Extending the feature set of a data-driven artificial neural network model of pricing financial options. - Luis Montesdeoca; Mahesan Niranjan (SSCI, 2016)

Non-Negative Matrix Factorization with Exogenous Inputs for Modeling Financial Data. - Steven Squires; Luis Montesdeoca; Adam Prügel-Bennett; Mahesan Niranjan (ICONIP (2), 2017)

Variational Autoencoder for Non-Negative Matrix Factorization with Exogenous Inputs Applied to Financial Data Modelling. - Luis Montesdeoca; Steven Squires; Mahesan Niranjan (ISPA, 2019)

On Comparing the Influences of Exogenous Information on Bitcoin Prices and Stock Index Values. - Luis Montesdeoca; Mahesan Niranjan (MARBLE, 2019)