Vanegue J.,Bloomberg LP
Proceedings - IEEE Symposium on Security and Privacy | Year: 2014
We review different attack vectors on Proof-Carrying Code (PCC) related to policy, memory model, machine abstraction, and formal system. We capture the notion of weird machines in PCC to formalize the shadow execution arising in programs when their proofs do not sufficiently capture and disallow the execution of untrusted computations. We suggest a few ideas to improve existing PCC systems so they are more resilient to memory attacks. © 2014 IEEE. Source
Liu W.,Bloomberg LP |
Chen B.,Syracuse University
IEEE Transactions on Information Theory | Year: 2011
Communicating arbitrarily correlated sources over interference channels is considered in this paper. A sufficient condition is found for lossless transmission of a pair of correlated sources over a discrete memoryless interference channel. With independent sources, the sufficient condition reduces to the Han-Kobayashi achievable rate region for interference channels. For sources with a special correlation structure, the proposed region reduces to the known achievable region for interference channels with common information. Moreover, the proposed coding scheme is optimal for transmitting such set of correlated sources over a class of deterministic interference channels as defined in El Gamal and Costa, 1982. © 2006 IEEE. Source
Bloomberg L.P. | Date: 2013-06-25
A system conducts anonymous negotiations and supports indications of interest in trading stock. The system includes a database for storing public orders received from a public stock trading system; and a server for receiving hidden orders from a plurality of users and for conducting anonymous negotiations between first and second users with the hidden orders. The server repeatedly accesses the database to determine a match of any one of the hidden orders with any one of the public orders, and to execute a pair of orders selected from the hidden orders and the public orders. The system also transmits indications of interest (IOIs) into a trading environment using the server for processing a trading order from a first user and for maintaining a profile of a user. The profile includes a current IOI setting for controlling transmission of the IOI from the user. The server responds to a toggle command from the first user to control transmission of the RN opposite to the current RN setting. The server responds to the ICH setting being set to allow transmission by transmitting the IOI of the first user associated with the trading order.
Bloomberg L.P. | Date: 2013-04-02
Methods and systems for allocating trades to multiple brokers are disclosed. An execution algorithm for an order is selected. A weighting allocation is for the order to brokers is specified. The order is allocated based on the weighting allocation and execution algorithm. The order is subsequently transmitted for execution.
Bloomberg L.P. | Date: 2011-02-03
This application discloses a display and/or user interface for viewing information relating to tradable items such as financial interests and/or for use in a trading system for such items. Offer and bid prices for the tradable item are displayed according to an alignment, e.g., vertically. The prices move along the alignment in accordance with received price updates. Persistence of at least a part of an earlier display is provided in a later display for indicating a market change or changes. A shift in the positions of one or more of the prices in the alignment and some visual persistence relative to one or more earlier prices provide an easily perceived visual indication to the viewer of changes in prices and direction of a market change or change relating to a reference value or benchmark from a first time to a second time. The displayed prices may include a last price, best offer and bid prices and depth of market prices. A cell is provided for each price and a color indicator for a price to be persisted is implemented, e.g., as a background coloring of the cells. Best offer and bid prices may be indicated by a first color, e.g., white, depth of market offer prices indicated by a second color or colors in one color family, e.g., green, and depth of market bid prices indicated by color or colors in another color family, e.g., red, with the particular color becoming more intense (e.g., darker) as the price worsens.