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            <title xml:lang="en">Graph Models for Capital Markets</title>
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                <forename type="first">Nneka</forename>
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            <idno type="halRefHtml">&lt;i&gt;23rd International Workshop on Algebraic Development Techniques&lt;/i&gt;, Sep 2016, Gregynog, United Kingdom</idno>
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                <title xml:lang="en">Graph Models for Capital Markets</title>
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              <p>The sub-prime mortgage crisis of 2008 has heightened the need for more effective and transparent tools in the modelling of uncertainty of returns from expected cash flow streams within the capital markets. One of the key development needs is that of effective assurance methods. Graph Transformation Systems (GTS) are natural verification and validation tools given that dynamic graphs are able to provide mechanisms for explaining complex situations intuitively, and rule based systems are able to mathematically capture the dynamics of otherwise relatively difficult problems. In this paper we present a preliminary secondary market GTS model for validation purposes. We use port graphs to represent system states, and port graph rewriting rules to specify the dynamics of the system. The model is implemented within PORGY, a visual, interactive port-graph rewriting tool.</p>
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