Portfolio optimization when asset returns have the Gaussian mixture distribution. - Ian Buckley; David Saunders; Luis A. Seco (Eur. J. Oper. Res., 2008)

Risk modeling in crude oil market: a comparison of Markov switching and GARCH models. - Cuicui Luo; Luis A. Seco; Haofei Wang; Desheng Dash Wu (Kybernetes, 2010)

Using equity options to imply credit information. - Angie Elkhodiry; Joseph Paradi; Luis A. Seco (Ann. Oper. Res., 2011)

Introduction to the Special Issue on "Operational Research and Asia Risk Management". - Desheng Dash Wu; David L. Olson; Luis A. Seco; John R. Birge (Asia Pac. J. Oper. Res., 2011)

Algorithmic estimation of risk factors in financial markets with stochastic drift. - Janko Hernández; David Saunders; Luis A. Seco (Comput. Oper. Res., 2012)

Stochastic Correlation in Risk Analytics: A Financial Perspective. - Cuicui Luo; Luis A. Seco (IEEE Syst. J., 2017)

AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors. - Hao Shi; Weili Song; Xinting Zhang; Jiahe Shi; Cuicui Luo; Xiang Ao; Hamid Arian; Luis Angel Seco (AAAI, 2025)