ADM-CLE approach for detecting slow variables in continuous time Markov chains and dynamic data
 Cucuringu, M Erban, R (07 Apr 2015)
Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets
 Albers, J Cucuringu, M Howison, S Shestopaloff, A (22 Aug 2021) doi:10.48550/arxiv.2108.09750
Volatility forecasting with machine learning and intraday commonality
 Zhang, C Zhang, Y Cucuringu, M Qian, Z (08 Feb 2022) doi:10.48550/arxiv.2202.08962
Option Volume Imbalance as a predictor for equity market returns
 Michael, N Cucuringu, M Howison, S (23 Jan 2022) doi:10.48550/arxiv.2201.09319
Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets
 Lu, Y Reinert, G Cucuringu, M (18 Feb 2023) doi:10.48550/arxiv.2302.09382
Correlation Matrix Clustering for Statistical Arbitrage Portfolios
 Cartea, Á Cucuringu, M Jin, Q doi:10.2139/ssrn.4560455
Detecting Lead-Lag Relationships in Stock Returns and Portfolio Strategies
 Cartea, Á Cucuringu, M Jin, Q doi:10.2139/ssrn.4599565
The Good, the Bad, and Latency: Exploratory Trading on Bybit and Binance
 Albers, J Cucuringu, M Howison, S Shestopaloff, A doi:10.2139/ssrn.4677989
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