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1. Bias-variance trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization. (2018). Kondor, Imre ; Papp, G'Abor ; Caccioli, Fabio.
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2. Analytic solution to variance optimization with no short-selling. (2017). Kondor, Imre ; Papp, G'Abor ; Caccioli, Fabio.
   In: Papers.
   RePEc:arx:papers:1612.07067.

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3. Random matrix application to correlations amongst the volatility of assets. (2016). Xu, Dinghai ; Singh, Ajay.
   In: Quantitative Finance.
   RePEc:taf:quantf:v:16:y:2016:i:1:p:69-83.

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4. A Raging Bull or a Long-term Speculative Bubble? The Puzzling Case of the Karachi Stock Exchange. (2016). Uppal, Jamshed ; J. Barkley Rosser, Jr., ; Ahmed, Ehsan.
   In: The Pakistan Development Review.
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5. Exponential model for option prices: Application to the Brazilian market. (2016). Carvalho, J A ; Vasconcelos, G L.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:445:y:2016:i:c:p:161-168.

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6. SKEW AND IMPLIED LEVERAGE EFFECT: SMILE DYNAMICS REVISITED. (2015). Vargas, Vincent ; Dao, Tung-Lam ; Bouchaud, Jean-Philippe.
   In: International Journal of Theoretical and Applied Finance (IJTAF).
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7. Partial correlation analysis: applications for financial markets. (2015). Huang, Xuqing ; Havlin, Shlomo ; Vodenska, Irena ; Stanley, Eugene H. ; Kenett, Dror Y..
   In: Quantitative Finance.
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8. Google matrix of the world network of economic activities. (2015). Escaith, Hubert ; Kandiah, Vivek ; Shepelyansky, Dima L.
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9. Google matrix analysis of the multiproduct world trade network. (2015). Ermann, Leonardo ; Shepelyansky, Dima.
   In: The European Physical Journal B: Condensed Matter and Complex Systems.
   RePEc:spr:eurphb:v:88:y:2015:i:4:p:1-19:10.1140/epjb/e2015-60047-0.

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10. Evolutionary Model of Stock Markets. (2015). Kaldasch, Joachim.
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11. DYNAMICS OF USER NETWORKS IN ON-LINE ELECTRONIC AUCTIONS. (2014). Slanina, Frantiek.
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12. Are there nonlinear speculative bubbles in commodities prices?. (2014). Uppal, Jamshed ; Ahmed, Ehsan ; Rosser, Barkley J..
    In: Journal of Post Keynesian Economics.
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13. Analysis of network clustering behavior of the Chinese stock market. (2014). Mai, Yong ; Li, Sai-Ping ; Chen, Huan.
    In: Physica A: Statistical Mechanics and its Applications.
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14. Diversity of scales makes an advantage: The case of the Minority Game. (2014). Pivstvek, Miroslav ; Slanina, Frantisek .
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15. Complex temporal structure of activity in on-line electronic auctions. (2014). Slanina, Frantisek .
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16. On the concentration of large deviations for fat tailed distributions, with application to financial data. (2014). Livan, Giacomo ; Marsili, Matteo.
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17. Autocorrelation type, timescale and statistical property in financial time series. (2013). Zha, Yong ; Wan, Hong ; Yang, Honglin.
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18. Option pricing with discrete time jump processes. (2013). Lalaharison, Hanjarivo ; Ielpo, Florian ; GUEGAN, Dominique.
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19. Option pricing with discrete time jump processes. (2012). Lalaharison, Hanjarivo ; Ielpo, Florian ; GUEGAN, Dominique.
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20. Theory of financial risk. (2011). Estrada, Fernando.
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21. Describing n-day returns with Student’s t-distributions. (2011). Cassidy, Daniel T..
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22. Memory effects in stock price dynamics: evidences of technical trading. (2011). Cristelli, Matthieu ; Pietronero, Luciano ; Garzarelli, Federico ; Zaccaria, Andrea.
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23. Volatility conditional on price trends. (2010). Zumbach, Gilles.
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24. A contribution to the systematics of stochastic volatility models. (2010). Slanina, Frantiek.
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25. Correlation, hierarchies, and networks in financial markets. (2010). Mantegna, Rosario ; Tumminello, Michele ; Lillo, Fabrizio.
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26. Risk minimization in stochastic volatility models: model risk and empirical performance. (2009). Schenk-Hoppé, Klaus ; Ewald, Christian-Oliver ; Poulsen, Rolf ; Schenk-Hoppe, Klaus Reiner.
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27. Tamaño y Riesgo en los Mercados Financieros. (2009). Estrada, Fernando.
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28. Cross-correlation dynamics in financial time series. (2009). Conlon, Thomas ; Crane, M. ; Ruskin, H. J..
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    RePEc:eee:phsmap:v:388:y:2009:i:5:p:705-714.

