Christopher D. Clack - Selected Publications by date

(click here for all publications by type )

  1. High Frequency Trading - Bugs, Glitches, False Liquidity and Open Warfare, C.Clack, in Buy-side intelligence - the Euromoney guide to securities trading, pp 21--26, pub: Euromoney Trading Ltd., ISBN 978-184374-863-2, 2011

  2. Diatom colony formation: A computational study predicts a single mechanism can produce both linkage and separation valves due to an environmental switch. K.Bentley, C.Clack and E.Cox. Journal of Phycology. 2011 - In Press.


  3. Identifying multi-level emergent behaviours in agent-directed simulations using Complex Event Type specifications, C-C.Chen, S.Nagl and C.Clack, SIMUL-T SOC MOD SIM 86(1):41--51. 2010.

    DOI: 10.1177/0037549709106692

  4. Evolving robust GP solutions for hedge fund stock selection in emerging markets, W.Yan and C.Clack, J. Soft Computing 15(1):37--50, Springer, DOI: 10.1007/s00500-009-1511-4, 2010. Draft PDF (353k)


  5. Complexity and Emergence in Engineering Systems, C-C.Chen, S.Nagl and C.Clack. In Complex Systems in Knowledge-Based Environments: Theory, Models and Applications. Studies in Computational Intelligence 168:99-128, ISBN 978-3-540-88074-5, Springer. 2009.

  6. Robustness of Multiple Objective GP Stock-Picking in Unstable Financial Markets, G.Hassan and C.Clack, in Proceedings of the Genetic and Evolutionary Computation Conference (GECCO 2009), pp 1513--1520. ACM. ISBN 978-1-60558-325-9/09/07. 2009.PDF (1M)

  7. Behavioural GP Diversity for Adaptive Stock Selection, W.Yan and C.Clack, in Proceedings of the Genetic and Evolutionary Computation Conference (GECCO 2009), pp 1641--1648. ACM. ISBN 978-1-60558-325-9/09/07. 2009. PDF.

  8. A formalism for multi-level emergent behaviours in designed component-based systems and agent-based simulations, C-C.Chen, S.Nagl, and C.Clack, chapter in "From System Complexity to Emergent Properties". Understanding Complex Systems 44:101-114, ISBN 978-3-642-02198-5, Springer. 2009.


  9. GP Age-layer and Crossover Effects in Bid-Offer Spread Prediction, A.Willis, S.Patel and C.Clack, in Proceedings of the Genetic and Evolutionary Computation Conference (GECCO 2008). pp1665-1672. ACM. ISBN 978-1-60558-131-6/08/07. 2008. PDF (520k)

  10. Multiobjective Robustness for Portfolio Optimization in Volatile Environments, G.Hassan and C.Clack, in Proceedings of the Genetic and Evolutionary Computation Conference (GECCO 2008), pp1507-1514. ACM. ISBN 978-1-60558-131-6/08/07. (nominated for a best-paper award) 2008. PDF (373K)

  11. Learning to optimize profits beats predicting returns - comparing techniques for financial portfolio optimisation, W.Yan, M.Sewell and C.Clack, in Proceedings of the Genetic and Evolutionary Computation Conference (GECCO 2008), pp1681-1688. ACM. ISBN 978-1-60558-131-6/08/07. 2008.

  12. A method for validating and discovering associations between multi-level emergent behaviours in agent-based simulations, C-C.Chen, S.Nagl and C.Clack. In Proceedings 2nd KES International Symposium on Agent and Multi-Agent Systems : Technologies and Applications. Lecture Notes in Artifical Intelligence 4953:1-10, ISBN 978-3-540-78581-1. Springer. 2008. PDF (211k)

  13. Multi-level behaviours in agent-based simulation: colonic crypt cell populations, C-C.Chen, S.Nagl and C.Clack. In Online Proceedings, 7th International conference on Complex Systems, NECSI and Interjournal. http://necsi.edu/events/iccs7/proceedings.html 2008.


