169 citations · 246 across the 12 of their papers we have counts for
4 papers · 1 filter
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…