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29. Generalized superstatistics of nonequilibrium Markovian systems. (2009). Friedrich, Rudolf ; Lubashevsky, Ihor ; Ushakov, Andrey ; Heuer, Andreas.
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30. Model for Non-Gaussian Intraday Stock Returns. (2009). Gerig, Austin ; Fuentes, Miguel A. ; Vicente, Javier.
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31. A RANDOM-MATRIX-THEORY-BASED ANALYSIS OF STOCKS OF MARKETS FROM DIFFERENT COUNTRIES. (2008). lucey, brian ; Hutzler, Stefan ; Coelho, Ricardo ; Richmond, Peter.
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32. The implied volatility smirk. (2008). Xiang, YI ; Zhang, Jin.
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33. Wavelet multiscale analysis for Hedge Funds: Scaling and strategies. (2008). Conlon, Thomas ; Crane, M. ; Ruskin, H. J..
    In: Physica A: Statistical Mechanics and its Applications.
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34. Continuous cascade models for asset returns. (2008). Muzy, Jean-Francois ; Bacry, E. ; Kozhemyak, A..
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35. BLACK–SCHOLES–MERTON IN RANDOM TIME: A NEW STOCHASTIC VOLATILITY MODEL WITH PATH DEPENDENCE. (2007). Ostrovsky, Dmitry.
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36. Price dynamics from a simple multiplicative random process model. (2007). Reimann, S..
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37. Correlation of coming limit price with order book in stock markets. (2007). Maskawa, Jun-Ichi.
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38. Long term economic relationships from cointegration maps. (2007). Vicente, Renato ; Pereira, Carlos de B., ; Caticha, Nestor ; Leite, Vitor B. P., .
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39. Sector analysis for a FTSE portfolio of stocks. (2007). Hutzler, S. ; Coelho, R. ; Richmond, P. ; Repetowicz, P..
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40. Multiple time scales and the exponential Ornstein-Uhlenbeck stochastic volatility model. (2006). Masoliver, Jaume ; Perello, Josep.
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41. Leptokurtic portfolio theory. (2006). Kitt, R. ; Kalda, J..
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42. Hidden forces and fluctuations from moving averages: A test study. (2006). Alfi, V. ; Takayasu, M. ; Marotta, M. ; Pietronero, L. ; Coccetti, F..
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43. Are asset return tail estimations related to volatility long-range correlations?. (2006). Muzy, Jean-Franois ; Bacry, Emmanuel ; Kozhemyak, Alexey .
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44. Increasing market efficiency: Evolution of cross-correlations of stock returns. (2006). Kertesz, Janos ; Toth, Bence.
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45. EXPERTS EARNING FORECASTS: BIAS, HERDING AND GOSSAMER INFORMATION. (2005). Guedj, Olivier ; Bouchaud, Jean-Philippe.
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46. Theory of collective opinion shifts: from smooth trends to abrupt swings. (2005). Michard, Q. ; J.-P. Bouchaud, .
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47. On distribution of number of trades in different time windows in the stock market. (2005). Dremin, I. M. ; Leonidov, A. V..
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48. Need, greed and noise: competing strategies in a trading model. (2005). Souza, S. R. ; Donangelo, R. ; Sneppen, K. ; Hansen, A..
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49. Fluctuations and response in financial markets: the subtle nature of random price changes. (2004). Gefen, Yuval ; Wyart, Matthieu ; Potters, Marc ; Bouchaud, Jean-Philippe.
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50. Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization. (2004). Potters, Marc ; Kondor, Imre ; Pafka, Szilard.
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