On the existence of sure profits via flash strategies. - Claudio Fontana; Markus Pelger; Eckhard Platen (J. Appl. Probab., 2019)

TextGNN: Improving Text Encoder via Graph Neural Network in Sponsored Search. - Jason Zhu; Yanling Cui; Yuming Liu; Hao Sun 015; Xue Li; Markus Pelger; Tianqi Yang; Liangjie Zhang; Ruofei Zhang; Huasha Zhao (WWW, 2021)

TextGNN: Improving Text Encoder via Graph Neural Network in Sponsored Search. - Jason Zhu; Yanling Cui; Yuming Liu; Hao Sun 015; Xue Li; Markus Pelger; Liangjie Zhang; Tianqi Yan; Ruofei Zhang; Huasha Zhao (CoRR, 2021)

Deep Learning Statistical Arbitrage. - Jorge Guijarro-Ordonez; Markus Pelger; Greg Zanotti (CoRR, 2021)

Automatic Outlier Rectification via Optimal Transport. - Jose H. Blanchet; Jiajin Li; Markus Pelger; Greg Zanotti (NeurIPS, 2024)

Deep Learning in Asset Pricing. - Luyang Chen; Markus Pelger; Jason Zhu (Manag. Sci., 2024)