7 Search Results for "Fox, Anthony C. J."

Document
DOI: 10.4230/LIPIcs.AFT.2024.25
Adaptive Curves for Optimally Efficient Market Making

Authors: Viraj Nadkarni, Sanjeev Kulkarni, and Pramod Viswanath

Published in: LIPIcs, Volume 316, 6th Conference on Advances in Financial Technologies (AFT 2024)

Abstract
Automated Market Makers (AMMs) are essential in Decentralized Finance (DeFi) as they match liquidity supply with demand. They function through liquidity providers (LPs) who deposit assets into liquidity pools. However, the asset trading prices in these pools often trail behind those in more dynamic, centralized exchanges, leading to potential arbitrage losses for LPs. This issue is tackled by adapting market maker bonding curves to trader behavior, based on the classical market microstructure model of Glosten and Milgrom. Our approach ensures a zero-profit condition for the market maker’s prices. We derive the differential equation that an optimal adaptive curve should follow to minimize arbitrage losses while remaining competitive. Solutions to this optimality equation are obtained for standard Gaussian and Lognormal price models using Kalman filtering. A key feature of our method is its ability to estimate the external market price without relying on price or loss oracles. We also provide an equivalent differential equation for the implied dynamics of canonical static bonding curves and establish conditions for their optimality. Our algorithms demonstrate robustness to changing market conditions and adversarial perturbations, and we offer an on-chain implementation using Uniswap v4 alongside off-chain AI co-processors.
Cite as

Viraj Nadkarni, Sanjeev Kulkarni, and Pramod Viswanath. Adaptive Curves for Optimally Efficient Market Making. In 6th Conference on Advances in Financial Technologies (AFT 2024). Leibniz International Proceedings in Informatics (LIPIcs), Volume 316, pp. 25:1-25:22, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2024)

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@InProceedings{nadkarni_et_al:LIPIcs.AFT.2024.25,
  author =	{Nadkarni, Viraj and Kulkarni, Sanjeev and Viswanath, Pramod},
  title =	{{Adaptive Curves for Optimally Efficient Market Making}},
  booktitle =	{6th Conference on Advances in Financial Technologies (AFT 2024)},
  pages =	{25:1--25:22},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-345-4},
  ISSN =	{1868-8969},
  year =	{2024},
  volume =	{316},
  editor =	{B\"{o}hme, Rainer and Kiffer, Lucianna},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.AFT.2024.25},
  URN =		{urn:nbn:de:0030-drops-209612},
  doi =		{10.4230/LIPIcs.AFT.2024.25},
  annote =	{Keywords: Automated market makers, Adaptive, Glosten-Milgrom, Decentralized Finance}
}
Document
DOI: 10.4230/LIPIcs.ECOOP.2024.15
Rose: Composable Autodiff for the Interactive Web

Authors: Sam Estep, Wode Ni, Raven Rothkopf, and Joshua Sunshine

Published in: LIPIcs, Volume 313, 38th European Conference on Object-Oriented Programming (ECOOP 2024)

Abstract
Reverse-mode automatic differentiation (autodiff) has been popularized by deep learning, but its ability to compute gradients is also valuable for interactive use cases such as bidirectional computer-aided design, embedded physics simulations, visualizing causal inference, and more. Unfortunately, the web is ill-served by existing autodiff frameworks, which use autodiff strategies that perform poorly on dynamic scalar programs, and pull in heavy dependencies that would result in unacceptable webpage sizes. This work introduces Rose, a lightweight autodiff framework for the web using a new hybrid approach to reverse-mode autodiff, blending conventional tracing and transformation techniques in a way that uses the host language for metaprogramming while also allowing the programmer to explicitly define reusable functions that comprise a larger differentiable computation. We demonstrate the value of the Rose design by porting two differentiable physics simulations, and evaluate its performance on an optimization-based diagramming application, showing Rose outperforming the state-of-the-art in web-based autodiff by multiple orders of magnitude.
Cite as

Sam Estep, Wode Ni, Raven Rothkopf, and Joshua Sunshine. Rose: Composable Autodiff for the Interactive Web. In 38th European Conference on Object-Oriented Programming (ECOOP 2024). Leibniz International Proceedings in Informatics (LIPIcs), Volume 313, pp. 15:1-15:27, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2024)

