An Evaluation of novel method of Ill-Posed Problem for the Black-Scholes Equation solution. - Kirill V. Golubnichiy; Tianyang Wang; Andrey V. Nikitin (CoRR, 2020)

Using the Newton-Raphson Method with Automatic Differentiation to Numerically Solve Implied Volatility of Stock Option through Binomial Model. - Wanchaloem Wunkaew; Yuqing Liu; Kirill V. Golubnichiy (CoRR, 2022)

Application of Convolutional Neural Networks with Quasi-Reversibility Method Results for Option Forecasting. - Zheng Cao; Wenyu Du; Kirill V. Golubnichiy (CoRR, 2022)

Optimizing Stock Option Forecasting with the Assembly of Machine Learning Models and Improved Trading Strategies. - Zheng Cao; Raymond Guo; Wenyu Du; Jiayi Gao; Kirill V. Golubnichiy (FICC (2), 2024)