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.
Formalization of Automated Trading Systems in a Concurrent Linear Framework
Dragisa Zunic
2019-01-01
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.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
