Towards Dynamic Structure Changes Detection in Financial Series via Causal Analysis. - Patrick Owusu; Armelle Brun; Shengrui Wang (ICDM (Workshops), 2021)

Rethinking Temporal Dependencies in Multiple Time Series: A Use Case in Financial Data. - Patrick Asante Owusu; Etienne Gael Tajeuna; Jean-Marc Patenaude; Armelle Brun; Shengrui Wang (ICDM, 2023)

Characterizing Financial Market Coverage using Artificial Intelligence. - Jean Marie Tshimula; D'Jeff K. Nkashama; Patrick Owusu; Marc Frappier; Pierre-Martin Tardif; Froduald Kabanza; Armelle Brun; Jean-Marc Patenaude; Shengrui Wang; Belkacem Chikhaoui (CoRR, 2023)

Dependency modelling in co-evolving time series. (Modélisation de dépendances dans des séries temporelles co-évolutives). - Patrick Owusu (2024)