Ioannis Anagnostou, Sumit Sourabh, Drona Kandhai (2018), “Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory”, Complexity

Emmert-Streib, F., A. Musa, K. Baltakys, J. Kanniainen, S. Tripathi, O Yli-Harja, H. Jodlbauer and M. Dehmer, “Computational Analysis of the structural properties of Economic and Financial Networks”, to appear in Journal of Network Theory in Finance

A. Ntakaris, M.  Magris, J. Kanniainen, M. Gabbouj, A. Iosifidis (2018), “Benchmark Dataset for Mid-Price Prediction of Limit Order Book Data”, to appear in Journal of Forecasting

Baltakys, K., J.  Kanniainen, F.  Emmert-Streib, (2018), “Multilayer Aggregation with Statistical Validation: Application to Investor Networks”, to appear in Scientific Reports (Nature Publishing Group)

Siikanen, M. K.  Baltakys, R. Vatrapu, R. Mukkamala, A. Hussain, J. Kanniainen (2017), “Facebook drives behavior of passive households in stock markets”, to appear in Finance Research Letters

Baltakys, K., M. Baltakiene, H. Kärkkäinen, J. Kanniainen (2018), “Neighbors Matter: Geographical Distance and Trade Timing in the Stock Market”, SSRN Working Paper

Miha Torkar, Dunja Mladenic (2017), Impact of News Events on the Financial Markets

Martin Magris, Perttu Barholm, Juho Kanniainen (2017), Implied volatility smile dynamics in the presence of jumps

Giorgio Mirone (2017), Inference from the futures: ranking the noise cancelling accuracy of realized measures

Martin Magris, Jiyeong Kim, Esa Rasanen, Juho Kanniainen (2017), Long-range Auto-correlations in Limit Order Book Markets: Inter- and Cross-event Analysis

Dat Thanh Tran, Martin Magris, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis (2017), Tensor Representation in High-Frequency Financial Data for Price Change Prediction