Extraction of structured programs from specification proofs

We present a method using an extended logical system for obtaining programs from specifications written in a sublanguage of CASL. These programs are “correct” in the sense that they satisfy their specifications. The technique we use is to extract programs from proofs in formal logic by techniques due to Curry and Howard. The logical calculus, however, is novel because it adds structural rules corresponding to the standard ways of modifying specifications: translating (renaming), taking unions, and hiding signatures. Although programs extracted by the Curry-Howard process can be very cumbersome, we use a number of simplifications that ensure that the programs extracted are in a language close to a standard high-level programming language. We use this to produce an executable refinement of a given specification and we then provide a method for producing a program module that maximally respects the original structure of the specification. Throughout the paper we demonstrate the technique with a simple example.

The Open Provenance Model Core Specification (v1.1)

The Open Provenance Model is a model of provenance that is designed to meet the following requirements: (1) To allow provenance information to be exchanged between systems, by means of a compatibility layer based on a shared provenance model. (2) To allow developers to build and share tools that operate on such a provenance model. (3) To define provenance in a precise, technology-agnostic manner. (4) To support a digital representation of provenance for any 'thing', whether produced by computer systems or not. (5) To allow multiple levels of description to coexist. (6) To define a core set of rules that identify the valid inferences that can be made on provenance representation. This document contains the specification of the Open Provenance Model (v1.1) resulting from a community-effort to achieve inter-operability in the Provenance Challenge series.

Nonparametric specification tests for conditional duration models

This paper deals with the testing of autoregressive conditional duration (ACD) models by gauging the distance between the parametric density and hazard rate functions implied by the duration process and their non-parametric estimates. We derive the asymptotic justification using the functional delta method for fixed and gamma kernels, and then investigate the finite-sample properties through Monte Carlo simulations. Although our tests display some size distortion, bootstrapping suffices to correct the size without compromising their excellent power. We show the practical usefulness of such testing procedures for the estimation of intraday volatility patterns.

Non- parametric specification tests for conditional duration models

This paper deals with the estimation and testing of conditional duration models by looking at the density and baseline hazard rate functions. More precisely, we foeus on the distance between the parametric density (or hazard rate) function implied by the duration process and its non-parametric estimate. Asymptotic justification is derived using the functional delta method for fixed and gamma kernels, whereas finite sample properties are investigated through Monte Carlo simulations. Finally, we show the practical usefulness of such testing procedures by carrying out an empirical assessment of whether autoregressive conditional duration models are appropriate to oIs for modelling price durations of stocks traded at the New York Stock Exchange.

JCML: A specification language for the runtime verification of Java Card programs

COSTA, Umberto Souza; MOREIRA, Anamaria Martins; MUSICANTE, Matin A.; SOUZA NETO, Plácido A. JCML: A specification language for the runtime verification of Java Card programs. Science of Computer Programming. [S.l]: [s.n], 2010.

Specification and Runtime Verification of Java Card Programs

COSTA, Umberto Souza da; MOREIRA, Anamaria Martins; MUSICANTE, Martin A. Specification and Runtime Verification of Java Card Programs. Electronic Notes in Theoretical Computer Science. [S.l:s.n], 2009.