Nonparametric testing for serial independence using the NRL statistic. - Witold Orzeszko (Commun. Stat. Simul. Comput., 2017)

Covariance matrix forecasting using support vector regression. - Piotr Fiszeder; Witold Orzeszko (Appl. Intell., 2021)

Forecasting cryptocurrencies volatility using statistical and machine learning methods: A comparative study. - Grzegorz Dudek; Piotr Fiszeder; Pawel Kobus; Witold Orzeszko (Appl. Soft Comput., 2024)