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@InProceedings{estep_et_al:LIPIcs.ECOOP.2024.15,
  author =	{Estep, Sam and Ni, Wode and Rothkopf, Raven and Sunshine, Joshua},
  title =	{{Rose: Composable Autodiff for the Interactive Web}},
  booktitle =	{38th European Conference on Object-Oriented Programming (ECOOP 2024)},
  pages =	{15:1--15:27},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-341-6},
  ISSN =	{1868-8969},
  year =	{2024},
  volume =	{313},
  editor =	{Aldrich, Jonathan and Salvaneschi, Guido},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.ECOOP.2024.15},
  URN =		{urn:nbn:de:0030-drops-208642},
  doi =		{10.4230/LIPIcs.ECOOP.2024.15},
  annote =	{Keywords: Automatic differentiation, differentiable programming, compilers, web}
}
Document
DOI: 10.4230/LIPIcs.DNA.30.5
Learning and Inference in a Lattice Model of Multicomponent Condensates

Authors: Cameron Chalk, Salvador Buse, Krishna Shrinivas, Arvind Murugan, and Erik Winfree

Published in: LIPIcs, Volume 314, 30th International Conference on DNA Computing and Molecular Programming (DNA 30) (2024)

Abstract
Life is chemical intelligence. What is the source of intelligent behavior in molecular systems? Here we illustrate how, in contrast to the common belief that energy use in non-equilibrium reactions is essential, the detailed balance equilibrium properties of multicomponent liquid interactions are sufficient for sophisticated information processing. Our approach derives from the classical Boltzmann machine model for probabilistic neural networks, inheriting key principles such as representing probability distributions via quadratic energy functions, clamping input variables to infer conditional probability distributions, accommodating omnidirectional computation, and learning energy parameters via a wake phase / sleep phase algorithm that performs gradient descent on the relative entropy with respect to the target distribution. While the cubic lattice model of multicomponent liquids is standard, the behaviors exhibited by the trained molecules capture both previously-observed phenomena such as core-shell condensate architectures as well as novel phenomena such as an analog of Hopfield associative memories that perform recall by contact with a patterned surface. Our final example demonstrates equilibrium classification of MNIST digits. Experimental implementation using DNA nanostar liquids is conceptually straightforward.
Cite as

Cameron Chalk, Salvador Buse, Krishna Shrinivas, Arvind Murugan, and Erik Winfree. Learning and Inference in a Lattice Model of Multicomponent Condensates. In 30th International Conference on DNA Computing and Molecular Programming (DNA 30). Leibniz International Proceedings in Informatics (LIPIcs), Volume 314, pp. 5:1-5:24, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2024)

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@InProceedings{chalk_et_al:LIPIcs.DNA.30.5,
  author =	{Chalk, Cameron and Buse, Salvador and Shrinivas, Krishna and Murugan, Arvind and Winfree, Erik},
  title =	{{Learning and Inference in a Lattice Model of Multicomponent Condensates}},
  booktitle =	{30th International Conference on DNA Computing and Molecular Programming (DNA 30)},
  pages =	{5:1--5:24},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-344-7},
  ISSN =	{1868-8969},
  year =	{2024},
  volume =	{314},
  editor =	{Seki, Shinnosuke and Stewart, Jaimie Marie},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.DNA.30.5},
  URN =		{urn:nbn:de:0030-drops-209330},
  doi =		{10.4230/LIPIcs.DNA.30.5},
  annote =	{Keywords: multicomponent liquid, Boltzmann machine, phase separation}
}
Document
DOI: 10.4230/LIPIcs.ECRTS.2024.1
JuMP2start: Time-Aware Stop-Start Technology for a Software-Defined Vehicle System

Authors: Anam Farrukh and Richard West

Published in: LIPIcs, Volume 298, 36th Euromicro Conference on Real-Time Systems (ECRTS 2024)

Abstract
Software-defined vehicle (SDV) systems replace traditional ECU architectures with software tasks running on centralized multicore processors in automotive-grade PCs. However, PC boot delays to cold-start an integrated vehicle management system (VMS) are problematic for time-critical functions, which must process sensor and actuator data within specific time bounds. To tackle this challenge, we present JuMP2start: a time-aware multicore stop-start approach for SDVs. JuMP2start leverages PC-class suspend-to-RAM techniques to capture a system snapshot when the vehicle is stopped. Upon restart, critical services are resumed-from-RAM within order of milliseconds compared to normal cold-start times. This work showcases how JuMP2start manages global suspension and resumption mechanisms for a state-of-the-art dual-domain vehicle management system comprising real-time OS (RTOS) and Linux SMP guests. JuMP2start models automotive tasks as continuable or restartable to ensure timing- and safety-critical function pipelines are reactively resumed with low latency, while discarding stale task state. Experiments with the VMS show that critical CAN traffic processing resumes within 500 milliseconds of waking the RTOS guest, and reaches steady-state throughput in under 7ms.
Cite as

