The advanced mathematical technique of formal integration can be used to test the soundness of complex financial marketplaces, such as dark pool trading venues. In this interview, Grant Passmore guides from the work of Gödel and Turing to the first practical applications of formal verification in the computer industry and on to the application of formal verification to the analysis of financial market algorithms.
To read our accompanying feature article on Aesthetic Integration – with less maths and more on the current application of formal verification to regulatory compliance – click here .
