Machine Learning for Multi-step Ahead Forecasting of Volatility Proxies. - Jacopo De Stefani; Olivier Caelen; Dalila Hattab; Gianluca Bontempi (MIDAS@PKDD/ECML, 2017)

A Multivariate and Multi-step Ahead Machine Learning Approach to Traditional and Cryptocurrencies Volatility Forecasting. - Jacopo De Stefani; Olivier Caelen; Dalila Hattab; Yann-Aël Le Borgne; Gianluca Bontempi (MIDAS/PAP@PKDD/ECML, 2018)

Batch and incremental dynamic factor machine learning for multivariate and multi-step-ahead forecasting. - Jacopo De Stefani; Yann-Aël Le Borgne; Olivier Caelen; Dalila Hattab; Gianluca Bontempi (Int. J. Data Sci. Anal., 2019)

ML-Based Trading Models: An Investigation During COVID-19 Pandemic Crisis. - Dalila Hattab (ANNPR, 2020)