  14. Context sensitivity in individual-based modeling, C-C.Chen, C.Clack and S.Nagl, BMC Systems Biology 1, Supplement 1, pp 44. ISSN 1752-0509 2007. PDF (187k)

  15. A calculus for multi-level emergent behaviours in component-based systems and simulations, C-C.Chen, S.Nagl and C.Clack, in Proceedings of Emergent Properties in Natural and Artificial Complex Systems (EPNACS'2007), part of the 4th European Conference on Complex Systems (ECCS'07), pp 35-51. Electronic publication http://www-lih.univ-lehavre.fr/~bertelle/epnacs2007-proceedings/epnacs07proceedings.pdf. 2007. PDF (664k)

  16. Specifying, Detecting and Analysing Emergent Behaviours in Multi-Level Agent-Based Simulations, C-C.Chen, S.Nagl and C.Clack, in Proceedings of the Summer Computer Simulation Conference (SCSC 2007), pp 969--976, ISBN 1-56555-316-0. 2007. PDF (184k)

    This paper is the first ever to describe a multi-agent simulation method for describing and monitoring emergent behaviour in a way that retains the underlying structure of that behaviour. This supports analysis of the mechanisms at a lower level that give rise to emergent behaviours. Thus, emergent behaviour may be explained by inspecting its causal structure. This method has very wide applicability: in simulations of biology, of financial markets, and of any system containing hierarchies and emergent behaviour. Invited by the program chair to submit an expanded version as a chapter to a new book "Complex Systems In Knowledge-Based Environments".

  17. Nonlinearity linkage detection for financial time series analysis, T.Chiotis and C.Clack, in Proceedings of the Genetic and Evolutionary Computation Conference (GECCO 2007), pp 1179-1186. ACM. ISBN 978-1-59593-697-4/07/0007. 2007. Gzipped PDF (2.1M)

  18. Evolving robust GP solutions for hedge fund stock selection in emerging markets, W.Yan and C.Clack, in Proceedings of the Genetic and Evolutionary Computation Conference (GECCO 2007), pp 2234-2241. ACM. ISBN 978-1-59593-697-4/07/0007. 2007. Winner of Best Paper Award. Gzipped PDF (255k)

    Winner of a Best Paper award at the top conference in the field. Industry trials commenced. Addresses a serious problem with Genetic Programming (GP) systems operating in a volatile environment, which suffer substantial performance degradation. Analyses prior work on robustness and finds none sufficient to counter the extreme volatility of the financial markets. Identifies extreme segments in training data, and uses a volatility-adjusted fitness metric during segmented training. Rigorous experimentation and statistical analysis on the notoriously volatile Malaysian equities market shows outstanding improvements over standard GP, index tracking, and technical analysis.

  19. Evolutionary simulation of hedging pressure in futures markets, J.Duke and C.Clack, IEEE CEC. 2007. Gzipped PDF (715k)

  20. Diverse committees vote for dependable profits, W.Yan and C.Clack, in Proceedings of the Genetic and Evolutionary Computation Conference (GECCO 2007), pp 2226-2233. ACM. ISBN 978-1-59593-697-4/07/0007. 2007. Gzipped PDF (231k)

    Published at the top Genetic Programming (GP) conference. Industry trials commenced. Invited to contribute expanded version to Journal of Soft Computing. Sister paper to "Evolving robust GP solutions for hedge fund stock selection in emerging markets". Addresses a serious problem where GP systems suffer substantial performance degradation in volatile environments. Analyses prior work and finds none sufficient to counter the extreme volatility of the financial markets. Identifies extreme segments in training data; trains separate solutions, which operate as a committee. Explores averaging and voting for robustness. Statistical analysis on the volatile Malaysian equities market shows outstanding improvements over standard GP.

