Frequency-Dependent Acoustics of Composites with Interfaces. - J. F. Clouet; Leonid Berlyand; Marco Avellaneda (SIAM J. Appl. Math., 2000)

Path-Dependence of Leveraged ETF Returns. - Marco Avellaneda; Stanley Zhang (SIAM J. Financial Math., 2010)

Risk management for trading in multiple frequencies. - Mustafa U. Torun; Ali N. Akansu; Marco Avellaneda (ICASSP, 2011)

Forecasting prices from level-I quotes in the presence of hidden liquidity. - Marco Avellaneda; Josh Reed; Sasha Stoikov (Algorithmic Finance, 2011)

Improving the Visibility of Financial Applications Among Signal Processing Researchers[From the Guest Editors]. - Ilya Pollak; Marco Avellaneda; Emmanuel Bacry; Rama Cont; Sanjeev R. Kulkarni (IEEE Signal Process. Mag., 2011)

Portfolio Risk in Multiple Frequencies. - Mustafa U. Torun; Ali N. Akansu; Marco Avellaneda (IEEE Signal Process. Mag., 2011)

Introduction to the Issue on Signal Processing Methods in Finance and Electronic Trading. - Ali N. Akansu; Sanjeev R. Kulkarni; Marco Avellaneda; Andrew R. Barron (IEEE J. Sel. Top. Signal Process., 2012)

Principal Eigenportfolios for U.S. Equities. - Marco Avellaneda; Brian Healy; Andrew Papanicolaou; George Papanicolaou (SIAM J. Financial Math., 2022)