Efficiency of the Moscow Stock Exchange before 2022. - Andrey Shternshis; Piero Mazzarisi; Stefano Marmi (Entropy, 2022)

Variational Autoencoders for Efficient Simulation-Based Inference. - Mayank Nautiyal; Andrey Shternshis; Andreas Hellander; Prashant Singh (CoRR, 2024)

Price predictability at ultra-high frequency: Entropy-based randomness test. - Andrey Shternshis; Stefano Marmi (Commun. Nonlinear Sci. Numer. Simul., 2025)