  21. ALPS evaluation in Financial Portfolio Optmisation, S.Patel and C.Clack, IEEE CEC, pp 813-819, ISBN 1-4244-1340-0. 2007. PDF (208k)

    CEC is IEEE's key annual Genetic Programming conference, second only to GECCO. CEC typically has high submission rates (e.g. 660) and 400+ delegates. In 2006 Hornby's Age-Layered Population Structure system was introduced, but with no real-world validation. This paper provides the first ever evaluation of ALPS on a real-world problem - the evolution of non-linear factor models for financial portfolio optimization. We show that ALPS reduces convergence and provides fitter individuals, out-performing both the market index and Standard GP. This is a substantial empirical study with rigorous statistical analysis. A version is being developed for an Investment Fund Manager.

  22. Using an evolutionary agent-based simulation to explore hedging pressure in futures markets, J.Duke and C.Clack, in Proceedings of the Genetic and Evolutionary Computation Conference (GECCO 2007), pp 2257. ACM. ISBN 978-1-59593-697-4/07/0007. 2007. Gzipped PDF (20k)


  23. gLINC: Identifying Composability using Group Perturbation, D.Coffin and C.Clack, in Proceedings of the Genetic and Evolutionary Computation Conference (GECCO 2006), pp1133-1140. ACM. ISBN 1-59593-186-4. 2006 Gzipped PDF (121k)

  24. BioScience Computing and the role of computational simulation in biology and medicine, C.D.Clack, in "Intelligent Algorithms in Ambient and Biomedical Computing ", eds. W.Verhaegh, E. Aarts and J.Korst, pp 3-19, Philips Research Book Series, Vol. 7, Springer, 2006. ISBN 1-4020-4953-6. Gzipped PDF (631k).

  25. Behavioural GP Diversity for Dynamic Environments: an application in hedge fund investment, W.Yan and C.Clack, in Proceedings of the Genetic and Evolutionary Computation Conference (GECCO 2006), pp 1817-1824. ACM. ISBN 1-59593-186-4. 2006 Gzipped PDF (719k)

    This paper was published in the top conference in the field; it introduces for the first time the important concept of phenotypic behavioural diversity for Genetic Programming, and demonstrates how preservation of the diversity of phenotypic behaviour leads to improved solutions that are more robust and more generic (that is, the achievement of success through learning general relationships rather than curve-fitting). The problem domain is financial portfolio optimisation. The paper describes a specific technique for preserving phenotypic behavioural diversity, and presents the results of a substantial and rigorous empirical investigation using real-world financial data sourced from Reuters. The results have attracted significant industry attention and we are currently working on technology transfer with two investment funds.


  26. Morphological Plasticity: Environmentally Driven Morphogenesis, K.Bentley and C.Clack, VIIIth European Conference on Artificial Life (ECAL 2005), Springer LNAI 3630, pp118-127, September 2005 Gzipped PDF (768k).


  27. The Artificial Cytoskeleton for Lifetime Adaptation of Morphology, K.Bentley and C.Clack, in SODANS workshop proceedings of the Ninth International Conference on the Simulation and Synthesis of Living Systems (ALIFE IX), pp 13-16, 2004 PDF (380k).


  28. Royal Road Encodings and Schema Propagation in Selective Crossover, K.Vekaria and C.Clack, In Suzuki, Y., Ovaska, S., Furuhashi, T., Roy, R., and Dote, Y. (eds.) Soft Computing in Industrial Applications, pp 281-292. Springer-Verlag. Proceedings of WSC4 (21-30 Sept 1999). 2000 Postscript (175k). (See also http://www.springer.com/uk/home/generic/search/results?SGWID=3-40109-22-2093530-0&referer=www.springeronline.com )

  29. Implementation of Functional Languages, Pieter Koopman and Chris Clack (Eds.), Proceedings of the 11th International Workshop (IFL'99), Spinger Verlag LNCS 1868, 2000


  30. Schema Propagation in Selective Crossover K.Vekaria and C.Clack, in late breaking papers at the Genetic and Evolutionary Computation Conference (GECCO'99), eds. S.Brave and A.S.Wu, pages 268-275. 1999

    (Equation 5 in this paper has an error; a correction is provided in the two papers "Hitchhikers Get Around", and "Royal Road Encodings and Schema Propagation"). Gzipped PDF(6.12M). Gzipped PDF (217k)

  31. Realisations for Non-Strict Languages, C.D.Clack, in "Research Directions in Parallel Functional Programming", eds. K.Hammond and G.Michaelson, pp 149-187, Springer-Verlag, October 1999. ISBN 1-85233-092-9. Gzipped PDF (13.6M).

