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SUMMARY:Formal Verification of Financial Algorithms\, Progress and Prospec
 ts - Grant Passmore (University of Cambridge)
DTSTART:20170713T103000Z
DTEND:20170713T113000Z
UID:TALK73272@talks.cam.ac.uk
CONTACT:INI IT
DESCRIPTION:Many deep issues plaguing today&#39\;s financial markets are s
 ymptoms of a fundamental problem: The complexity of algorithms underlying 
 modern finance has significantly outpaced the power of traditional tools u
 sed to design and regulate them. At Aesthetic Integration\, we&#39\;ve pio
 neered the use of formal verification for analysing the safety and fairnes
 s of financial algorithms. With a focus on financial infrastructure (e.g.\
 , the matching logics of exchanges and dark pools)\, we&#39\;ll describe t
 he landscape\, and illustrate our Imandra formal verification system on a 
 number of real-world examples. We&#39\;ll sketch many open problems and fu
 ture directions along the way.
LOCATION:Seminar Room 1\, Newton Institute
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