- Dynamical agents' strategies and the fractal market hypothesis2005 | Faculty of Social Sciences
- Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity2012 | Faculty of Social Sciences
- Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence2013 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Multifractal approaches in econometrics and fractal-inspired robust regression2021 | Faculty of Mathematics and Physics
- Heterogeneous agents model with the worst out algorithm2007 | Faculty of Social Sciences, Faculty of Mathematics and Physics