  32. Implementation of Functional Languages, Kevin Hammond, Tony Davie and Chris Clack (Eds.), Proceedings of the 10th International Workshop (IFL'98), Spinger Verlag LNCS 1595, 1999.

  33. Hitchhikers Get Around K.Vekaria and C.Clack, Research Note RN/99/11, University College London, Gower Street, London WC1E 6BT. 1999. Postscript (482k).

  34. Foundations, G.Michaelson, K.Hammond and C.Clack, in "Research Directions in Parallel Functional Programming", eds. K.Hammond and G.Michaelson, pp 31-61, Springer-Verlag, October 1999. ISBN 1-85233-092-9.

  35. Biases Introduced by Adaptive Recombination Operators, K.Vekaria and C.Clack, in Proceedings of the Genetic and Evolutionary Computation Conference (GECCO'99), July 13-17, 1999, Orlando, Florida USA, eds. Banzhaf et al., pp 670-677, Morgan Kaufmann, ISBN 1558606114 1999. Postscript gecco99(783k).

  36. A Data Structure, Memory Allocator and Memory Management System, C.Clack, UK Patent Application number 9924061.6, filing date 11th October 1999. PCT filing date 10th October 2001, number WO0231660. Title (Gzipped Word, 150k) Abstract (PDF, 36K), claims(PDF, 26K), description(Gzipped Word, 35K). Images ("Mosaics") (Gzipped Word, 90K),


  37. Selective Crossover in Genetic Algorithms: An Empirical Study, K.Vekaria and C.Clack, Proc. 5th Conference on Parallel Problem Solving from Nature, LNCS 1498, pp 438-447, 1998. Postscript (447k), PDF (58k).

  38. Simulating an object-oriented financial system in a functional language, C.Clack, L. Braine, K.Haviland, O. Smith-Jaynes, and A. Vautier, pub: Andersen Consulting, London 1998.

  39. Selective Crossover in Genetic Algorithms, K.Vekaria and C.Clack, Proc. Genetic Programming 1998, pp 609, 1998 Postscript (92k).

  40. Recursion, Lambda Abstraction and Genetic Programming, T.Yu and C.Clack, Proc. Third Genetic Programming Conference, J.R. Koza, W. Banzhaf, K.Chellapilla, K. Deb, M. Dorigo, D.B. Fogel, M.H. Garzon, D.E. Goldberg, H. Iba, R. Riolo (Eds.), pp 422-431, Morgan Kaufmann, 1-55860-548-7.1998. Postscript (141k).

  41. PolyGP: A Polymorphic Genetic Programming System in Haskell, T.Yu and C.Clack, Proc. Third Genetic Programming Conference, J.R. Koza, W. Banzhaf, K.Chellapilla, K. Deb, M. Dorigo, D.B. Fogel, M.H. Garzon, D.E. Goldberg, H. Iba, R. Riolo (Eds.), pp 416-421, Morgan Kaufmann, 1-55860-548-7. 1998. Postscript (106k).

  42. Implementation of Functional Languages, Chris Clack, Kevin Hammond and Tony Davie (Eds.), Proceedings of the 9th International Workshop (IFL'97), Spinger Verlag LNCS 1467. ISBN 3-540-64849-6, 1998.


  43. PolyGP: A Polymorphic Genetic Programming System in Haskell, T.Yu and C.Clack, in J.Koza (ed) Late breaking papers at the Genetic Programming 1997 Conference, pp 264-272, 1997.

  44. Performance-Enhanced Genetic Programming, C.Clack and T.Yu, Proc. Evolutionary Programming 1997 Conference (EP'97), P.J. Angeline, R.G. Reynolds, J.R. McDonnell, and R. Eberhart (Eds), pp 87-100, Springer Verlag, LNCS 1213, ISBN 3-540-62788-X, 1997. Postscript (120k).

