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Neufeld, Ariel
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1

Rectified deep neural networks overcome the curse of dimens..:

Neufeld, Ariel ; Nguyen, Tuan Anh
Journal of Mathematical Analysis and Applications.  541 (2025)  1 - p. 128661 , 2025
Link: https://doi.org/10.1016/..
 
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2

Detecting Data-Driven Robust Statistical Arbitrage Strategi..:

Neufeld, Ariel ; Sester, Julian ; Yin, Daiying
SIAM Journal on Financial Mathematics.  15 (2024)  2 - p. 436-472 , 2024
Link: https://doi.org/10.1137/..
 
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3

Robust Q-learning algorithm for Markov decision processes u..:

Neufeld, Ariel ; Sester, Julian
Automatica.  168 (2024)  - p. 111825 , 2024
Link: https://doi.org/10.1016/..
 
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4

Binary spatial random field reconstruction from non-Gaussia..:

Sheng, Shunan ; Xiang, Qikun ; Nevat, Ido.
Journal of the Franklin Institute.  361 (2024)  2 - p. 612-636 , 2024
Link: https://doi.org/10.1016/..
 
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5

Improved robust price bounds for multi-asset derivatives un..:

Ansari, Jonathan ; Lütkebohmert, Eva ; Neufeld, Ariel.
Finance and Stochastics.  , 2024
Link: https://doi.org/10.1007/..
 
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6

Low-Rank Plus Sparse Decomposition of Covariance Matrices U..:

Baes, Michel ; Herrera, Calypso ; Neufeld, Ariel.
IEEE Transactions on Neural Networks and Learning Systems.  34 (2023)  1 - p. 171-185 , 2023
Link: https://doi.org/10.1109/..
 
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7

An efficient Monte Carlo scheme for Zakai equations:

Beck, Christian ; Becker, Sebastian ; Cheridito, Patrick..
Communications in Nonlinear Science and Numerical Simulation.  126 (2023)  - p. 107438 , 2023
Link: https://doi.org/10.1016/..
 
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8

A Bonus-Malus framework for cyber risk insurance and optima..:

Xiang, Qikun ; Neufeld, Ariel ; Peters, Gareth W...
European Actuarial Journal.  14 (2023)  2 - p. 581-621 , 2023
Link: https://doi.org/10.1007/..
 
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9

Markov decision processes under model uncertainty:

Neufeld, Ariel ; Sester, Julian ; Šikić, Mario
Mathematical Finance.  33 (2023)  3 - p. 618-665 , 2023
Link: https://doi.org/10.1111/..
 
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10

Non-asymptotic estimates for TUSLA algorithm for non-convex..:

Lim, Dong-Young ; Neufeld, Ariel ; Sabanis, Sotirios.
IMA Journal of Numerical Analysis.  44 (2023)  3 - p. 1464-1559 , 2023
Link: https://doi.org/10.1093/..
 
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11

A Deep Learning Approach to Data-Driven Model-Free Pricing ..:

Neufeld, Ariel ; Sester, Julian
IEEE Transactions on Information Theory.  69 (2023)  5 - p. 3172-3189 , 2023
Link: https://doi.org/10.1109/..
 
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12

Forecasting directional movements of stock prices for intra..:

Ghosh, Pushpendu ; Neufeld, Ariel ; Sahoo, Jajati Keshari
Finance Research Letters.  46 (2022)  - p. 102280 , 2022
Link: https://doi.org/10.1016/..
 
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13

Deep Splitting Method for Parabolic PDEs:

Beck, Christian ; Becker, Sebastian ; Cheridito, Patrick..
SIAM Journal on Scientific Computing.  43 (2021)  5 - p. A3135-A3154 , 2021
Link: https://doi.org/10.1137/..
 
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14

Nonlocal Bertrand and Cournot mean field games with general..:

Jameson Graber, P. ; Ignazio, Vincenzo ; Neufeld, Ariel
Journal de Mathématiques Pures et Appliquées.  148 (2021)  - p. 150-198 , 2021
Link: https://doi.org/10.1016/..
 
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15

On the stability of the martingale optimal transport proble..:

Neufeld, Ariel ; Sester, Julian
Statistics & Probability Letters.  176 (2021)  - p. 109131 , 2021
Link: https://doi.org/10.1016/..
 
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