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Formalization of Automated Trading Systems in a Concurrent Linear Framework

2019/04/15 by Iliano Cervesato, Sharjeel Khan, Giselle Reis +1
Computer Science · #cs.LO

paper · pdf · doi:10.4204/eptcs.292.1

published as EPTCS 292, 2019, pp. 1-14 · In Proceedings Linearity-TLLA 2018, arXiv:1904.06159

arxiv created 2019/04/15 · arxiv updated 2019/04/16

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.

Citations