“Multi-level Customisation Framework for Curve Based Monte Carlo Financial Simulations”, International Symposium on Applied Reconfigurable Computing, 2012. (Joint paper with Qiwei Jin, Diwei Dong, Anson Tse, Gary chow, David Thomas and Wayne Luk). Best Paper Award.
“Dynamic Constant Reconfiguration for Explicit Finite Difference Option Pricing”, International Conference on Reconfigurable Computing, 2011. (Joint paper with Tobias Becker, Qiwei Jin and Wayne Luk).
“Rapid Computation of Value and Risk for Derivatives Portfolios”, Concurrency and Computation: Practice and Experience, 2011. (Joint paper with James Spooner and Oskar Mencer)
“Accelerating the Computation of Tranched Credit Derivatives”, IEEE, Conference Proceedings, November 2010. (Joint paper with James Spooner, Oskar Mencer and Jean-Tristan Marin).
“Robust Risk Management”, Global Association of Risk Professionals, October 2008. (Joint paper with Mark Salmon).
“When Hedges Leave Gaps”, Global Association of Risk Professionals, July 2008. (Joint paper with Mark Salmon)
“The Uncertainty Conundrum”, Global Association of Risk Professionals, March/April 2008 issue. (Joint paper with Mark Salmon)