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Publications of Author

1. David Jonathan Coffin, Christopher D. Clack
   gLINC: identifying composability using group perturbation. [Citation Graph (0, 0)][DBLP]
   GECCO, 2006, pp:1133-1140 [Conf]
   
2. Wei Yan, Christopher D. Clack
   Behavioural GP diversity for dynamic environments: an application in hedge fund investment. [Citation Graph (0, 0)][DBLP]
   GECCO, 2006, pp:1817-1824 [Conf]
   
3. Jonathan Duke, Christopher D. Clack
   Using an evolutionary agent-based simulation to explore hedging pressure in futures markets. [Citation Graph (0, 0)][DBLP]
   GECCO, 2007, pp:2257- [Conf]
   
4. Wei Yan, Christopher D. Clack
   Diverse committees vote for dependable profits. [Citation Graph (0, 0)][DBLP]
   GECCO, 2007, pp:2226-2233 [Conf]
   
5. Wei Yan, Christopher D. Clack
   Evolving robust GP solutions for hedge fund stock selection in emerging markets. [Citation Graph (0, 0)][DBLP]
   GECCO, 2007, pp:2234-2241 [Conf]
   
6. Theodore Chiotis, Christopher D. Clack
   Nonlinearity linkage detection for financial time series analysis. [Citation Graph (0, 0)][DBLP]
   GECCO, 2007, pp:1179-1186 [Conf]
   
7. 
   GP age-layer and crossover effects in bid-offer spread prediction. [Citation Graph (, )][DBLP]
   
   
8. 
   Multiobjective robustness for portfolio optimization in volatile environments. [Citation Graph (, )][DBLP]
   
   
9. 
   Learning to optimize profits beats predicting returns -: comparing techniques for financial portfolio optimisation. [Citation Graph (, )][DBLP]
   
   
10. 
    Behavioural GP diversity for adaptive stock selection. [Citation Graph (, )][DBLP]
    
    
11. 
    Robustness of multiple objective GP stock-picking in unstable financial markets: real-world applications track. [Citation Graph (, )][DBLP]
    
    
12. 
    Financial evolutionary computing. [Citation Graph (, )][DBLP]
    
    
13. 
    Modulated Events in Agent-Based Modeling and Simulation. [Citation Graph (, )][DBLP]
    
    
14. 
    A Method for Validating and Discovering Associations between Multi-level Emergent Behaviours in Agent-Based Simulations. [Citation Graph (, )][DBLP]
    
    
15. 
    Evolutionary simulation of hedging pressure in futures markets. [Citation Graph (, )][DBLP]
    
    
16. 
    ALPS evaluation in financial portfolio optimisation. [Citation Graph (, )][DBLP]
    
    
17. 
    Specifying, detecting and analysing emergent behaviours in multi-level agent-based simulations. [Citation Graph (, )][DBLP]