Ariel Neufeld
Nanyang Technological University
H-index: 14
Asia-Singapore
Top articles of Ariel Neufeld
Non-concave distributionally robust stochastic control in a discrete time finite horizon setting
arXiv preprint arXiv:2404.05230
2024/4/8
Ariel Neufeld
H-Index: 10
Julian Sester
H-Index: 3
Numerical method for nonlinear Kolmogorov PDEs via sensitivity analysis
arXiv preprint arXiv:2403.11910
2024/3/18
Ariel Neufeld
H-Index: 10
Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems
arXiv preprint arXiv:2403.09532
2024/3/14
Rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of gradient-dependent semilinear heat equations
Analysis and Applications
2020/11/23
Binary spatial random field reconstruction from non-Gaussian inhomogeneous time-series observations
Journal of the Franklin Institute
2024/1/1
Shunan Sheng
H-Index: 1
Ariel Neufeld
H-Index: 10
Non-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function
IMA Journal of Numerical Analysis
2023/6/10
A deep learning approach to data-driven model-free pricing and to martingale optimal transport
IEEE Transactions on Information Theory
2023
Ariel Neufeld
H-Index: 10
Julian Sester
H-Index: 3
Low-rank plus sparse decomposition of covariance matrices using neural network parametrization
IEEE Transactions on Neural Networks and Learning Systems
2023
Ariel Neufeld
H-Index: 10
Universal Approximation Property of Random Neural Networks
arXiv preprint arXiv:2312.08410
2023/12/13
Ariel Neufeld
H-Index: 10
Philipp Schmocker
H-Index: 1
Multilevel Picard approximations overcome the curse of dimensionality in the numerical approximation of general semilinear PDEs with gradient-dependent nonlinearities
arXiv preprint arXiv:2311.11579
2023/11/20
Ariel Neufeld
H-Index: 10
Tuan Anh Nguyen
H-Index: 13
Sensitivity of robust optimization problems under drift and volatility uncertainty
arXiv preprint arXiv:2311.11248
2023/11/19
Ariel Neufeld
H-Index: 10
A bonus-malus framework for cyber risk insurance and optimal cybersecurity provisioning
European Actuarial Journal
2023/11/8
Ariel Neufeld
H-Index: 10
Anwitaman Datta
H-Index: 21
An efficient Monte Carlo scheme for Zakai equations
Communications in Nonlinear Science and Numerical Simulation
2023/11/1
Christian Beck
H-Index: 24
Sebastian Becker
H-Index: 3
Arnulf Jentzen
H-Index: 33
Ariel Neufeld
H-Index: 10
Deep ReLU neural networks overcome the curse of dimensionality when approximating semilinear partial integro-differential equations
Analysis and Applications
2023/1/28
Multilevel Picard algorithm for general semilinear parabolic PDEs with gradient-dependent nonlinearities
arXiv preprint arXiv:2310.12545
2023/10/19
Ariel Neufeld
H-Index: 10
Bounding the Difference between the Values of Robust and Non-Robust Markov Decision Problems
arXiv preprint arXiv:2308.05520
2023/8/10
Ariel Neufeld
H-Index: 10
Julian Sester
H-Index: 3
Feasible approximation of matching equilibria for large-scale matching for teams problems
arXiv preprint arXiv:2308.03550
2023/8/7
Ariel Neufeld
H-Index: 10
Neural networks can detect model-free static arbitrage strategies
arXiv preprint arXiv:2306.16422
2023/6/19
Ariel Neufeld
H-Index: 10
Julian Sester
H-Index: 3
Model-free bounds for multi-asset options using option-implied information and their exact computation
Management Science
2023/4
Ariel Neufeld
H-Index: 10
Antonis Papapantoleon
H-Index: 13
Quantum Monte Carlo algorithm for solving Black-Scholes PDEs for high-dimensional option pricing in finance and its proof of overcoming the curse of dimensionality
arXiv preprint arXiv:2301.09241
2023/1/23
Yongming Li
H-Index: 11
Ariel Neufeld
H-Index: 10
