Formal Verification of Financial Algorithms, Progress and Prospects

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• Grant Passmore (University of Cambridge)
• Thursday 13 July 2017, 11:30-12:30
• Seminar Room 1, Newton Institute.

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BPRW01 - Computer-aided mathematical proof

Many deep issues plaguing today's financial markets are symptoms of a fundamental problem: The complexity of algorithms underlying modern finance has significantly outpaced the power of traditional tools used to design and regulate them. At Aesthetic Integration, we've pioneered the use of formal verification for analysing the safety and fairness of financial algorithms. With a focus on financial infrastructure (e.g., the matching logics of exchanges and dark pools), we'll describe the landscape, and illustrate our Imandra formal verification system on a number of real-world examples. We'll sketch many open problems and future directions along the way.

This talk is part of the Isaac Newton Institute Seminar Series series.

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