| 2024 | PAKDD | FR | Abdallah Aaraba, Shengrui Wang, Jean-Marc Patenaude |
| 2024 | PAKDD | Kernel Representation Learning with Dynamic Regime Discovery for Time Series Forecasting. | Kunpeng Xu, Lifei Chen, Jean-Marc Patenaude, Shengrui Wang |
| 2024 | SDM | RHINE: A Regime-Switching Model with Nonlinear Representation for Discovering and Forecasting Regimes in Financial Markets. | Kunpeng Xu, Lifei Chen, Jean-Marc Patenaude, Shengrui Wang |
| 2023 | ICDM | Rethinking Temporal Dependencies in Multiple Time Series: A Use Case in Financial Data. | Patrick Asante Owusu, Etienne Gael Tajeuna, Jean-Marc Patenaude, Armelle Brun, Shengrui Wang |
| 2022 | COMPSAC | Dynamic Cross-sectional Regime Identification for Financial Market Prediction. | Rongbo Chen, Kunpeng Xu, Jean-Marc Patenaude, Shengrui Wang |
| 2022 | DEXA | Clustering-Based Cross-Sectional Regime Identification for Financial Market Forecasting. | Rongbo Chen, Mingxuan Sun, Kunpeng Xu, Jean-Marc Patenaude, Shengrui Wang |
| 2018 | ICDM | A Variable-Order Regime Switching Model to Identify Significant Patterns in Financial Markets. | Philippe Chatigny, Rongbo Chen, Jean-Marc Patenaude, Shengrui Wang |