| Quantifying endogeneity of cryptocurrency markets M Mark, J Sila, TA Weber The European Journal of Finance, 1-16, 2020 | 19 | 2020 |
| The minimization of public facilities with enhanced genetic algorithms using war elimination P Seda, M Mark, KW Su, M Seda, J Hosek, JS Leu Ieee Access 7, 9395-9405, 2019 | 10 | 2019 |
| Robust identification of controlled Hawkes processes M Mark, TA Weber Physical Review E 101 (4), 043305, 2020 | 7 | 2020 |
| Optimal recovery of unsecured debt via interpretable reinforcement learning M Mark, N Chehrazi, H Liu, TA Weber Machine Learning with Applications 8, 100280, 2022 | 5 | 2022 |
| Cornish-Fisher Downside Risk: Estimation, Decomposition, and Backtesting M Mark, B Vaucher Decomposition, and Backtesting (February 01, 2023), 2023 | | 2023 |
| Self-Exciting Point Processes: Identification and Control M Mark EPFL, 2022 | | 2022 |
Thomas A. WeberProfessor of Operations, Economics and Strategy, EPFLAdresse e-mail validée de epfl.ch
