Pricing and hedging derivative securities with neural networks: Bayesian regularization, early stopping, and bagging. - Ramazan Gencay; Min Qi (IEEE Trans. Neural Networks, 2001)

Model Risk for European-Style Stock Index Options. - Ramazan Gencay; Rajna Gibson (IEEE Trans. Neural Networks, 2007)

Option Pricing With Modular Neural Networks. - Nikola Gradojevic; Ramazan Gencay; Dragan Kukolj (IEEE Trans. Neural Networks, 2009)

Financial Applications of Nonextensive Entropy [Applications Corner]. - Nikola Gradojevic; Ramazan Gencay (IEEE Signal Process. Mag., 2011)

How Successful Are Wavelets in Detecting Jumps? - Burak Alparslan Eroglu; Ramazan Gencay; Ege Yazgan (Entropy, 2017)

The Tale of Two Financial Crises: An Entropic Perspective. - Ramazan Gencay; Nikola Gradojevic (Entropy, 2017)

Long-run wavelet-based correlation for financial time series. - Thomas Conlon; John Cotter; Ramazan Gencay (Eur. J. Oper. Res., 2018)