Portfolio risk allocation through Shapley value. - Patrick S. Hagan; Andrew Lesniewski; Georgios E. Skoufis; Diana E. Woodward (CoRR, 2021)

Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics. - Andrew Lesniewski; Giulio Trigila (CoRR, 2024)

Differential Evolution for Grassmann Manifold Optimization: A Projection Approach. - Andrew Lesniewski (CoRR, 2025)