Formal Verification of Financial Algorithms, Progress and Prospects
1 hour 19 mins,
363.81 MB,
WebM
640x360,
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44100 Hz,
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About this item
Description: |
Passmore, G
Thursday 13th July 2017 - 11:30 to 12:30 |
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Created: | 2017-07-26 14:08 |
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Collection: | Big proof |
Publisher: | Isaac Newton Institute |
Copyright: | Passmore, G |
Language: | eng (English) |
Distribution: | World (downloadable) |
Explicit content: | No |
Aspect Ratio: | 16:9 |
Screencast: | No |
Bumper: | UCS Default |
Trailer: | UCS Default |
Abstract: | 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. |
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MPEG-4 Video | 640x360 | 1.95 Mbits/sec | 1.13 GB | View | Download | |
WebM * | 640x360 | 628.76 kbits/sec | 363.81 MB | View | Download | |
iPod Video | 480x270 | 528.31 kbits/sec | 305.69 MB | View | Download | |
MP3 | 44100 Hz | 249.82 kbits/sec | 146.38 MB | Listen | Download | |
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