https://toddschiller.com/2013-06-10T00:00:00-04:00Human ✘ Artificial Intelligence2013-06-10T00:00:00-04:002013-06-10T00:00:00-04:00Todd Schillertag:toddschiller.com,2013-06-10:/blog/financial-dsl-resources.html

<p>I've been creating an annotated collection of financial domain-specific language papers, talks, and webpages on the <a href="http://www.dslfin.org/resources.html">DSLFIN workshop resources page</a>. Since it's become a bit unwieldy, I'll be imposing some order on the listing by host language and target application. If you have any suggestions for resources, or would like …</p>

<p>I've been creating an annotated collection of financial domain-specific language papers, talks, and webpages on the <a href="http://www.dslfin.org/resources.html">DSLFIN workshop resources page</a>. Since it's become a bit unwieldy, I'll be imposing some order on the listing by host language and target application. If you have any suggestions for resources, or would like to help improve the descriptions, email me at <a href="mailto:todd.schiller@gmail.com">todd.schiller@gmail.com</a>.</p> <p>For those just starting out with financial DSLs, I'd suggest reading Simon Peyton Jones' 2001 paper <a href="http://doi.acm.org/10.1145/351240.351267">Composing Contracts: An Adventure in Financial Engineering</a> — nearly all embedded contract representation languages are based on it. Anton van Straaten has put together an example Haskell implementation with runnable web demos at <a href="http://contracts.scheming.org">http://contracts.scheming.org</a>. Back when I tried the implementation in early 2010, I found a problem how random variables were represented (the paper is not clear on this), but it looks as though Anton might have resolved the problem since then.</p> 2013-05-21T00:00:00-04:002013-05-21T00:00:00-04:00Todd Schillertag:toddschiller.com,2013-05-21:/blog/financial-dsl-workshop-announce.html

Information about the Workshop on Domain-Specific Languages for Financial Systems (DSLFIN).

<p>I'm co-organizing the <a href="http://dslfin.org">Workshop on Domain-Specific Languages for Financial Systems (DSLFIN)</a> taking place in Miami on October 1, 2013. The workshop is being held in conjunction with the <a href="http://www.modelsconference.org">ACM/IEEE 16th International Conference on Model Driven Engineering Languages and Systems (MODELS)</a> .</p> <p>While domain-specific languages are not uncommon in the financial industry, the industry has remained tight-lipped about their use. Therefore, I'm excited that the <a href="http://www.dslfin.org/index.html#committee">workshop program committee</a> includes members from all areas of industry including banks, consultancies, and software vendors. The workshop should provide an invaluable opportunity to learn about the state of the art in financial DSLs and meet with industry experts and researchers.</p> <p>We are currently seeking papers and proposals for short talks to be given at the workshop. The submission deadline is July 15, 2013; authors will be notified by August 23, 2013.</p>