A Variable-Order Regime Switching Model to Identify Significant Patterns in Financial Markets. - Philippe Chatigny; Rongbo Chen; Jean-Marc Patenaude; Shengrui Wang (ICDM, 2018)

Financial Time Series Representation Learning. - Philippe Chatigny; Jean-Marc Patenaude; Shengrui Wang (CoRR, 2020)

Neural forecasting at scale. - Philippe Chatigny; Shengrui Wang; Jean-Marc Patenaude; Boris N. Oreshkin (CoRR, 2021)

Spatiotemporal adaptive neural network for long-term forecasting of financial time series. - Philippe Chatigny; Jean-Marc Patenaude; Shengrui Wang (Int. J. Approx. Reason., 2021)

Dynamic Cross-sectional Regime Identification for Financial Market Prediction. - Rongbo Chen; Kunpeng Xu 002; Jean-Marc Patenaude; Shengrui Wang (COMPSAC, 2022)

Clustering-Based Cross-Sectional Regime Identification for Financial Market Forecasting. - Rongbo Chen; Mingxuan Sun; Kunpeng Xu 002; Jean-Marc Patenaude; Shengrui Wang (DEXA (2), 2022)

Rethinking Temporal Dependencies in Multiple Time Series: A Use Case in Financial Data. - Patrick Asante Owusu; Etienne Gael Tajeuna; Jean-Marc Patenaude; Armelle Brun; Shengrui Wang (ICDM, 2023)

Characterizing Financial Market Coverage using Artificial Intelligence. - Jean Marie Tshimula; D'Jeff K. Nkashama; Patrick Owusu; Marc Frappier; Pierre-Martin Tardif; Froduald Kabanza; Armelle Brun; Jean-Marc Patenaude; Shengrui Wang; Belkacem Chikhaoui (CoRR, 2023)

FR3LS: A Forecasting Model with Robust and Reduced Redundancy Latent Series. - Abdallah Aaraba; Shengrui Wang; Jean-Marc Patenaude (PAKDD (6), 2024)

Kernel Representation Learning with Dynamic Regime Discovery for Time Series Forecasting. - Kunpeng Xu 002; Lifei Chen; Jean-Marc Patenaude; Shengrui Wang (PAKDD (6), 2024)

RHINE: A Regime-Switching Model with Nonlinear Representation for Discovering and Forecasting Regimes in Financial Markets. - Kunpeng Xu 002; Lifei Chen; Jean-Marc Patenaude; Shengrui Wang (SDM, 2024)

A Survey of Explainable Artificial Intelligence (XAI) in Financial Time Series Forecasting. - Pierre-Daniel Arsenault; Shengrui Wang; Jean-Marc Patenaude (ACM Comput. Surv., 2025)