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• Louw, J. and Ortega J.-P. [2025] Learning the climate of dynamical systems with state-space systems. Preprint

• Hu, J., Ortega, J.-P., and Yin, D. [2025] A kernel method for the learning of Wasserstein geometric flows. Preprint

• Badescu, A., Elliott, R., Grigoryeva, L., and Ortega, J.-P. [2016] Option pricing and hedging under non-affine autoregressive stochastic volatility models. 

• Grigoryeva, L. and Ortega, J.-P. [2016] Singular ridge regression with homoscedastic residuals: generalization error with estimated parameters. 

• Bauwens, L., Grigoryeva, L., and Ortega, J.-P. [2015] Non-scalar GARCH models: Composite likelihood estimation and empirical model comparisons. 

• Grigoryeva, L., Henriques, J., and Ortega, J.-P. [2015] Quantitative evaluation of the performance of discrete-time reservoir computers in the forecasting, filtering, and reconstruction of  stochastic stationary  signals. Preprint

• Ortega, J.-P., Pullirsch, R., Teichmann, J., and Wergieluk, J. [2009] A new approach for scenario generation in risk management. Preprint