Price Formation and Optimal Trading in Intraday Electricity Markets. - Olivier Féron; Peter Tankov; Laura Tinsi (NetGCooP, 2020)

Risk bounds for aggregated shallow neural networks using Gaussian priors. - Laura Tinsi; Arnak S. Dalalyan (COLT, 2022)

Stochastic optimization with dynamic probabilistic forecasts. - Peter Tankov; Laura Tinsi (Ann. Oper. Res., 2024)