Formalization of Automated Trading Systems in a Concurrent Linear Framework
Authors: Iliano Cervesato, Sharjeel Khan, Giselle Reis and Dragisa Zunic
Paper Information
Title: | Formalization of Automated Trading Systems in a Concurrent Linear Framework |
Authors: | Iliano Cervesato, Sharjeel Khan, Giselle Reis and Dragisa Zunic |
Proceedings: | Linearity/TLLA Pre-proceedings |
Editors: | Maribel Fernandez, Valeria de Paiva, Thomas Ehrhard and Lorenzo Tortora De Falco |
Keywords: | CLF, linear logic, automated trading systems, logical framework |
Abstract: | ABSTRACT. We present a declarative and modular specification of an automated trading system (ATS) in the concurrent linear framework CLF. We implemented it in Celf, a CLF type checker which also supports executing CLF specifications. We outline the verification of a representative property of trading systems using generative grammars, an approach to reasoning about CLF specifications. |
Pages: | 8 |
Talk: | Jul 08 17:20 (Session 42K) |
Paper: |