Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural Networks. - Georgios Moysiadis; Ioannis Anagnostou; Drona Kandhai (MIDAS/PAP@PKDD/ECML, 2018)

Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory. - Ioannis Anagnostou; Sumit Sourabh; Drona Kandhai (Complex., 2018)

Inferring Dealer Networks in the Foreign Exchange Market Using Conditional Transfer Entropy: Analysis of a Central Bank Announcement. - Aleksander Janczewski; Ioannis Anagnostou; Drona Kandhai (Entropy, 2024)