Industry Focus

  • Securities Settlement Systems
    • Specialist consultant to Accenture
    • Cedel Bank (Clearstream) Securities Settlement algorithms - multilateral net settlement with automated lending
    • Optimal Netting (TM) algorithms and architecture
    • CRESTCo circles algorithms - detecting cyclic transaction dependencies during gross settlement
  • Banking Payments Systems
    • Specialist consultant to Accenture
    • Lloyds TSB Straight Through Payments system - architecture design
  • Electronic Trading Architectures
  • System Simulation and Algorithm Design
    • Specialist consultant to Accenture
    • Executable specification languages for algorithm simulation and testing on real data
    • Semi-automated translation of algorithms from high-level specification into C++
  • Artificial Intelligence techniques for stock picking (Genetic Programming)
  • Systemic Risk and Regulatory Data Management (JWG)
  • Capacity Exchanges (Z/Yen)
  • Law (Legistics)
  • Smart phone memory management (Symbian)
  • Oilfield simulation (Amoco)

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

 clack@cs.ucl.ac.uk