Christopher D. Clack

Publication Activity (10 Years)

Years Active: 2006-2021
Publications (10 Years): 10

Top Topics

Grand Challenge

Directional Derivatives

Multimedia Presentations

Temporal Aspects

Top Venues

Frontiers Blockchain

Publications

Christopher D. Clack
Languages for Smart and Computable Contracts. CoRR (2021)
Lee Braine, Keith Haviland, Owen Smith-Jaynes, Andy Vautier, Christopher D. Clack
Simulating an Object-Oriented Financial System in a Functional Language. CoRR (2020)
Christopher D. Clack, Nicolas T. Courtois
Distributed Ledger Privacy: Ring Signatures, Möbius and CryptoNote. CoRR (2019)
Christopher D. Clack, Ciaran McGonagle
Smart Derivatives Contracts: the ISDA Master Agreement and the automation of payments and deliveries. CoRR (2019)
Christopher D. Clack, Gabriel Vanca
Temporal Aspects of Smart Contracts for Financial Derivatives. ISoLA (4) (2018)
Christopher D. Clack
A Blockchain Grand Challenge: Smart Financial Derivatives. Frontiers Blockchain 1 (2018)
Christopher D. Clack, Gabriel Vanca
Temporal Aspects of Smart Contracts for Financial Derivatives. CoRR (2018)
Christopher D. Clack
Design discussion on the ISDA Common Domain Model. CoRR (2017)
Christopher D. Clack, Vikram A. Bakshi, Lee Braine
Smart Contract Templates: essential requirements and design options. CoRR (2016)
Christopher D. Clack, Vikram A. Bakshi, Lee Braine
Smart Contract Templates: foundations, design landscape and research directions. CoRR (2016)
Wei Yan, Christopher D. Clack
Evolving robust GP solutions for hedge fund stock selection in emerging markets. Soft Comput. 15 (1) (2011)
Chih-Chun Chen, Christopher D. Clack, Sylvia B. Nagl
Identifying Multi-Level Emergent Behaviors in Agent-Directed Simulations using Complex Event Type Specifications. Simul. 86 (1) (2010)
Christopher D. Clack
Financial evolutionary computing. GECCO (Companion) (2010)
Ghada Hassan, Christopher D. Clack
Robustness of multiple objective GP stock-picking in unstable financial markets: real-world applications track. GECCO (2009)
Wei Yan, Christopher D. Clack
Behavioural GP diversity for adaptive stock selection. GECCO (2009)
Amy Willis, Suneer Patel, Christopher D. Clack
GP age-layer and crossover effects in bid-offer spread prediction. GECCO (2008)
Chih-Chun Chen, Sylvia B. Nagl, Christopher D. Clack
A Method for Validating and Discovering Associations between Multi-level Emergent Behaviours in Agent-Based Simulations. KES-AMSTA (2008)
Wei Yan, Martin Victor Sewell, Christopher D. Clack
Learning to optimize profits beats predicting returns -: comparing techniques for financial portfolio optimisation. GECCO (2008)
Ghada Hassan, Christopher D. Clack
Multiobjective robustness for portfolio optimization in volatile environments. GECCO (2008)
Chih-Chun Chen, Christopher D. Clack, Sylvia B. Nagl
Context sensitivity in individual-based modeling. BMC Syst. Biol. 1 (S-1) (2007)
Suneer Patel, Christopher D. Clack
ALPS evaluation in financial portfolio optimisation. IEEE Congress on Evolutionary Computation (2007)
Jonathan Duke, Christopher D. Clack
Evolutionary simulation of hedging pressure in futures markets. IEEE Congress on Evolutionary Computation (2007)
Chih-Chun Chen, Sylvia B. Nagl, Christopher D. Clack
Specifying, detecting and analysing emergent behaviours in multi-level agent-based simulations. SCSC (2007)
Wei Yan, Christopher D. Clack
Evolving robust GP solutions for hedge fund stock selection in emerging markets. GECCO (2007)
Theodore Chiotis, Christopher D. Clack
Nonlinearity linkage detection for financial time series analysis. GECCO (2007)
Jonathan Duke, Christopher D. Clack
Using an evolutionary agent-based simulation to explore hedging pressure in futures markets. GECCO (2007)
Wei Yan, Christopher D. Clack
Diverse committees vote for dependable profits. GECCO (2007)
Chih-Chun Chen, Sylvia B. Nagl, Christopher D. Clack
Modulated Events in Agent-Based Modeling and Simulation. MSV (2007)
David Jonathan Coffin, Christopher D. Clack
gLINC: identifying composability using group perturbation. GECCO (2006)
Wei Yan, Christopher D. Clack
Behavioural GP diversity for dynamic environments: an application in hedge fund investment. GECCO (2006)