Few selected publications listed below:

• Paper: Cryptocurrency sectorisation through clustering and webscraping: Application to Systematic Trading download
• Thesis: Data-Driven Models & Mathematical Finance: Opposition or Apposition? download
• Presentation: A Bottom-up Approach to the Financial Markets:  Agent-Based Quantitative Algorithmic Strategies: Ecosystem, Dynamics & Detection download
• Paper: A Bottom-up Approach to the Financial Markets:  Agent-Based Quantitative Algorithmic Strategies: Ecosystem, Dynamics & Detection download
• Paper: Machine Learning Techniques for Deciphering Implied Volatility Surface Data in a Hostile Environment: Scenario Based Particle Filter, Risk Factor Decomposition & Arbitrage Constraint Sampling download

• Paper: Introducing the Implied Volatility Surface Parametrization (IVP): Application to the FX Market download
• Paper: Portfolio Optimization in the Context of Cointelated Pairs: Stochastic Differential Equation vs. Machine Learning Approach download
• Paper: Deciphering Price Formation in the High Frequency Domain: Systems & Evolutionary Dynamics as keys for construction of the High Frequency Trading Ecosystem download
• Paper: Convergence of Heston to SVI Proposed Extensions: Rational & Conjecture for the Convergence of Extended Heston to the Implied Volatility surface Parametrization download
• Paper: A Proposed Risk Modeling Shift from the Approach of Stochastic Differential Equation towards Machine Learning Clustering: Illustration with the concepts of Anticipative & Responsible VaR download
• Paper: Introducing the HFTE Model: A Multi-Species Predator-Prey Ecosystem for High-Frequency Quantitative Financial Strategies (Presentation) download
• CQF presentation: Introducing the Implied Volatility surface Parameterization (IVP): Application to Options Statistical Arbitrage & Risk Management download
•  Paper: De-Arbitraging with a Weak Smile: Application to Skew Risk download
• Paper: The Non-Misleading Value of Inferred Correlation: An Introduction to the Cointelation Model download
• Paper: The Misleading Value of Measured Correlation download