Related papers: Efficient and Verified Continuous Double Auctions
I construct a novel random double auction as a robust bilateral trading mechanism for a profit-maximizing intermediary who facilitates trade between a buyer and a seller. It works as follows. The intermediary publicly commits to charging a…
We present three projects concerned with applications of proof assistants in the area of programming language theory and mathematics. The first project is about a certified compilation technique for a domain-specific programming language…
Machine learning (especially reinforcement learning) methods for trading are increasingly reliant on simulation for agent training and testing. Furthermore, simulation is important for validation of hand-coded trading strategies and for…
Runtime verification consists in observing and collecting the execution traces of a system and checking them against a specification, with the objective of raising an error when a trace does not satisfy the specification. We consider…
In this paper we analyze the expected time complexity of the auction algorithm for the matching problem on random bipartite graphs. We prove that the expected time complexity of the auction algorithm for bipartite matching is…
In this paper we are interested in bounding the number of instructions taken to process transactions. The main result is a multiversion transactional system that supports constant delay (extra instructions beyond running in isolation) for…
Reified Input/Output (I/O) logic[21] has been recently proposed to model real-world norms in terms of the logic in [11]. This is massively grounded on the notion of reification, and it has specifically designed to model meaning of natural…
In the context of decentralized blockchains, accurately simulating the outcome of order flow auctions (OFAs) off-chain is challenging due to adversarial sequencing, encrypted bids, and frequent state changes. Existing approaches, such as…
On the one hand, ordered completion is a fundamental technique in equational theorem proving that is employed by automated tools. On the other hand, their complexity makes such tools inherently error prone. As a remedy to this situation we…
This report describes the state of the art in verifiable computation. The problem being solved is the following: The Verifiable Computation Problem (Verifiable Computing Problem) Suppose we have two computing agents. The first agent is the…
It is well known in the Constraint Programming community that any non-binary constraint satisfaction problem (with finite domains) can be transformed into an equivalent binary one. One of the most well-known translations is the Hidden…
We present a novel propositional proof tracing format that eliminates complex processing, thus enabling efficient (formal) proof checking. The benefits of this format are demonstrated by implementing a proof checker in C, which outperforms…
Formal verification entails testing software to ensure it operates as specified. Smart contracts are self-executing contracts with the terms of the agreement directly written into lines of code. They run on blockchain platforms and…
For engineering software with formal correctness proofs it is crucial that proofs can be efficiently reused in case the software or its specification is changed. Unfortunately, in reality even slight changes in the code or its specification…
VeriFast is a powerful tool for verification of various correctness properties of C programs using symbolic execution. However, VeriFast itself has not been verified. We present a proof-of-concept extension which generates a correctness…
An efficient intuitionistic first-order prover integrated into Coq is useful to replay proofs found by external automated theorem provers. We propose a two-phase approach: An intuitionistic prover generates a certificate based on the matrix…
In a seminal paper, McAfee (1992) presented a truthful mechanism for double auctions, attaining asymptotically-optimal gain-from-trade without any prior information on the valuations of the traders. McAfee's mechanism handles…
Clausal proofs have become a popular approach to validate the results of SAT solvers. However, validating clausal proofs in the most widely supported format (DRAT) is expensive even in highly optimized implementations. We present a new…
Automatic verification deals with the validation by means of computers of correctness certificates. The related tools, usually called proof assistants or interactive provers, provide an interactive environment for the creation of formal…
In a multiple-object auction, every bidder tries to win as many objects as possible with a bidding algorithm. This paper studies position-randomized auctions, which form a special class of multiple-object auctions where a bidding algorithm…