Modelling stock return sensitivities to economic factors with the Kalman filter and neural networks. - Yves Bentz; Laurence Boone; Jerome Connor (CIFEr, 1996)

Financial time series modelling with discounted least squares backpropagation. - Apostolos-Paul Nicholas Refenes; Yves Bentz; Derek W. Bunn; A. Neil Burgess; Achilleas Zapranis (Neurocomputing, 1997)

Neural networks in financial engineering: a study in methodology. - Apostolos-Paul Nicholas Refenes; A. Neil Burgess; Yves Bentz (IEEE Trans. Neural Networks, 1997)