169 citations · 246 across the 12 of their papers we have counts for
12 papers
Languages for Smart and Computable Contracts
Christopher D. Clack
Smart Contracts use computer technology to automate the performance of aspects of commercial agreements. Yet how can there be confidence that the computer code is faithful to the i…
Simulating an Object-Oriented Financial System in a Functional Language
Lee Braine, Keith Haviland, Owen Smith-Jaynes +2
This paper summarises a successful application of functional programming within a commercial environment. We report on experience at Accenture's Financial Services Solution Centre…
Smart Close-out Netting
Akber Datoo, Christopher D. Clack
Smart Close-out Netting aims to standardise and automate specific operational aspects of the legal and regulatory processes of close-out netting for prudentially regulated financia…
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…