Black-Scholes versus artificial neural networks in pricing FTSE 100 options. - Julia A. Bennell; Charles Sutcliffe (Intell. Syst. Account. Finance Manag., 2004)

Pricing and hedging Short Sterling Options Using Neural Networks. - Fei Chen; Charles Sutcliffe (Intell. Syst. Account. Finance Manag., 2012)

Horses for courses: Mean-variance for asset allocation and 1/N for stock selection. - Emmanouil Platanakis; Charles Sutcliffe; Xiaoxia Ye (Eur. J. Oper. Res., 2021)