Spike It Up: Enhancing STL with Spike Detection for Intraday Volatility and Liquidity Forecasting. - Greeshma Balabhadra (ICoMS, 2024)

Robust Covariance Matrix Estimator with Change Points for Multivariate Jump Diffusion Process. - Greeshma Balabhadra; El Mehdi Ainasse; Pawel Polak (ICoMS, 2024)