Financial Computing (2006-)

Clack's research focuses on the application of Computer Science in Finance. For example, Financial Computing research has drawn on Clack's expertise in Genetic Computation (GC), Multi-Agent Simulation (MAS), and Functional Programming:

  • to develop new techniques for stock-picking that provide robust performance in volatile environments;
  • to develop new techniques for managing multi-objective investment portfolios;
  • to improve the performance of financial time series analysis;
  • to explore the behaviour of markets; and
  • to model and analyse dynamic coupling and feedback loops in financial markets.

Christopher D. Clack
Department of Computer Science
UCL
Gower Street
London
WC1E 6BT