Anam Farrukh and Richard West. JuMP2start: Time-Aware Stop-Start Technology for a Software-Defined Vehicle System. In 36th Euromicro Conference on Real-Time Systems (ECRTS 2024). Leibniz International Proceedings in Informatics (LIPIcs), Volume 298, pp. 1:1-1:27, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2024)

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@InProceedings{farrukh_et_al:LIPIcs.ECRTS.2024.1,
  author =	{Farrukh, Anam and West, Richard},
  title =	{{JuMP2start: Time-Aware Stop-Start Technology for a Software-Defined Vehicle System}},
  booktitle =	{36th Euromicro Conference on Real-Time Systems (ECRTS 2024)},
  pages =	{1:1--1:27},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-324-9},
  ISSN =	{1868-8969},
  year =	{2024},
  volume =	{298},
  editor =	{Pellizzoni, Rodolfo},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.ECRTS.2024.1},
  URN =		{urn:nbn:de:0030-drops-203046},
  doi =		{10.4230/LIPIcs.ECRTS.2024.1},
  annote =	{Keywords: Time-aware stop-start, Real-time power management, Suspend-to-RAM, Partitioning hypervisor, Vehicle management system, Vehicle-OS, Software-defined vehicles (SDV)}
}
Document
Track A: Algorithms, Complexity and Games
DOI: 10.4230/LIPIcs.ICALP.2024.30
Õptimal Dynamic Time Warping on Run-Length Encoded Strings

Authors: Itai Boneh, Shay Golan, Shay Mozes, and Oren Weimann

Published in: LIPIcs, Volume 297, 51st International Colloquium on Automata, Languages, and Programming (ICALP 2024)

Abstract
Dynamic Time Warping (DTW) distance is the optimal cost of matching two strings when extending runs of letters is for free. Therefore, it is natural to measure the time complexity of DTW in terms of the number of runs n (rather than the string lengths N). In this paper, we give an Õ(n²) time algorithm for computing the DTW distance. This matches (up to log factors) the known (conditional) lower bound, and should be compared with the previous fastest O(n³) time exact algorithm and the Õ(n²) time approximation algorithm. Our method also immediately implies an Õ(nk) time algorithm when the distance is bounded by k. This should be compared with the previous fastest O(n²k) and O(Nk) time exact algorithms and the Õ(nk) time approximation algorithm.
Cite as

Itai Boneh, Shay Golan, Shay Mozes, and Oren Weimann. Õptimal Dynamic Time Warping on Run-Length Encoded Strings. In 51st International Colloquium on Automata, Languages, and Programming (ICALP 2024). Leibniz International Proceedings in Informatics (LIPIcs), Volume 297, pp. 30:1-30:17, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2024)

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@InProceedings{boneh_et_al:LIPIcs.ICALP.2024.30,
  author =	{Boneh, Itai and Golan, Shay and Mozes, Shay and Weimann, Oren},
  title =	{{\~{O}ptimal Dynamic Time Warping on Run-Length Encoded Strings}},
  booktitle =	{51st International Colloquium on Automata, Languages, and Programming (ICALP 2024)},
  pages =	{30:1--30:17},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-322-5},
  ISSN =	{1868-8969},
  year =	{2024},
  volume =	{297},
  editor =	{Bringmann, Karl and Grohe, Martin and Puppis, Gabriele and Svensson, Ola},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.ICALP.2024.30},
  URN =		{urn:nbn:de:0030-drops-201730},
  doi =		{10.4230/LIPIcs.ICALP.2024.30},
  annote =	{Keywords: Dynamic time warping, Fr\'{e}chet distance, edit distance, run-length encoding}
}
Document
DOI: 10.4230/DagMan.10.1.1
Current and Future Challenges in Knowledge Representation and Reasoning (Dagstuhl Perspectives Workshop 22282)

Authors: James P. Delgrande, Birte Glimm, Thomas Meyer, Miroslaw Truszczynski, and Frank Wolter

Published in: Dagstuhl Manifestos, Volume 10, Issue 1 (2024)