  45. Object-Flow, L. Braine and C. Clack, in Proceedings of the 13th IEEE Symposium on Visual Languages (VL'97), IEEE, pages 418-419, Capri, Italy, September 1997 PostScript (159K). Gzipped PDF (53k).

  46. Genetic Programming with Gene Dominance, K.Vekaria and C.Clack, in J.Koza (ed) Late breaking papers at the Genetic Programming 1997 Conference, pp 300, Stanford University, ISBN 0-18-206995-8 1997. Postscript (57K).

  47. Object-Oriented Functional Spreadsheets, C. Clack and L.Braine, Proceedings of the 10th Glasgow Workshop on Functional Programming (GlaFP'97), pp1-12 1997. PDF.

  48. The CLOVER Rewrite Rules: a Translation from OOFP to FP, L.Braine and C. Clack, Proceedings of the 9th International Workshop on Implementation of Functional Languages (IFL'97), pp467-488 1997.

  49. Emerging Technologies 1997: Theory and Application of Evolutionary Computation , C. Clack, K. Vekaria and N.Zin (Eds.), Proceedings of the 2nd Emerging Technologies Workshop (ET'97), UCL, 1997.

  50. Autonomous Document Classification for Business, C.Clack, J.Farringdon, P.Lidwell and T.Yu, Proceedings 5th Autonomous Agents Conference, W. Lewis Johnson (Ed.), pages 201-208, ACM Press, ISBN 0-89791-877-0, 1997. Word (155K). Gzipped PDF (548k).


  51. Introducing CLOVER: an Object Oriented Functional Language, L.Braine and C.Clack, in W. Kluge (Ed.), Implementation of Functional Languages, 8th International Workshop (IFL'96), Selected Papers, Lecture Notes in Computer Science 1268, pages 1-20, Springer-Verlag, Bonn, ISBN 3-540-63237-9, September 1996 Gzipped PostScript (63K)

  52. Advanced Technology Support for Information Management at Friends of the Earth, C.D.Clack, S.J.Gould, P.R.Lidwell, J.T.McDonnell, Proc. Technology Transfer and Innovation 1996 conference, London, July 1996, pp 170-175 Gzipped PDF (533K)

  53. Emerging Technologies 1996: Software --- The Next Generation, C. Clack (Ed.), Proceedings of the 1st Emerging Technologies Workshop (ET'96), UCL, 1996.

  54. The Dys-Functional Student, C.Clack and C.Myers, FPLE '95, Springer-Verlag LNCS 1022, pp289-309, December 1995 Gzipped PDF (142K)

  55. Programmieren in MIRANDA, C.Clack, C.Myers, E.Poon, 335 pages, Prentice Hall International, 1995. ISBN 3-8272-9503-3 (Based on (2) below, but updated and substantially revised for this German language edition)

  56. Lexical Profiling: Theory and Practice, C.D. Clack, S. Clayman, D.J. Parrott, Journal of Functional Programming, Vol 5 No. 2, pp 225-277, April 1995 Gzipped PDF (294k).


  57. High-performance parallel graph reduction, S.L.Peyton Jones, C.D.Clack and J.D.Salkild, reprinted as a chapter in "Programming Languages for Parallel Processing", eds. D Skillicorn and D Talia, pp 254-247, IEEE Computer Society Press, Dec 1994. ISBN 0-8186-6502-5. PDF (5M)

  58. GRIP: the GRIP Multiprocessor, Chris Clack, in Parallel Computing Principles and Practice, ed. T.J.Fountain, CUP, 1994, pp 266-275. ISBN 0-521-45131-0 Gzipped PDF (404k)

  59. Analysing Resource Use in the Lambda Calculus by Type Inference, S. Courtenage, C. Clack, Proc. ACM SIGplan Workshop on Partial Evaluation and Semantics-Based Program Manipulation (PEPM'94), Orlando, Florida, pp 33-42, June 1994 Gzipped PDF (88k).

  60. Programming with Miranda, C.Clack, C.Myers, E.Poon, 312 pages, Prentice Hall International, 1994. ISBN 0-13-192592-X.


