Formalization of Automated Trading Systems in a Concurrent Linear Framework
Logic in Computer Science
2019-04-16 v1
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.
Cite
@article{arxiv.1904.06844,
title = {Formalization of Automated Trading Systems in a Concurrent Linear Framework},
author = {Iliano Cervesato and Sharjeel Khan and Giselle Reis and Dragiša Žunić},
journal= {arXiv preprint arXiv:1904.06844},
year = {2019}
}
Comments
In Proceedings Linearity-TLLA 2018, arXiv:1904.06159