Maximum entropy distributions inferred from option portfolios on an asset. - Cassio Neri; Lorenz Schneider (Finance Stochastics, 2012)

The Impact of the Prior Density on a Minimum Relative Entropy Density: A Case Study with SPX Option Data. - Cassio Neri; Lorenz Schneider (Entropy, 2014)

Firm value in emerging network industries. - Lorenz Schneider (Inf. Econ. Policy, 2014)

Euclidean Affine Functions and Applications to Calendar Algorithms. - Cassio Neri; Lorenz Schneider (CoRR, 2021)

Euclidean affine functions and their application to calendar algorithms. - Cassio Neri; Lorenz Schneider (Softw. Pract. Exp., 2023)

Electricity Price Prediction Using Multi-Kernel Gaussian Process Regression combined with Kernel-Based Support Vector Regression. - Abhinav Das; Stephan Schlüter; Lorenz Schneider (CoRR, 2024)

Seasonal volatility in agricultural markets: modelling and empirical investigations. - Lorenz Schneider; Bertrand Tavin (Ann. Oper. Res., 2024)