Cryptocurrency volatility forecasting using commonality in intraday volatility. - Emmanuel Djanga; Mihai Cucuringu; Chao Zhang 118 (ICAIF, 2023)

Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects. - Chao Zhang 118; Xingyue Pu; Mihai Cucuringu; Xiaowen Dong 001 (CoRR, 2023)

DeltaLag: Learning Dynamic Lead-Lag Patterns in Financial Markets. - Wanyun Zhou; Saizhuo Wang; Mihai Cucuringu; Zihao Zhang; Xiang Li 169; Jian Guo 016; Chao Zhang 118; Xiaowen Chu 001 (ICAIF, 2025)