the language, and describe its implementation in the graph transformation and visualisation tool PORGY.Comment: In Proceedings GRAPHITE 2014, arXiv:1407.767

Maude's Internal Strategies

AbstractMaude is a reflective language supporting both rewriting logic and membership equational logic. Reflection is systematically exploited in Maude, endowing the language with powerful metaprogramming capabilities, including declarative strategies to guide the deduction process

Lazy AC-Pattern Matching for Rewriting

We define a lazy pattern-matching mechanism modulo associativity and commutativity. The solutions of a pattern-matching problem are stored in a lazy list composed of a first substitution at the head and a non-evaluated object that encodes the remaining computations. We integrate the lazy AC-matching in a strategy language: rewriting rule and strategy application produce a lazy list of terms.Comment: In Proceedings WRS 2011, arXiv:1204.531

Extensional and Intensional Strategies

This paper is a contribution to the theoretical foundations of strategies. We first present a general definition of abstract strategies which is extensional in the sense that a strategy is defined explicitly as a set of derivations of an abstract reduction system. We then move to a more intensional definition supporting the abstract view but more operational in the sense that it describes a means for determining such a set. We characterize the class of extensional strategies that can be defined intensionally. We also give some hints towards a logical characterization of intensional strategies and propose a few challenging perspectives

Strategic Rewriting

AbstractThis is a position paper preparing the round table organized during the 4th International Workshop on Reduction Strategies in Rewriting and Programming. I sketch what I believe to be important challenges of strategic rewriting

Hierarchical design rewriting with Maude

Architectural Design Rewriting (ADR) is a rule-based approach for the design of dynamic software architectures. The key features that make ADR a suitable and expressive framework are the algebraic presentation and the use of conditional rewrite rules. These features enable, e.g. hierarchical (top-down, bottom-up or composition-based) design and inductively-defined reconfigurations. The contribution of this paper is twofold: we define Hierarchical Design Rewriting (HDR) and present our prototypical tool support. HDR is a flavour of ADR that exploits the concept of hierarchical graph to deal with system specifications combining both symbolic and interpreted parts. Our prototypical implementation is based on Maude and its presentation serves several purposes. First, we show that HDR is not only a well-founded formal approach but also a tool-supported framework for the design and analysis of software architectures. Second, our illustration tailored to a particular algebra of designs and a particular scenario traces a general methodology for the reuse and exploitation of ADR concepts in other scenarios

Basic completion strategies as another application of the Maude strategy language

The two levels of data and actions on those data provided by the separation between equations and rules in rewriting logic are completed by a third level of strategies to control the application of those actions. This level is implemented on top of Maude as a strategy language, which has been successfully used in a wide range of applications. First we summarize the Maude strategy language design and review some of its applications; then, we describe a new case study, namely the description of completion procedures as transition rules + control, as proposed by Lescanne.Comment: In Proceedings WRS 2011, arXiv:1204.531