Christopher D. Clack - researchr alias

researchr

You are not signed in
Sign in
Sign up

Viewing Publication 1 - 23 from 23

2018

Temporal Aspects of Smart Contracts for Financial DerivativesChristopher D. Clack, Gabriel Vanca. ISoLA 2018: 339-355 [doi]

A Blockchain Grand Challenge: Smart Financial DerivativesChristopher D. Clack. fbloc, 1:1, 2018. [doi]

2011

Evolving robust GP solutions for hedge fund stock selection in emerging marketsWei Yan, Christopher D. Clack. soco, 15(1):37-50, 2011. [doi]

2010

Identifying Multi-Level Emergent Behaviors in Agent-Directed Simulations using Complex Event Type SpecificationsChih-Chun Chen, Christopher D. Clack, Sylvia B. Nagl. simulation, 86(1):41-51, 2010. [doi]

Financial evolutionary computingChristopher D. Clack. gecco 2010: 2461-2472 [doi]

2009

Complexity and Emergence in Engineering SystemsChih-Chun Chen, Sylvia B. Nagl, Christopher D. Clack. In Andreas Tolk, Lakhmi C. Jain, editors, Complex Systems in Knowledge-based Environments: Theory, Models and Applications. Volume 168 of Studies in Computational Intelligence, pages 99-128, Springer, 2009. [doi]

Robustness of multiple objective GP stock-picking in unstable financial markets: real-world applications trackGhada Hassan, Christopher D. Clack. gecco 2009: 1513-1520 [doi]

Behavioural GP diversity for adaptive stock selectionWei Yan, Christopher D. Clack. gecco 2009: 1641-1648 [doi]

2008

2007

Specifying, detecting and analysing emergent behaviours in multi-level agent-based simulationsChih-Chun Chen, Sylvia B. Nagl, Christopher D. Clack. SCSC 2007: 969-976 [doi]

Modulated Events in Agent-Based Modeling and SimulationChih-Chun Chen, Sylvia B. Nagl, Christopher D. Clack. vveis 2007: 150-156

Context sensitivity in individual-based modelingChih-Chun Chen, Christopher D. Clack, Sylvia B. Nagl. bmcsb, 1(S-1), 2007. [doi]

Nonlinearity linkage detection for financial time series analysisTheodore Chiotis, Christopher D. Clack. gecco 2007: 1179-1186 [doi]

Evolutionary simulation of hedging pressure in futures marketsJonathan Duke, Christopher D. Clack. cec 2007: 782-789 [doi]

Using an evolutionary agent-based simulation to explore hedging pressure in futures marketsJonathan Duke, Christopher D. Clack. gecco 2007: 2257 [doi]

ALPS evaluation in financial portfolio optimisationSuneer Patel, Christopher D. Clack. cec 2007: 813-819 [doi]

Diverse committees vote for dependable profitsWei Yan, Christopher D. Clack. gecco 2007: 2226-2233 [doi]

Evolving robust GP solutions for hedge fund stock selection in emerging marketsWei Yan, Christopher D. Clack. gecco 2007: 2234-2241 [doi]

2006

gLINC: identifying composability using group perturbationDavid Jonathan Coffin, Christopher D. Clack. gecco 2006: 1133-1140 [doi]

Behavioural GP diversity for dynamic environments: an application in hedge fund investmentWei Yan, Christopher D. Clack. gecco 2006: 1817-1824 [doi]

Sign in or sign up to see more results.

runs on WebDSL