Ariel Neufeld

Nanyang Technological University - Jurong West / Singapore

Engineering & Technology / Computer Science

AD Scientific Index ID: 299059

南洋理工大学

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Nanyang Technological University

Ariel Neufeld's MOST POPULAR ARTICLES

1-) Deep splitting method for parabolic PDEs SIAM Journal on Scientific Computing 43 (5), A3135-A3154, 2021

2-) Forecasting directional movements of stock prices for intraday trading using LSTM and random forests Finance Research Letters 46, 102280, 2022

3-) Superreplication under volatility uncertainty for measurable claims Electronic Journal of Probability 18 (48), 1-14, 2013

4-) Nonlinear Lévy processes and their characteristics Transactions of the American Mathematical Society 369 (1), 69-95, 2017

5-) Robust utility maximization with Lévy processes Mathematical Finance 28 (1), 82-105, 2018

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