Beating the S&P 500 index - A successful neural network approach. - Mininder Sethi; Philip C. Treleaven; Sebastian Del Bano Rollin (IJCNN, 2014)

Full and fast calibration of the Heston stochastic volatility model. - Yiran Cui; Sebastian Del Bano Rollin; Guido Germano 001 (Eur. J. Oper. Res., 2017)