Sony Computer Science Laboratories

Most-cited works

1. 26514 Generalized delay BSDE driven by fractional Brownian motion20240 citations
2. 34518 Financial modelling and optimal control for stochastic cashew dynamics20260 citations
3. 855 Analyzing African gold markets: correlations with global assets and sentiment-driven dynamics20260 citations
4. 46324 Statistical modeling and application for strategic malaria control in the city of Yaounde, Cameroon20260 citations
5. 1799 Structured financial products: a comprehensive analysis of mechanics, regulation, and risk management20260 citations
6. 976 Is GARCH(1,1)\text{GARCH}(1,1) enough to model the volatility of exchange rates?20260 citations
7. 44523 Statistical analysis of risks and interest rates in stock markets20260 citations
8. 37520 Deep learning approach for stock price prediction and portfolio optimization20260 citations
9. 36119 Deep learning-based approach for stock price prediction20260 citations
10. 593 Valuation of financial assets with a jump diffusion process and stochastic volatility under exponential parameters20260 citations