Generalized Extreme Value Distribution parameters as Dynamical indicators of stability. - Davide Faranda; Valerio Lucarini; Giorgio Turchetti; Sandro Vaienti (Int. J. Bifurc. Chaos, 2012)

Early warnings indicators of financial crises via auto regressive moving average models. - Davide Faranda; Flavio Maria Emanuele Pons; Eugenio Giachino; Sandro Vaienti; Bérengère Dubrulle (Commun. Nonlinear Sci. Numer. Simul., 2015)

Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks. - Fabrizio Lillo; Giulia Livieri; Stefano Marmi; Anton Solomko; Sandro Vaienti (SIAM J. Financial Math., 2023)