Crowded Trades, Market Clustering, and Price Instability. - Marc van Kralingen; Diego Garlaschelli; Karolina Scholtus; Iman van Lelyveld (Entropy, 2021)

Outlier Detection with Reinforcement Learning for Costly to Verify Data. - Michiel Nijhuis; Iman van Lelyveld (Entropy, 2023)

A Practical Guide to Interpretable Role-Based Clustering in Multi-Layer Financial Networks. - Christian Franssen; Iman van Lelyveld; Bernd Heidergott (CoRR, 2025)