  61. Programming with Standard ML, C.Myers, C.Clack, E.Poon, 301 pages, Prentice Hall International, 1993. ISBN 0-13-722075-8


  62. A Common Graphical Form, D.Parrott and C.Clack, in Proc. Phoenix Workshop on Declarative Programming, Sachsbachwalden, eds. J.Darlington and R.Dietrich, Springer-Verlag Workshops in Computing, 1992, pp224-238 Zipped PDF (152k)


  63. Paragon - a Language for Modelling Lazy, Functional Workloads on Distributed Processors, D.Parrott, C.Clack, Proceedings 8th UK Performance Engineering Workshop, A.J.Field, P.G.Harrison, eds., Imperial College, pp199-215, 1991 Zipped PDF (141k).


  64. GRIP – A High-Performance Architecture for Parallel Graph Reduction, Simon L. Peyton Jones, Chris Clack, Jon Salkild, Mark Hardie, in Multiprocessor Computer Architecture, pp 101-120, ed. T.J.Fountain and M.J.Shute, North Holland, Amsterdam, 1990. ISBN 0-444-88215-4. PDF (5M)

  65. GRIP Status Update - 1989, Chris Clack, in Multiprocessor Computer Architecture, pp 119-120, ed. T.J.Fountain and M.J.Shute, North Holland, Amsterdam, 1990. ISBN 0-444-88215-4


  66. High Performance Parallel Graph Reduction, Simon L Peyton Jones, Chris Clack and Jon Salkild, Proceedings 1989 PARLE conference, Eindhoven, Springer-Verlag LNCS 365, pp 193-206, June 1989 Gzipped PDF (5.4M).


  67. Functional Programming on the GRIP multiprocessor , Simon L.Peyton-Jones, Chris Clack, Jon Salkild, Mark Hardie, Proc. Intl Specialist Seminar on Design and Application of Parallel Digital Processors, pp 116-127, IEE, April 1988 PDF (757k).


  68. The four-stroke reduction engine, Chris Clack and Simon L Peyton-Jones, in "Dataflow and Reduction Architectures", pp 327-339, ed. Thakkar, IEEE Computer Society Press, 1987. ISBN 0-8186-0759-9 (this book is a collection of selected reprints of seminal papers from journals and conferences). PDF (3.6M)

  69. GRIP: A parallel graph reduction machine, Simon L Peyton Jones, Chris Clack and Jon Salkild, ICL Tech. Journal, pp 595-599, Vol.5, Issue 3, May 1987 Gzipped PDF.

  70. GRIP - a high performance architecture for parallel graph reduction, Simon L Peyton-Jones, Chris Clack, J Salkild and M.Hardie, Proceedings IFIP International Conference on Functional Programming Languages and Computer Architecture (FPLCA), Portland (USA), Springer-Verlag LNCS 274, pp 98-112, September 1987 Gzipped PDF (5M).

  71. Finding fixpoints in abstract interpretation, Chris Clack and Simon L Peyton-Jones, Chapter 11 (pp 246-265) in Abstract Interpretation of Declarative Languages, ed. Abramsky and Hankin, Ellis Horwood, 1987. ISBN 0-7458-0109-9 Gzipped PDF (4.02M)


  72. The four-stroke reduction engine, Chris Clack and Simon L Peyton-Jones, Proceedings 1986 ACM Conference on Lisp and Functional Programming, pp 220-232, Boston (USA), August 1986 PDF (3.6M).


  73. Strictness analysis - a practical approach, Chris Clack and Simon L Peyton-Jones, Proceedings IFIP International Conference on Functional Programming Languages and Computer Architecture (FPLCA), Nancy (France), Springer-Verlag LNCS 201, pp 35-49, September 1985 Postscript(84k).


  74. A 10W single mode Pyrex waveguide CO2 laser, D Crocker, C D Clack, R J Butcher, Journal of Physics E: Scientific Instruments, Vol.14(1), pp 121-122, January 1981 PDF(188k).