Cluster-Based Shrinkage of Correlation Matrices for Portfolio Optimization

On the predictive power of statistical factor models

Information Feedback in Temporal Networks as a Predictor of Market Crashes

Market Microstructure and Order Book Dynamics in Cryptocurrency Exchanges

Scaling properties of extreme price fluctuations in Bitcoin markets

Portfolio optimization using preference relation based on statistical arbitrage

Predictive Power of Complexity Theory in Financial Markets

Information Flow Networks of Financial Time Series

Estimating Tipping Points in Feedback-Driven Financial Networks

A Network-Based Approach to Modeling Market Bubbles and Crashes

Does bargaining dynamics inherently cause market bubbles and crashes?

Wireless Indoor Positioning Relying on Observations of Received Power and Mean Delay