- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow
- Moment-Free Estimation of Sharpe Ratios
- Directed Weighted Clustering Coefficient
- Information Filtering tool: PMFG
- Information Filtering tool: TMFG
- New clustering method: DBHT
- Generalized Hurst exponent
- Weighted Generalised Hurst exponent
- LoGo-Computes sparse inverse covariance