Evolutionary computation and the vega risk of American put options. - Christian Keber; Matthias G. Schuster (IEEE Trans. Neural Networks, 2001)

Option Valuation With Generalized Ant Programming. - Christian Keber; Matthias G. Schuster (GECCO, 2002)

Generalized ant programming in option pricing: determining implied volatilities based on American put options. - Christian Keber; Matthias G. Schuster (CIFEr, 2003)

A multiobjective genetic programming approach for pricing and hedging derivative securities. - Matthias G. Schuster (CIFEr, 2003)

Data Mining for Big Data Macroeconomic Forecasting: A Complementary Approach to Factor Models. - Bernd Brandl; Christian Keber; Matthias G. Schuster (OR, 2005)

An automated econometric decision support system: forecasts for foreign exchange trades. - Bernd Brandl; Christian Keber; Matthias G. Schuster (Central Eur. J. Oper. Res., 2006)