2 citations · 4 across the 4 of their papers we have counts for
5 papers
Dynamic Coupling and Market Instability
Christopher D. Clack, Elias Court, Dmitrijs Zaparanuks
We examine dynamic coupling and feedback effects between High Frequency Traders (HFTs) and how they can destabilize markets. We develop a general framework for modelling dynamic in…
Transforming Commercial Contracts through Computable Contracting
John Cummins, Christopher Clack
Contracts are an essential and fundamental component of commerce and society, serving to clarify agreement between multiple parties. While digital technologies have helped to autom…
The Sensitivity of Trivariate Granger Causality to Test Criteria and Data Errors
Leo Carlos-Sandberg, Christopher D. Clack
Trivariate Granger causality analysis seeks to distinguish between "true" causality and "spurious" causality results from the topology of the system. However, this analysis is sens…
Smart Derivatives Contracts: the ISDA Master Agreement and the automation of payments and deliveries
Christopher D. Clack, Ciaran McGonagle
High-value derivatives contracts require substantial legal protection and often utilise standardised legal documentation provided by the International Swaps and Derivatives Associa…
Distributed Ledger Privacy: Ring Signatures, Möbius and CryptoNote
Christopher D. Clack, Nicolas T. Courtois
Distributed ledger and blockchain systems are expected to make financial systems easier to audit, reduce counter-party risk and transfer assets seamlessly. The key concept is a tok…