Related papers: Tuplix Calculus Specifications of Financial Transf…

We introduce a calculus for tuplices, which are expressions that generalize matrices and vectors. Tuplices have an underlying data type for quantities that are taken from a zero-totalized field. We start with the core tuplix calculus CTC…

We go into the need for, and the requirements on, a formal theory of budgets. We present a simple algebraic theory of rational budgets, i.e., budgets in which amounts of money are specified by functions on the rational numbers. This theory…

We develop an algebraic framework for the description and analysis of financial behaviours, that is, behaviours that consist of transferring certain amounts of money at planned times. To a large extent, analysis of financial products…

We consider in-network computation of an arbitrary function over an arbitrary communication network. A network with capacity constraints on the links is given. Some nodes in the network generate data, e.g., like sensor nodes in a sensor…

Payment networks, also known as channels, are a most promising solution to the throughput problem of cryptocurrencies. In this paper we study the design of capital-efficient payment networks, offline as well as online variants. We want to…

We model financial transactions as random walks on activity-driven temporal networks. By enforcing fund conservation, our framework analytically derives heavy-tailed distributions for the stationary balances and transaction sizes.…

Financial structures such as securitisations, insurance contracts, and other hierarchical claims systems can be interpreted as deterministic allocation mechanisms acting on stochastic inflow processes. This paper develops a general…

We investigate the explainability of graph neural networks (GNNs) as a step toward elucidating their working mechanisms. While most current methods focus on explaining graph nodes, edges, or features, we argue that, as the inherent…

To study implementations and optimisations of interaction net systems we propose a calculus to allow us to reason about nets, a concrete data-structure that is in close correspondence with the calculus, and a low-level language to create…

Statistical network calculus is the probabilistic extension of network calculus, which uses a simple envelope approach to describe arrival traffic and service available for the arrival traffic in a node. One of the key features of network…

In recent years, methods from network science are gaining rapidly interest in economics and finance. A reason for this is that in a globalized world the interconnectedness among economic and financial entities are crucial to understand and…

Subject of research is complex networks and network systems. The network system is defined as a complex network in which flows are moved. Classification of flows in the network is carried out on the basis of ordering and continuity. It is…

In this note, we present preliminary results on the use of "network calculus" for parallel processing systems, specifically MapReduce.

Network Calculus (NC) is an algebraic theory that represents traffic and service guarantees as curves in a Cartesian plane, in order to compute performance guarantees for flows traversing a network. NC uses transformation operations, e.g.,…

With the development of real-time networks such as reactive embedded systems, there is a need to compute deterministic performance bounds. This paper focuses on the performance guarantees and stability conditions in networks with cyclic…

The metabolic networks are very well characterized for a large set of organisms, a unique case in within the large-scale biological networks. For this reason they provide a a very interesting framework for the construction of analytically…

We analyse the flow of information in multiplex networks by means of the communicability function. First, we generalize this measure from its definition from simple graphs to multiplex networks. Then, we study its relevance for the analysis…

Payment channel networks use off-chain transactions to provide virtually arbitrary transaction rates. In this paper, we provide a new perspective on payment channels and consider them as a flow network. We propose an extended push-relabel…

In the context of the stream calculus, we present an Implicit Function Theorem (IFT) for polynomial systems, and discuss its relations with the classical IFT from calculus. In particular, we demonstrate the advantages of the stream IFT from…

Network calculus is an elegant theory which uses envelopes to determine the worst-case performance bounds in a network. Statistical network calculus is the probabilistic version of network calculus, which strives to retain the simplicity of…