Efficient computation of Value-at-Risk and Expected Shortfall in large and heterogeneous credit portfolios: application to Default Risk Charge. - Noureddine Lehdili; Arshia Givi (Risk Decis. Anal., 2018)

Anomaly Detection in Financial Time Series by Principal Component Analysis and Neural Networks. - Stéphane Crépey; Noureddine Lehdili; Nisrine Madhar; Maud Thomas (Algorithms, 2022)

Extending Linear Conditioning to Convex-Concave Optimization: Finite Convergence of the Proximal Point Algorithm. - Noureddine Lehdili; Abdellatif Moudafi (J. Optim. Theory Appl., 2025)