"Is Cross-Validation the Best Approach for Principal Component and Ridge Regression?"

Roy E. Welsch. In Proceedings of the 32nd Symposium on the Interface: Computing Science and Statistics, Irving, CA: June 2000.

"Portfolio Analysis Based on Value-at-Risk."

Welsch, Roy E., G. Lemus and A. Samarov. Bulletin of the International Statistical Institute Vol. 52, (1999): 221-222.

"Partial Least Squares (PLS) Models Using Kodak Roll-Coating Data."

Roy E. Welsch, H. Chen and Duane Boning. (Technical Report, Leaders for Manufacturing Program, Massachusetts Institute of Technology, Cambridge, MA).

"Portfolio Optimization Using Non-Gaussian Return Distributions."

Roy E. Welsch. (Technical Report, Finance Research Center, Massachusetts Institute of Technology, Cambridge, MA).

"A New Modeling Methodology Combining Engineering and Statistical Modeling Methods: A Semiconductor Manufacturing Application."

Roy E. Welsch, V. Sharma, Duane Boning, and Stephen Eppinger. (Technical Report, Leaders for Manufacturing Program, Massachusetts Institute of Technology, Cambridge, MA).

"Forecasting Capabilities and Model Diagnostics for Auto-Repressive Conditionally Heteroskedastic Time Series."

Welsch, Roy E., and Henri Jeanscard. CCREMS Working Paper.