I. Cervesato, Sharjeel Khan, Giselle Reis, D. Zunic
{"title":"Formalization of Automated Trading Systems in a Concurrent Linear Framework","authors":"I. Cervesato, Sharjeel Khan, Giselle Reis, D. Zunic","doi":"10.4204/EPTCS.292.1","DOIUrl":null,"url":null,"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 two representative properties of trading systems using generative grammars, an approach to reasoning about CLF specifications.","PeriodicalId":10720,"journal":{"name":"CoRR","volume":"33 1","pages":"1-14"},"PeriodicalIF":0.0000,"publicationDate":"2019-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"CoRR","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.4204/EPTCS.292.1","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 6
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 two representative properties of trading systems using generative grammars, an approach to reasoning about CLF specifications.