| Measuring market efficiency: The Shannon entropy of high-frequency financial time series A Shternshis, P Mazzarisi, S Marmi Chaos, solitons & fractals 162, 112403, 2022 | 49 | 2022 |
| Efficiency of the Moscow stock exchange before 2022 A Shternshis, P Mazzarisi, S Marmi Entropy 24 (9), 1184, 2022 | 10 | 2022 |
| Variance of entropy for testing time-varying regimes with an application to meme stocks A Shternshis, P Mazzarisi Decisions in Economics and Finance 47 (1), 215-258, 2024 | 6 | 2024 |
| Variational Autoencoders for Efficient Simulation-Based Inference M Nautiyal, A Shternshis, A Hellander, P Singh arXiv preprint arXiv:2411.14511, 2024 | 2 | 2024 |
| Price predictability at ultra-high frequency: Entropy-based randomness test A Shternshis, S Marmi Communications in Nonlinear Science and Numerical Simulation 141, 108469, 2025 | 1 | 2025 |
| Predicting allergy and postpartum depression from an incomplete compositional microbiome A Shternshis, B Tong, A Skalkidou, C Wählby, D Zachariah, LW Hugerth, ... BMC genomics, 2025 | | 2025 |
| Emergence of Randomness in Temporally Aggregated Financial Tick Sequences S Onofri, A Shternshis, S Marmi arXiv preprint arXiv:2511.17479, 2025 | | 2025 |
| Accelerating Simulation-Based Inference with Variational Autoencoders M Nautiyal, A Shternshis, A Hellander, P Singh 2025 International Joint Conference on Neural Networks (IJCNN), 1-10, 2025 | | 2025 |
| Shannon entropy and high frequency financial time series A Shternshis Scuola Normale Superiore, 2023 | | 2023 |
