| Deep splitting method for parabolic PDEs C Beck, S Becker, P Cheridito, A Jentzen, A Neufeld SIAM Journal on Scientific Computing 43 (5), A3135-A3154, 2021 | 182 | 2021 |
| Forecasting directional movements of stock prices for intraday trading using LSTM and random forests P Ghosh, A Neufeld, JK Sahoo Finance Research Letters 46, 102280, 2022 | 177 | 2022 |
| Superreplication under volatility uncertainty for measurable claims A Neufeld, M Nutz Electronic Journal of Probability 18 (48), 1-14, 2013 | 116 | 2013 |
| Nonlinear Lévy processes and their characteristics A Neufeld, M Nutz Transactions of the American Mathematical Society 369 (1), 69-95, 2017 | 106 | 2017 |
| Robust utility maximization with Lévy processes A Neufeld, M Nutz Mathematical Finance 28 (1), 82-105, 2018 | 86 | 2018 |
| Measurability of semimartingale characteristics with respect to the probability law A Neufeld, M Nutz Stochastic Processes and their Applications 124 (11), 3819-3845, 2014 | 66 | 2014 |
| Strong error analysis for stochastic gradient descent optimization algorithms A Jentzen, B Kuckuck, A Neufeld, P von Wurstemberger IMA Journal of Numerical Analysis 41 (1), 455-492, 2021 | 62 | 2021 |
| Affine processes under parameter uncertainty T Fadina, A Neufeld, T Schmidt Probability, uncertainty and quantitative risk 4, 1-35, 2019 | 36 | 2019 |
| Robust utility maximization in discrete-time markets with friction A Neufeld, M Sikic SIAM Journal on Control and Optimization 56 (3), 1912-1937, 2018 | 31 | 2018 |
| Pathwise superhedging on prediction sets D Bartl, M Kupper, A Neufeld Finance and Stochastics 24 (1), 215-248, 2020 | 26 | 2020 |
| Deep learning based numerical approximation algorithms for stochastic partial differential equations and high-dimensional nonlinear filtering problems C Beck, S Becker, P Cheridito, A Jentzen, A Neufeld arXiv preprint arXiv:2012.01194, 2020 | 25 | 2020 |
| Nonlocal Bertrand and Cournot Mean Field Games with General Nonlinear Demand Schedule P Jameson Graber, V Ignazio, A Neufeld Journal de Mathématiques Pures et Appliquées 148, 150-198, 2021 | 22 | 2021 |
| Non-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function DY Lim, A Neufeld, S Sabanis, Y Zhang IMA Journal of Numerical Analysis, 2023 | 21 | 2023 |
| Super‐replication in fully incomplete markets Y Dolinsky, A Neufeld Mathematical Finance 28 (2), 483-515, 2018 | 21 | 2018 |
| Robust Q-learning algorithm for Markov decision processes under Wasserstein uncertainty A Neufeld, J Sester Automatica 168, 111825, 2024 | 19 | 2024 |
| Duality theory for robust utility maximisation D Bartl, M Kupper, A Neufeld Finance and Stochastics 25 (3), 469-503, 2021 | 18 | 2021 |
| Model-free bounds for multi-asset options using option-implied information and their exact computation A Neufeld, A Papapantoleon, Q Xiang Management Science 69 (4), 2051-2068, 2023 | 16 | 2023 |
| Multilevel Picard approximation algorithm for semilinear partial integro-differential equations and its complexity analysis A Neufeld, S Wu arXiv preprint arXiv:2205.09639, 2022 | 16 | 2022 |
| Compactness criterion for semimartingale laws and semimartingale optimal transport C Liu, A Neufeld Transactions of the American Mathematical Society 372 (1), 187-231, 2019 | 16 | 2019 |
| A deep learning approach to data-driven model-free pricing and to martingale optimal transport A Neufeld, J Sester IEEE Transactions on Information Theory 69 (5), 3172-3189, 2023 | 14 | 2023 |
