Formalization of Automated Trading Systems in a Concurrent Linear Framework

Published 15 Apr 2019 in cs.LO | (1904.06844v1)

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.

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