A hybrid neural network approach to the pricing of options. - Christopher Boek; Paul Lajbcygier; Marimuthu Palaniswami; Andrew Flitman (ICNN, 1995)

Improved Option Pricing Using Artificial Neural Networks and Bootstrap Methods. - Paul Lajbcygier; Jerome T. Connor (Int. J. Neural Syst., 1997)

Estimating the number of mutual fund styles using the generalized style classification approach and the GAP statistic. - Paul Lajbcygier; Mei Yong Ong (CIFEr, 2003)

Option Pricing with the Product Constrained Hybrid Neural Network. - Paul Lajbcygier (ICANN, 2003)

Trading Futures with the Largest Equity Drawdown Method. - Paul Lajbcygier; Eugene Lim (IDEAL, 2003)

A Framework For Modeling Financial Instruments Using Object-Oriented Technology. - Paul Lajbcygier; Ke Cong (IASSE, 2004)

Using Visual Exploratory Data Analysis to Find Bias in Option Pricing Models. - Paul Lajbcygier (IV, 2004)

Improving option pricing with the product constrained hybrid neural network. - Paul Lajbcygier (IEEE Trans. Neural Networks, 2004)

Comparing Conventional and Non-Parametric Option Pricing. - Paul Lajbcygier (Encyclopedia of Information Science and Technology (I), 2005)

Improving Co-integration Trading Rule Profitability with Forecasts from an Artificial Neural Network. - Paul Lajbcygier; Seng Lee (IEC (Prague), 2005)