Abstract
Knowledge Representation and Reasoning is a central, longstanding, and active area of Artificial Intelligence. Over the years it has evolved significantly; more recently it has been challenged and complemented by research in areas such as machine learning and reasoning under uncertainty. In July 2022,sser a Dagstuhl Perspectives workshop was held on Knowledge Representation and Reasoning. The goal of the workshop was to describe the state of the art in the field, including its relation with other areas, its shortcomings and strengths, together with recommendations for future progress. We developed this manifesto based on the presentations, panels, working groups, and discussions that took place at the Dagstuhl Workshop. It is a declaration of our views on Knowledge Representation: its origins, goals, milestones, and current foci; its relation to other disciplines, especially to Artificial Intelligence; and on its challenges, along with key priorities for the next decade.
Cite as

James P. Delgrande, Birte Glimm, Thomas Meyer, Miroslaw Truszczynski, and Frank Wolter. Current and Future Challenges in Knowledge Representation and Reasoning (Dagstuhl Perspectives Workshop 22282). In Dagstuhl Manifestos, Volume 10, Issue 1, pp. 1-61, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2024)

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@Article{delgrande_et_al:DagMan.10.1.1,
  author =	{Delgrande, James P. and Glimm, Birte and Meyer, Thomas and Truszczynski, Miroslaw and Wolter, Frank},
  title =	{{Current and Future Challenges in Knowledge Representation and Reasoning (Dagstuhl Perspectives Workshop 22282)}},
  pages =	{1--61},
  journal =	{Dagstuhl Manifestos},
  ISSN =	{2193-2433},
  year =	{2024},
  volume =	{10},
  number =	{1},
  editor =	{Delgrande, James P. and Glimm, Birte and Meyer, Thomas and Truszczynski, Miroslaw and Wolter, Frank},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/DagMan.10.1.1},
  URN =		{urn:nbn:de:0030-drops-201403},
  doi =		{10.4230/DagMan.10.1.1},
  annote =	{Keywords: Knowledge representation and reasoning, Applications of logics, Declarative representations, Formal logic}
}
Document
DOI: 10.4230/LIPIcs.ITP.2022.20
Taming an Authoritative Armv8 ISA Specification: L3 Validation and CakeML Compiler Verification

Authors: Hrutvik Kanabar, Anthony C. J. Fox, and Magnus O. Myreen

Published in: LIPIcs, Volume 237, 13th International Conference on Interactive Theorem Proving (ITP 2022)

Abstract
Machine-readable specifications for the Armv8 instruction set architecture have become publicly available as part of Arm’s release processes, providing an official and unambiguous source of truth for the semantics of Arm instructions. To date, compiler and machine code verification efforts have made use of unofficial theorem-proving-friendly specifications of Armv8, e.g. CakeML uses an L3-based specification. The validity of these verification efforts hinges upon their unofficial ISA specifications being valid with respect to the official Arm specification. Leveraging the Sail language ecosystem, we bridge this validation gap by formally verifying that an L3-based specification simulates the official Arm specification using the HOL4 interactive theorem prover. We exercise this simulation by proving a novel compiler correctness result for CakeML with respect to Arm’s official specification of the Armv8.6 A-class instruction set.
Cite as

Hrutvik Kanabar, Anthony C. J. Fox, and Magnus O. Myreen. Taming an Authoritative Armv8 ISA Specification: L3 Validation and CakeML Compiler Verification. In 13th International Conference on Interactive Theorem Proving (ITP 2022). Leibniz International Proceedings in Informatics (LIPIcs), Volume 237, pp. 20:1-20:22, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2022)

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@InProceedings{kanabar_et_al:LIPIcs.ITP.2022.20,
  author =	{Kanabar, Hrutvik and Fox, Anthony C. J. and Myreen, Magnus O.},
  title =	{{Taming an Authoritative Armv8 ISA Specification: L3 Validation and CakeML Compiler Verification}},
  booktitle =	{13th International Conference on Interactive Theorem Proving (ITP 2022)},
  pages =	{20:1--20:22},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-252-5},
  ISSN =	{1868-8969},
  year =	{2022},
  volume =	{237},
  editor =	{Andronick, June and de Moura, Leonardo},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.ITP.2022.20},
  URN =		{urn:nbn:de:0030-drops-167295},
  doi =		{10.4230/LIPIcs.ITP.2022.20},
  annote =	{Keywords: Compiler verification, ISA specification, HOL4, interactive theorem proving}
}
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