Cryptocurrency price drivers: Wavelet coherence analysis revisited.
Phillips, R. C., & Gorse, D. (2018). Cryptocurrency price drivers: Wavelet coherence analysis revisited. PLOS ONE, 13 (4), ARTN e0195200. doi:10.1371/journal.pone.0195200
January 2018: Publication of Complexity in Neural and Financial Systems: From Time-Series to Networks
This special issue is intended to collect contributions proposing novel techniques for the analysis of systems described by multiple time-series as functional and structural brain data, stock prices and stock market indices, and interbank and trade networks.
Lead Guest Editor
- Tiziano Squartini, IMT Institute for Advanced Studies Lucca, Lucca, Italy
- Andrea Gabrielli, University of Rome "Sapienza", Rome, Italy
- Diego Garlaschelli, Lorentz Institute for Theoretical Physics, Leiden, Netherlands
- Tommaso Gili, Santa Lucia Foundation, Rome, Italy
- Angelo Bifone, Italian Institute of Technology, Genoa, Italy
- Fabio Caccioli, University College London, London, UK
18 April 2016: Barclays Smart Contract Templates - and a new language called CLACK
UCL's Centre for Blockchain Technologies was highlighted yesterday during a presentation of Barclays' Smart Contract Templates to a packed audience at London's O2 Centre, and covered by the IB Times. This was Europe's (and possible the World's) largest ever presentation event for emerging FinTech initiatives.
In the Barclays presentation Lee Braine from the Barclays Investment Banking CTO Office mentioned a new domain specific language for smart contract templates. Barclays named the language the "Common Language for Augmented Contract Knowledge (CLACK)" in recognition of its designer - Dr Chris Clack of UCL's Centre for Blockchain Technologies.
CLACK's initial domain is legal contracts - in particular the legal documentation that underpins complex financial instruments - but it is a generic language that can support a wide range of applications. CLACK will be open-sourced in future.
11 October 2013: Financial Times
Traders tap Twitter for top stock tips: FT takes a look at the work of UCL PhD student Ilya Zheludev.
2 March 2012: Financial Times
School for quants: inside UCL's Financial Computing Centre.