Related papers: Efficient and Verified Continuous Double Auctions
Static analyzers based on abstract interpretation are complex pieces of software implementing delicate algorithms. Even if static analysis techniques are well understood, their implementation on real languages is still error-prone. This…
We study a phenomenological model for the continuous double auction, equivalent to two independent $M/M/1$ queues. The continuous double auction defines a continuous-time random walk for trade prices. The conditions for ergodicity of the…
This work utilizes the plethora of work on verification of sequential programs for the purpose of verifying concurrent programs. We reduce the verification of a concurrent program to a series of verification tasks of sequential programs.…
Largely adopted by proof assistants, the conventional induction methods based on explicit induction schemas are non-reductive and local, at schema level. On the other hand, the implicit induction methods used by automated theorem provers…
Most existing implementations of multiple precision arithmetic demand that the user sets the precision {\em a priori}. Some libraries are said adaptable in the sense that they dynamically change the precision of each intermediate operation…
Building on the linear programming approach to competitive equilibrium pricing, we develop a general method for constructing iterative auctions that achieve Vickrey-Clarke-Groves (VCG) outcomes. We show how to transform a linear program…
Formally verified compilers and formally verified static analyzers are a solution to the problem that certain industries face when they have to demonstrate to authorities that the object code they run truly corresponds to its source code…
Formal verification using proof assistants, such as Coq, enables the creation of high-quality software. However, the verification process requires significant expertise and manual effort to write proofs. Recent work has explored automating…
We introduce a practical, interactive simulator of the limit order book for large-tick assets, designed to produce realistic execution, costs, and P&L. The book state is projected onto a tractable representation based on spread and volume…
Test or prove? These two approaches to software verification have long been presented as opposites. One is dynamic, the other static: a test executes the program, a proof only analyzes the program text. A different perspective is emerging,…
Runtime verification is checking whether a system execution satisfies or violates a given correctness property. A procedure that automatically, and typically on the fly, verifies conformance of the system's behavior to the specified…
Emek et al. presented a model of probabilistic single-item second price auctions where an auctioneer who is informed about the type of an item for sale, broadcasts a signal about this type to uninformed bidders. They proved that finding the…
Truthful spectrum auction is believed to be an effective method for spectrum redistribution. However, privacy concerns have largely hampered the practical applications of truthful spectrum auctions. In this paper, to make the applications…
Iterative combinatorial auctions (CAs) are often used in multi-billion dollar domains like spectrum auctions, and speed of convergence is one of the crucial factors behind the choice of a specific design for practical applications. To…
Sequential auctions for identical items with unit-demand, private-value buyers are common and often occur periodically without end, as new bidders replace departing ones. We model bidder uncertainty by introducing a probability that a…
Geo-replicated systems provide a number of desirable properties such as globally low latency, high availability, scalability, and built-in fault tolerance. Unfortunately, programming correct applications on top of such systems has proven to…
Trading on decentralized exchanges has been one of the primary use cases for permissionless blockchains with daily trading volume exceeding billions of U.S.~dollars. In the status quo, users broadcast transactions and miners are responsible…
We introduce a `concrete complexity' model for studying algorithms for matching in bipartite graphs. The model is based on the "demand query" model used for combinatorial auctions. Most (but not all) known algorithms for bipartite matching…
Simultaneous item auctions are simple procedures for allocating items to bidders with potentially complex preferences over different item sets. In a simultaneous auction, every bidder submits bids on all items simultaneously. The allocation…
We present a quantum algorithm that verifies a product of two n*n matrices over any field with bounded error in worst-case time n^{5/3} and expected time n^{5/3} / min(w,sqrt(n))^{1/3}, where w is the number of wrong entries. This improves…