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Documents authored by Singh, Abhishek Kr

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Singh, Abhishek Kr

Document
DOI: 10.4230/LIPIcs.ITP.2021.28
Verified Double Sided Auctions for Financial Markets

Authors: Raja Natarajan, Suneel Sarswat, and Abhishek Kr Singh

Published in: LIPIcs, Volume 193, 12th International Conference on Interactive Theorem Proving (ITP 2021)

Abstract
Double sided auctions are widely used in financial markets to match demand and supply. Prior works on double sided auctions have focused primarily on single quantity trade requests. We extend various notions of double sided auctions to incorporate multiple quantity trade requests and provide fully formalized matching algorithms for double sided auctions with their correctness proofs. We establish new uniqueness theorems that enable automatic detection of violations in an exchange program by comparing its output with that of a verified program. All proofs are formalized in the Coq proof assistant without adding any axiom to the system. We extract verified OCaml and Haskell programs that can be used by the exchanges and the regulators of the financial markets. We demonstrate the practical applicability of our work by running the verified program on real market data from an exchange to automatically check for violations in the exchange algorithm.
Cite as

Raja Natarajan, Suneel Sarswat, and Abhishek Kr Singh. Verified Double Sided Auctions for Financial Markets. In 12th International Conference on Interactive Theorem Proving (ITP 2021). Leibniz International Proceedings in Informatics (LIPIcs), Volume 193, pp. 28:1-28:18, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2021)

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@InProceedings{natarajan_et_al:LIPIcs.ITP.2021.28,
  author =	{Natarajan, Raja and Sarswat, Suneel and Singh, Abhishek Kr},
  title =	{{Verified Double Sided Auctions for Financial Markets}},
  booktitle =	{12th International Conference on Interactive Theorem Proving (ITP 2021)},
  pages =	{28:1--28:18},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-188-7},
  ISSN =	{1868-8969},
  year =	{2021},
  volume =	{193},
  editor =	{Cohen, Liron and Kaliszyk, Cezary},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.ITP.2021.28},
  URN =		{urn:nbn:de:0030-drops-139230},
  doi =		{10.4230/LIPIcs.ITP.2021.28},
  annote =	{Keywords: Double Sided Auction, Formal Verification, Financial Markets, Proof Assistant}
}

Singh, Abhishek

Document
DOI: 10.4230/LIPIcs.ECRTS.2017.8
Applying Real-Time Scheduling Theory to the Synchronous Data Flow Model of Computation

Authors: Abhishek Singh, Pontus Ekberg, and Sanjoy Baruah

Published in: LIPIcs, Volume 76, 29th Euromicro Conference on Real-Time Systems (ECRTS 2017)

Abstract
Schedulability analysis techniques that are well understood within the real-time scheduling community are applied to the analysis of recurrent real-time workloads that are modeled using the synchronous data-flow graph (SDFG) model. An enhancement to the standard SDFG model is proposed, that permits the specification of a real-time latency constraint between a specified input and a specified output of an SDFG. A technique is derived for transforming such an enhanced SDFG to a collection of traditional 3-parameter sporadic tasks, thereby allowing for the analysis of systems of SDFG tasks using the methods and algorithms that have previously been developed within the real-time scheduling community for the analysis of systems of such sporadic tasks. The applicability of this approach is illustrated by applying prior results from real-time scheduling theory to construct an exact preemptive uniprocessor schedulability test for collections of recurrent processes that are each represented using the enhanced SDFG model.
Cite as

Abhishek Singh, Pontus Ekberg, and Sanjoy Baruah. Applying Real-Time Scheduling Theory to the Synchronous Data Flow Model of Computation. In 29th Euromicro Conference on Real-Time Systems (ECRTS 2017). Leibniz International Proceedings in Informatics (LIPIcs), Volume 76, pp. 8:1-8:22, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2017)

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@InProceedings{singh_et_al:LIPIcs.ECRTS.2017.8,
  author =	{Singh, Abhishek and Ekberg, Pontus and Baruah, Sanjoy},
  title =	{{Applying Real-Time Scheduling Theory to the Synchronous Data Flow Model of Computation}},
  booktitle =	{29th Euromicro Conference on Real-Time Systems (ECRTS 2017)},
  pages =	{8:1--8:22},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-037-8},
  ISSN =	{1868-8969},
  year =	{2017},
  volume =	{76},
  editor =	{Bertogna, Marko},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.ECRTS.2017.8},
  URN =		{urn:nbn:de:0030-drops-71517},
  doi =		{10.4230/LIPIcs.ECRTS.2017.8},
  annote =	{Keywords: Real-Time Systems, Synchronous Dataflow (SDF), Hard Real-Time Streaming Dataflow Applications, Algorithms}
}
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