Sparse modeling of volatile financial time series via low-dimensional patterns over learned dictionaries. - George Tzagkarakis; Juliana Caicedo-Llano; Thomas Dionysopoulos (Algorithmic Finance, 2015)

S&P500 Forecasting and trading using convolution analysis of major asset classes. - Panagiotis Papaioannou; Thomas Dionysopoulos; Lucia Russo; Francesco Giannino; Dietmar Janetzko; Constantinos I. Siettos (EUSPN/ICTH, 2017)

Nonparametric Adaptive Value-at-Risk Quantification Based on the Multiscale Energy Distribution of Asset Returns. - George Tzagkarakis; Frantz Maurer; Thomas Dionysopoulos (EUSIPCO, 2020)