Abstract:Trading systems are software platforms that support the exchange of securities (e.g., company shares) between participants. In this paper, we present a method to search for deviations in trading systems by checking conformance between colored Petri nets and event logs. Colored Petri nets (CPNs) are an extension of Petri nets, a formalism for modeling of distributed systems. CPNs allow us to describe an expected causal ordering between system activities and how data attributes of domainrelated objects (e.g., or… Show more
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