Tracing the temporal evolution of clusters in a financial stock market - Argimiro Arratia; Alejandra Cabaña (CoRR, 2011)

Modeling Stationary Data by a Class of Generalized Ornstein-Uhlenbeck Processes: The Gaussian Case. - Argimiro Arratia; Alejandra Cabaña; Enrique M. Cabaña (IDA, 2014)

Towards a sharp estimation of transfer entropy for identifying causality in financial time series. - Àlex Serès; Alejandra Cabaña; Argimiro Arratia (MIDAS@PKDD/ECML, 2016)

Deep and Wide Neural Networks Covariance Estimation. - Argimiro Arratia; Alejandra Cabaña; José Rafael León (ICANN (1), 2020)