cross-postings. Thank you.]
1st Workshop on Approaches to Modelling Heterogeneous Interacting Systems
In Association with Financial Cryptography & Data Security '22
When: February 18, 2022
Where: Radisson Grenada Beach Resort, Grenada
Info: https://fc22.ifca.ai/amhis/
Call for papers
Modelling plays an important role in how individuals, organizations, and
governments understand, reason about, and make decisions about systems and their
security. Economic, game-theoretic, logical, graphical, statistical, and systems
models --- and more --- are all used to understand the behaviour of systems,
estimate risk, evaluate system designs, and plan policies. Modern systems are
complex in themselves and integrated into systems of systems. Systems no longer
exist in isolation, but interact with each other, forming ecosystems --- and new
approaches are needed to model such systems.
Being able to model and reason about ecosystems is becoming increasingly
important. Consider financial systems. The Basel III proposals have placed a
strong emphasis on providing operational risk factors for financial
institutions. Furthermore, the MiFID II/MiFIR places a strong emphasis on
tracking intention in financial instruments. The majority of mechanisms and
tracking approaches rely on secure information ecosystems formed by overlapping
architectures of varying vintages that map sets of systems together. The
security of such systems requires quite sophisticated modelling to combine both
the security and economic components. Modelling requires that information is
securely transmitted and then to conduct valid computations and transformations,
often as a function of a number of states of nature.
Movement towards combinations of centralized and decentralized financial
information networks substantially complicates the modelling requirements for
the security of such systems. The integrity of both the underpinning
infrastructure and the economic integrity (for instance margin monitoring) are
now correlated, particularly under `tail events' or edge cases. In some cases
these events are by happenstance, but often there is a strategic component that
has been designed to obtain beneficial positions, often at the expense of the
sustainability of the markets facilitated by the information systems. Examples
of this kind of issues range from Ponzi schemes in Ethereum DAOs to sudden
shocks to auction rate securities and sudden liquidity dry-ups in CDOs and swap
markets.
The objective of this session will be to explore how models can be used to
understand the stability and security of these complex ecosystems. A particular
interest will be focused on the complexity of modelling the interaction of
decentralized and centralized information systems (such as brokerage networks
trading in bitcoin). At present there is almost no significant research focused
on providing guidance to financial regulators/policy makers and large
institutions on how to understand risks from integrating these systems or how to
record and report anomalies.
The workshop welcomes short and full paper submissions of up to 15 pages in
Springer LNCS format on related topics such as, but not limited to:
* modelling decentralized systems, particularly financial systems,
* decision-making and edge-case testing financial infrastructure that combines
DeFi and centralized platforms (notably brokerage, margining validation, order
flows, double auctions, and associated order books),
* challenges and approaches to ecosystem modelling,
* the role of interfaces and composition in modelling,
* modelling the integration of new components into existing systems,
* using models to understand risk, resilience, and sustainability of interacting
systems.
* model checking for ecosystem models.
Submission
Submission deadline: December 21st, 2021 (AoE)
Notification: January 7th, 2022
Program Committee
Tristan Caulfield, University College London
Patrik Eklund, Umeå University
Maribel Fernandez, King's College London
Xian Gu, Durham University
Christos Ioannidis, Aston University
Timo Lang, University College London
David Pym, University College London
Jonathan Spring, CERT / Carnegie Mellon University
Will Venters, London School of Economics
Julian Williams, Durham University
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