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Derivatives are a special type of financial contracts used to hedge risks or to speculate on the market fluctuations. In order to avoid ambiguities and misinterpretations, several domain specific languages (DSLs) for specifying such…

Logic in Computer Science · Computer Science 2020-05-29 Andrei Arusoaie

This review presents and evaluates various formalisms for the purpose of modelling the semantics of financial derivatives contracts. The formalism proposed by Lee is selected as the best candidate among those initially reviewed. Further…

Software Engineering · Computer Science 2019-01-08 Varun Mathur

A domain specific language (DSL) abstracts from implementation details and is aligned with the way domain experts reason about a software component. The development of DSLs is usually centered around a grammar and transformations that…

Software Engineering · Computer Science 2015-11-26 Sarmen Keshishzadeh , Arjan J. Mooij , Jozef Hooman

For performance and verification in machine learning, new methods have recently been proposed that optimise learning systems to satisfy formally expressed logical properties. Among these methods, differentiable logics (DLs) are used to…

Logic in Computer Science · Computer Science 2024-07-08 Reynald Affeldt , Alessandro Bruni , Ekaterina Komendantskaya , Natalia Ślusarz , Kathrin Stark

A domain specific language (DSL) abstracts from implementation details and is aligned with the way domain experts reason about a software component. The development of DSLs is usually centered around a grammar and transformations that…

Software Engineering · Computer Science 2016-03-30 Sarmen Keshishzadeh , Arjan J. Mooij , Jozef Hooman

We discuss a formal framework for using algebraic structures to model a meta-language that can write, compose, and provide interoperability between abstractions of DSLs. The purpose of this formal framework is to provide a verification of…

Category Theory · Mathematics 2023-03-17 Zachary Flores , Angelo Taranto , Eric Bond

Initial Semantics aims at characterizing the syntax associated to a signature as the initial object of some category. We present an initial semantics result for typed higher-order syntax together with its formalization in the Coq proof…

Logic in Computer Science · Computer Science 2011-09-20 Benedikt Ahrens , Julianna Zsido

We describe several views of the semantics of a simple programming language as formal documents in the calculus of inductive constructions that can be verified by the Coq proof system. Covered aspects are natural semantics, denotational…

Logic in Computer Science · Computer Science 2007-07-10 Yves Bertot

This paper provides a self-contained first introduction to description logics (DLs). The main concepts and features are explained with examples before syntax and semantics of the DL SROIQ are defined in detail. Additional sections review…

Artificial Intelligence · Computer Science 2013-06-04 Markus Krötzsch , Frantisek Simancik , Ian Horrocks

Formalization of real analysis offers a chance to rebuild traditional proofs of important theorems as unambiguous theories that can be interactively explored. This paper provides a comprehensive overview of the Lebesgue Differentiation…

Logic in Computer Science · Computer Science 2024-07-02 Reynald Affeldt , Zachary Stone

Formally reasoning about functional programs is supposed to be straightforward and elegant, however, it is not typically done as a matter of course. Reasoning in a proof assistant requires "reimplementing" the code in those tools, which is…

Logic in Computer Science · Computer Science 2021-07-19 Laila El-Beheiry , Giselle Reis , Ammar Karkour

A formal definition of the semantics of a domain-specific language (DSL) is a key prerequisite for the verification of the correctness of models specified using such a DSL and of transformations applied to these models. For this reason, we…

Software Engineering · Computer Science 2011-07-06 Suzana Andova , Mark van den Brand , Luc Engelen

SPARQL is the W3C candidate recommendation query language for RDF. In this paper we address systematically the formal study of SPARQL, concentrating in its graph pattern facility. We consider for this study a fragment without literals and a…

Databases · Computer Science 2007-05-23 Jorge Perez , Marcelo Arenas , Claudio Gutierrez

This paper focuses on formally specifying and verifying the chain of formal semantics of the Esterel synchronous programming language using the Coq proof assistant. In particular, in addition to the standard logical (LBS) semantics,…

Formal Languages and Automata Theory · Computer Science 2025-01-08 Gérard Berry , Lionel Rieg

Several solutions for specifying normative artefacts (norms, contracts, policies) in a computational processable way have been presented in the literature. Legal core ontologies have been proposed to systematize concepts and relationships…

Artificial Intelligence · Computer Science 2022-01-13 Giovanni Sileno , Thomas van Binsbergen , Matteo Pascucci , Tom van Engers

This paper discusses a Domain Specific Language (DSL) that has been developed to enable implementation of concepts of discrete mathematics. A library of data types and functions provides functionality which is frequently required by users.…

Programming Languages · Computer Science 2013-10-15 Rohit Jha , Alfy Samuel , Ashmee Pawar , M. Kiruthika

This article provides an accessible introduction to fractional derivatives, a concept that extends classical calculus by allowing derivatives of non-integer order. It explores both the fundamental definitions and some of the most relevant…

Classical Analysis and ODEs · Mathematics 2025-11-24 Félix del Teso , David Gómez-Castro

Implementing smart contracts to automate the performance of high-value over-the-counter (OTC) financial derivatives is a formidable challenge. Due to the regulatory framework and the scale of financial risk if a contract were to go wrong,…

Software Engineering · Computer Science 2018-05-31 Christopher D. Clack , Gabriel Vanca

Functional Distributional Semantics is a framework that aims to learn, from text, semantic representations which can be interpreted in terms of truth. Here we make two contributions to this framework. The first is to show how a type of…

Computation and Language · Computer Science 2017-09-04 Guy Emerson , Ann Copestake

In this note we describe the application of existing smart contract technologies with the aim to construct a new digital representation of a financial derivative contract. We compare several existing DLT based technologies. We provide a…

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