A Variable-Order Regime Switching Model to Identify Significant Patterns in Financial Markets. - Philippe Chatigny; Rongbo Chen; Jean-Marc Patenaude; Shengrui Wang (ICDM, 2018)

Financial Time Series Representation Learning. - Philippe Chatigny; Jean-Marc Patenaude; Shengrui Wang (CoRR, 2020)

Neural forecasting at scale. - Philippe Chatigny; Shengrui Wang; Jean-Marc Patenaude; Boris N. Oreshkin (CoRR, 2021)

Spatiotemporal adaptive neural network for long-term forecasting of financial time series. - Philippe Chatigny; Jean-Marc Patenaude; Shengrui Wang (Int. J. Approx. Reason., 2021)

Learning the Efficient Frontier. - Philippe Chatigny; Ivan Sergienko; Ryan Ferguson; Jordan Weir; Maxime Bergeron (NeurIPS, 2023)