Networked Mining of Atomic and Molecular Data from Electronic Journal Databases on the Internet. - Lukas Pichl; Manabu Suzuki; Kazuyuki Joe; Akira Sasaki (DNIS, 2005)

On the Symbolic Analysis of Market Indicators with the Dynamic Programming Approach. - Lukas Pichl; Takuya Yamano; Taisei Kaizoji (ISNN (2), 2006)

Popularity-Based Summarization of Chinese Text: Implicit Weight-Based Features for Newspaper Articles. - Lukas Pichl (JCIS, 2006)

Stylized Facts in Internal Return Rates of Trend Speculators on Stock Indices. - Lukas Pichl (JCIS, 2006)

Transaction Cost Transform of Trading Volume Series in a Closed Auction Type Stock Market Model. - Lukas Pichl (JCIS, 2006)

Genetic Evolution of the Ant Species in Function Representation Framework. - Lukas Pichl; Yuji Shimizu (SEAL, 2006)

Stylized Facts in Internal Rates of Return on Stock Index and its Derivative Transactions - Lukas Pichl; Taisei Kaizoji; Takuya Yamano (CoRR, 2006)

Networked database builder and data-mining engine for electronic journal papers. - Lukas Pichl; Manabu Suzuki; Kazuki Joe; Daiji Kato; Akira Sasaki (Int. J. Comput. Sci. Eng., 2006)

Readability Factors of Japanese Text Classification. - Lukas Pichl; Joe Narita (DNIS, 2007)

Symbolic analysis of indicator time series by quantitative sequence alignment. - Takuya Yamano; Kodai Sato; Taisei Kaizoji; Jan-Michael Rost; Lukas Pichl (Comput. Stat. Data Anal., 2008)

Semantic Network Closure Structures in Dual Translation of Stochastic Languages. - Lukas Pichl (DNIS, 2010)

Summary Extraction from Chinese Text for Data Archives of Online News. - Nozomi Mikami; Lukas Pichl (DNIS, 2011)

Heteroskedastic Regression and Persistence in Random Walks at Tokyo Stock Exchange. - Katsuhiko Hayashi 001; Lukas Pichl; Taisei Kaizoji (ISNN (2), 2012)

Using Neural Networks for Forecasting of Commodity Time Series Trends. - Akira Sato; Lukas Pichl; Taisei Kaizoji (DNIS, 2013)

Database of Differential Cross Sections for Hydrogen Ionization by Proton Impact. - Lukas Pichl; Daiji Kato (DNIS, 2014)

Covariance Structure and Systematic Risk of Market Index Portfolio. - Lukas Pichl (DNIS, 2015)

Analysis of Market Trend Regimes for March 2011 USDJPY Exchange Rate Tick Data. - Lukas Pichl; Taisei Kaizoji (AAMAS Workshops (Visionary Papers), 2016)

Computational intelligence methods for data mining of causality extent in the time series. - Lukas Pichl; Taisei Kaizoji (Int. J. Comput. Sci. Eng., 2018)

Artificial Neural Networks for Realized Volatility Prediction in Cryptocurrency Time Series. - Ryotaro Miura; Lukás Pichl; Taisei Kaizoji (ISNN (1), 2019)

Econophysics of sustainability indices. - Andrii Bielinskyi; Serhiy Semerikov; Oleksandr Serdyuk; Viktoria Solovieva; Vladimir N. Soloviev; Lukás Pichl (M3E2-MLPEED, 2020)

Complex networks theory and precursors of financial crashes. - Vladimir N. Soloviev; Viktoria Solovieva; Anna Tuliakova; Alexey Hostryk; Lukás Pichl (M3E2-MLPEED, 2020)