[1904.06844v1] Formalization of Automated Trading Systems in a Concurrent Linear Framework
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Computer Science > Logic in Computer Science

arXiv:1904.06844v1 (cs)
[Submitted on 15 Apr 2019]

Title:Formalization of Automated Trading Systems in a Concurrent Linear Framework

Authors:Iliano Cervesato (Carnegie Mellon University), Sharjeel Khan (Carnegie Mellon University), Giselle Reis (Carnegie Mellon University), Dragiša Žunić (Carnegie Mellon University)
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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.
Comments: In Proceedings Linearity-TLLA 2018, arXiv:1904.06159
Subjects: Logic in Computer Science (cs.LO)
Cite as: arXiv:1904.06844 [cs.LO]
  (or arXiv:1904.06844v1 [cs.LO] for this version)
  https://doi.org/10.48550/arXiv.1904.06844
Journal reference: EPTCS 292, 2019, pp. 1-14
Related DOI: https://doi.org/10.4204/EPTCS.292.1

Submission history

From: EPTCS [view email] [via EPTCS proxy]
[v1] Mon, 15 Apr 2019 05:15:13 UTC (117 KB)
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