Simulating Heterogeneous Portfolio Choices and Financial Market Outcomes. - Sebastian Benthall; Christopher D. Carroll; Zachary David; John Liechty; Alan Lujan; Christopher McComb; Nicholas Skar-Gislinge (AMPM@JURIX, 2022)

GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets. - Zeda Xu; John Liechty; Sebastian Benthall; Nicholas Skar-Gislinge; Christopher McComb (ICAIF, 2024)