| 2018 | ISoLA | Temporal Aspects of Smart Contracts for Financial Derivatives. | Christopher D. Clack, Gabriel Vanca |
| 2010 | GECCO | Financial evolutionary computing. | Christopher D. Clack |
| 2009 | GECCO | Robustness of multiple objective GP stock-picking in unstable financial markets: real-world applications track. | Ghada Hassan, Christopher D. Clack |
| 2009 | GECCO | Behavioural GP diversity for adaptive stock selection. | Wei Yan, Christopher D. Clack |
| 2008 | GECCO | Multiobjective robustness for portfolio optimization in volatile environments. | Ghada Hassan, Christopher D. Clack |
| 2008 | GECCO | GP age-layer and crossover effects in bid-offer spread prediction. | Amy Willis, Suneer Patel, Christopher D. Clack |
| 2008 | GECCO | Learning to optimize profits beats predicting returns -: comparing techniques for financial portfolio optimisation. | Wei Yan, Martin Victor Sewell, Christopher D. Clack |
| 2007 | CEC | Evolutionary simulation of hedging pressure in futures markets. | Jonathan Duke, Christopher D. Clack |
| 2007 | CEC | ALPS evaluation in financial portfolio optimisation. | Suneer Patel, Christopher D. Clack |
| 2007 | GECCO | Nonlinearity linkage detection for financial time series analysis. | Theodore Chiotis, Christopher D. Clack |
| 2007 | GECCO | Using an evolutionary agent-based simulation to explore hedging pressure in futures markets. | Jonathan Duke, Christopher D. Clack |
| 2007 | GECCO | Diverse committees vote for dependable profits. | Wei Yan, Christopher D. Clack |
| 2007 | GECCO | Evolving robust GP solutions for hedge fund stock selection in emerging markets. | Wei Yan, Christopher D. Clack |
| 2006 | GECCO | gLINC: identifying composability using group perturbation. | David Jonathan Coffin, Christopher D. Clack |
| 2006 | GECCO | Behavioural GP diversity for dynamic environments: an application in hedge fund investment. | Wei Yan, Christopher D. Clack |