Inferring Dealer Networks in the Foreign Exchange Market Using Conditional Transfer Entropy: Analysis of a Central Bank Announcement - Aleksander Janczewski; Ioannis Anagnostou; Drona Kandhai (Entropy, 2024)

Network characteristics of financial networks - M. Boersma; S. Sourabh; L. A. Hoogduin; Drona Kandhai (CoRR, 2023)

Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory - Ioannis Anagnostou; Sumit Sourabh; Drona Kandhai (Complex., 2018)

Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural Networks - Georgios Moysiadis; Ioannis Anagnostou; Drona Kandhai (ECML PKDD 2018 Workshops - MIDAS 2018 and PAP 2018, Dublin, Ireland, September 10-14, 2018, Proceedings, 2018)

Understanding Complex Dynamics in derivatives Finance: Why do Options Markets Smile? - G. Qiu; Drona Kandhai; Neil F. Johnson; Peter M. A. Sloot (Adv. Complex Syst., 2012)

Modeling options markets by focusing on active tradersr - G. Qiu; Drona Kandhai; Peter M. A. Sloot (Proceedings of the International Conference on Computational Science, ICCS 2010, University of Amsterdam, The Netherlands, May 31 - June 2, 2010, 2010)

Lattice BGK simulations of flow in a symmetric bifurcation - Abdel Monim Artoli; Drona Kandhai; Huub C. J. Hoefsloot; Alfons G. Hoekstra; Peter M. A. Sloot (Future Gener. Comput. Syst., 2004)

Lattice Boltzmann, a Robust and Accurate Solver for Interactive Computational Hemodynamics - Abdel Monim Artoli; Drona Kandhai; Huub C. J. Hoefsloot; Alfons G. Hoekstra; Peter M. A. Sloot (Computational Science - ICCS 2003, International Conference, Melbourne, Australia and St. Petersburg, Russia, June 2-4, 2003. Proceedings, Part I, 2003)

Iterative momentum relaxation for fast lattice-Boltzmann simulations - Drona Kandhai; Antti Koponen; Alfons G. Hoekstra; Peter M. A. Sloot (Future Gener. Comput. Syst., 2001)

The Distributed ASCI Supercomputer Project - Henri E. Bal; Raoul Bhoedjang; Rutger F. H. Hofman; Ceriel J. H. Jacobs; Thilo Kielmann; Jason Maassen; Rob van Nieuwpoort; John Romain; Luc Renambot; Tim Rühl; Ronald Veldema; Kees Verstoep; et al. (ACM SIGOPS Oper. Syst. Rev., 2000)

Iterative Momentum Relaxation for Fast Lattice-Boltzmann Simulations - Drona Kandhai; Antti Koponen; Alfons G. Hoekstra; Peter M. A. Sloot (High-Performance Computing and Networking, 7th International Conference, HPCN Europe 1999, Amsterdam, The Netherlands, April 12-14, 1999, Proceedings, 1999)

Parallel Latice-Boltzmann Simulation of Fluid Flow in Centrifugal Elutriation Chambers - Drona Kandhai; David Dubbeldam; Alfons G. Hoekstra; Peter M. A. Sloot (High-Performance Computing and Networking, International Conference and Exhibition, HPCN Europe 1998, Amsterdam, The Netherlands, April 21-23, 1998, Proceedings, 1998)

Constrained Migration of an Atmospheric Circulation Model - Drona Kandhai; Peter M. A. Sloot; J. P. Huot (High-Performance Computing and Networking, International Conference and Exhibition, HPCN Europe 1996, Brussels, Belgium, April 15-19, 1996, Proceedings, 1996)