| Price jump prediction in limit order book B Zheng, E Moulines, F Abergel arXiv preprint arXiv:1204.1381, 2012 | 57 | 2012 |
| Modelling bid and ask prices using constrained Hawkes processes: Ergodicity and scaling limit B Zheng, F Roueff, F Abergel SIAM Journal on Financial Mathematics 5 (1), 99-136, 2014 | 46 | 2014 |
| Mathematical recommendations to fight against COVID-19 C Gu, W Jiang, T Zhao, B Zheng Available at SSRN 3551006, 2020 | 41 | 2020 |
| A primer on alternative risk premia R Hamdan, F Pavlowsky, T Roncalli, B Zheng Available at SSRN 2766850, 2016 | 34 | 2016 |
| Ergodicity and scaling limit of a constrained multivariate Hawkes process B Zheng, F Roueff, F Abergel arXiv preprint arXiv:1301.5007, 2013 | 14 | 2013 |
| Measuring the liquidity of ETFs: An application to the european market T Roncalli, B Zheng SSRN, 2019 | 11 | 2019 |
| Integration of ESG in asset allocation B Bruder, Y Cheikh, F Deixonne, B Zheng Available at SSRN 3473874, 2019 | 10 | 2019 |
| Integration of macroeconomic data into multi-asset allocation with machine learning techniques A Abouseir, A Le Manach, M El Mennaoui, B Zheng Available at SSRN 3586040, 2020 | 2 | 2020 |
| Mathematical recommendations to fight against covid-19 GU Chenlin, W Jiang, T Zhao, B Zheng Available at SSRN, 2020 | | 2020 |
| Application of Spread constrained Limit Order Book Hawkes Process to financial high frequency data modelling B Zheng, F Roueff, F Abergel HAL Post-Print, 2012 | | 2012 |
| Price jump detection in limit order book B Zheng, E Moulines, F Abergel HAL Working Papers, 2012 | | 2012 |
