On measuring nonlinear risk with scarce observations. - Alexander S. Cherny; Raphael Douady; Stanislav Molchanov (Finance Stochastics, 2010)

Hedge Fund Portfolio Construction Using PolyModel Theory and iTransformer. - Siqiao Zhao; Zhikang Dong; Zeyu Cao; Raphael Douady (CoRR, 2024)

Geometry of Long-Tailed Representation Learning: Rebalancing Features for Skewed Distributions. - Lingjie Yi; Jiachen Yao; Weimin Lyu; Haibin Ling; Raphael Douady; Chao Chen 012 (ICLR, 2025)