| 2008 |
|---|
| 14 | EE | Ghada Hassan,
Christopher D. Clack:
Multiobjective robustness for portfolio optimization in volatile environments.
GECCO 2008: 1507-1514 |
| 13 | EE | Amy Willis,
Suneer Patel,
Christopher D. Clack:
GP age-layer and crossover effects in bid-offer spread prediction.
GECCO 2008: 1665-1672 |
| 12 | EE | Wei Yan,
Martin Victor Sewell,
Christopher D. Clack:
Learning to optimize profits beats predicting returns -: comparing techniques for financial portfolio optimisation.
GECCO 2008: 1681-1688 |
| 11 | EE | 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: 1-10 |
| 2007 |
|---|
| 10 | EE | Theodore Chiotis,
Christopher D. Clack:
Nonlinearity linkage detection for financial time series analysis.
GECCO 2007: 1179-1186 |
| 9 | EE | Wei Yan,
Christopher D. Clack:
Diverse committees vote for dependable profits.
GECCO 2007: 2226-2233 |
| 8 | EE | Wei Yan,
Christopher D. Clack:
Evolving robust GP solutions for hedge fund stock selection in emerging markets.
GECCO 2007: 2234-2241 |
| 7 | EE | Jonathan Duke,
Christopher D. Clack:
Using an evolutionary agent-based simulation to explore hedging pressure in futures markets.
GECCO 2007: 2257 |
| 6 | EE | Jonathan Duke,
Christopher D. Clack:
Evolutionary simulation of hedging pressure in futures markets.
IEEE Congress on Evolutionary Computation 2007: 782-789 |
| 5 | EE | Suneer Patel,
Christopher D. Clack:
ALPS evaluation in financial portfolio optimisation.
IEEE Congress on Evolutionary Computation 2007: 813-819 |
| 4 | | Chih-Chun Chen,
Sylvia B. Nagl,
Christopher D. Clack:
Modulated Events in Agent-Based Modeling and Simulation.
MSV 2007: 150-156 |
| 3 | EE | Chih-Chun Chen,
Sylvia B. Nagl,
Christopher D. Clack:
Specifying, detecting and analysing emergent behaviours in multi-level agent-based simulations.
SCSC 2007: 969-976 |
| 2006 |
|---|
| 2 | EE | David Jonathan Coffin,
Christopher D. Clack:
gLINC: identifying composability using group perturbation.
GECCO 2006: 1133-1140 |
| 1 | EE | Wei Yan,
Christopher D. Clack:
Behavioural GP diversity for dynamic environments: an application in hedge fund investment.
GECCO 2006: 1817-1824 |
