English
Related papers

Related papers: Certified Compilation of Financial Contracts

200 papers

The pricing of American style and multiple exercise options is a very challenging problem in mathematical finance. One usually employs a Least-Square Monte Carlo approach (Longstaff-Schwartz method) for the evaluation of conditional…

Computational Finance · Quantitative Finance 2011-01-19 Gilles Pagès , Benedikt Wilbertz

For years, Integrated Development Environments have demonstrated their usefulness in order to ease the development of software. High-level security or safety systems require proofs of compliance to standards, based on analyses such as code…

Programming Languages · Computer Science 2014-04-29 François Pessaux

Composition technologies improve reuse in the development of large-scale complex systems. Safety critical systems require intensive validation and verification activities. These activities should be compositional in order to reduce the…

Software Engineering · Computer Science 2014-04-04 Mounira Kezadri Hamiaz , Marc Pantel , Benoît Combemale , Xavier Thirioux

Compilers are a prime target for formal verification, since compiler bugs invalidate higher-level correctness guarantees, but compiler changes may become more labor-intensive to implement, if they must come with proof patches. One appealing…

Programming Languages · Computer Science 2025-03-12 Jason Gross , Andres Erbsen , Jade Philipoom , Rajashree Agrawal , Adam Chlipala

Remote attestation is an emerging technology for establishing trust in a remote computing system. Copland is a domain-specific language for specifying layered attestation protocols, characterizing attestation-relevant system events, and…

Cryptography and Security · Computer Science 2020-12-22 Adam Petz , Perry Alexander

Autonomous systems must sustain justified confidence in their correctness and safety across their operational lifecycle-from design and deployment through post-deployment evolution. Traditional assurance methods often separate…

Software Engineering · Computer Science 2025-11-20 Dhaminda B. Abeywickrama , Michael Fisher , Frederic Wheeler , Louise Dennis

Millions of users rely on a market of cloud-based services to obtain access to state-of-the-art large language models. However, it has been very recently shown that the de facto pay-per-token pricing mechanism used by providers creates a…

Cryptography and Security · Computer Science 2026-03-24 Ander Artola Velasco , Stratis Tsirtsis , Manuel Gomez-Rodriguez

In this paper we address the issue of change after deployment in safety-critical embedded system applications. Our goal is to substitute lab-based verification with in-field formal analysis to determine whether an update may be safely…

Software Engineering · Computer Science 2016-06-03 Sönke Holthusen , Sophie Quinton , Ina Schaefer , Johannes Schlatow , Martin Wegner

When quoting across multiple contracts, the sequence of execution can be a key driver of implementation shortfall relative to the target spread~\cite{bergault2022multi}. We model the short-horizon execution risk from such quoting as…

Trading and Market Microstructure · Quantitative Finance 2025-12-03 Aditya Nittur Anantha , Shashi Jain , Shivam Goyal , Dhruv Misra

This paper develops a robust mathematical framework for Constant Function Market Makers (CFMMs) by transitioning from traditional token reserve analyses to a coordinate system defined by price and intrinsic liquidity. We establish a…

Mathematical Finance · Quantitative Finance 2026-03-03 Jimmy Risk , Shen-Ning Tung , Tai-Ho Wang

With the growing concern of AI safety, there is a need to trust the computations done by machine learning (ML) models. Blockchain technology, known for recording data and running computations transparently and in a tamper-proof manner, can…

Machine Learning · Computer Science 2024-04-29 Zhikai Li , Steve Vott , Bhaskar Krishnamachar

Embodied agents increasingly rely on modular capabilities that can be installed, upgraded, composed, and governed at runtime. Prior work has introduced embodied capability modules (ECMs) as reusable units of embodied functionality, and…

Software Engineering · Computer Science 2026-04-16 Xue Qin , Simin Luan , John See , Cong Yang , Zhijun Li

Smart contract-based automation of financial derivatives offers substantial efficiency gains, but its real-world adoption is constrained by the complexity of translating financial specifications into gas-efficient executable code. In…

Machine Learning · Computer Science 2025-09-30 Maruf Ahmed Mridul , Oshani Seneviratne

We investigate automated model-checking of the Ethereum specification, focusing on the Accountable Safety property of the 3SF consensus protocol. We select 3SF due to its relevance and the unique challenges it poses for formal verification.…

Logic in Computer Science · Computer Science 2025-01-17 Igor Konnov , Jure Kukovec , Thomas Pani , Roberto Saltini , Thanh Hai Tran

We describe the verification of an existing smart contract for a simple casino application, using the Whiley specification and programming language, with a fully automated verification engine based on Boogie and Z3. After finding and fixing…

Logic in Computer Science · Computer Science 2021-06-29 Mark Utting , Liam Kent

Contracts specifying a procedure's behavior in terms of pre- and postconditions are essential for scalable software verification, but cannot express any constraints on the events occurring during execution of the procedure. This…

Software Engineering · Computer Science 2022-11-22 Richard Bubel , Dilian Gurov , Reiner Hähnle , Marco Scaletta

Manifest contract calculi, which integrate cast-based dynamic contract checking and refinement type systems, have been studied as foundations for hybrid contract checking. In this article, we study techniques to reasoning about a…

Programming Languages · Computer Science 2018-06-20 Taro Sekiyama , Atsushi Igarashi

One of the effective model checking methods is to utilize the efficient decision procedure of SAT (or SMT) solvers. In a SAT-based model checking, a system and its property are encoded into a set of logic formulas and the safety is checked…

Logic in Computer Science · Computer Science 2022-03-14 Daisuke Ishii , Saito Fujii

The industrial market continuously needs reliable solutions to secure autonomous systems. Especially as these systems become more complex and interconnected, reliable security solutions are becoming increasingly important. One promising…

Cryptography and Security · Computer Science 2025-06-30 Önder Gürcan

Mission-time Linear Temporal Logic (MLTL), a widely used subset of popular specification logics like STL and MTL, is often used to model and verify real world systems in safety-critical contexts. As the results of formal verification are…

Logic in Computer Science · Computer Science 2025-01-30 Zili Wang , Katherine Kosaian , Kristin Yvonne Rozier