Forging new worlds: high-resolution synthetic galaxies with chained generative adversarial networks. - Levi Fussell; Ben Moews (CoRR, 2018)

Lagged correlation-based deep learning for directional trend change prediction in financial time series. - Ben Moews; J. Michael Herrmann; Gbenga Ibikunle (Expert Syst. Appl., 2019)

Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning. - Ben Moews; Gbenga Ibikunle (CoRR, 2020)

Filaments of crime: Informing policing via thresholded ridge estimation. - Ben Moews; Jaime R. Argueta Jr.; Antonia Gieschen (Decis. Support Syst., 2021)

Physics-informed neural networks in the recreation of hydrodynamic simulations from dark matter. - Zhenyu Dai; Ben Moews; Ricardo Vilalta; Romeel Dave (CoRR, 2023)

Can machine learning unlock new insights into high-frequency trading? - Gbenga Ibikunle; Ben Moews; K. Rzayev (CoRR, 2024)

Evaluating utility in synthetic banking microdata applications. - Hugo E. Caceres; Ben Moews (CoRR, 2024)

On random number generators and practical market efficiency. - Ben Moews (J. Oper. Res. Soc., 2024)