Eyal Neuman

Publication Activity (10 Years)

Years Active: 2015-2023
Publications (10 Years): 5

Top Topics

Statistical Learning

Signal Dependent

Monte Carlo Methods

Top Venues

Finance Stochastics

Syst. Control. Lett.

SIAM J. Financial Math.

Publications

Eyal Neuman, Yufei Zhang
Statistical Learning with Sublinear Regret of Propagator Models. CoRR (2023)
Eyal Neuman, Moritz Voß
Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact. SIAM J. Financial Math. 13 (2) (2022)
Eyal Neuman, Alexander Schied, Chengguo Weng, Xiaole Xue
A central bank strategy for defending a currency peg. Syst. Control. Lett. 144 (2020)
Charles-Albert Lehalle, Eyal Neuman
Incorporating signals into optimal trading. Finance Stochastics 23 (2) (2019)
Eyal Neuman, Alexander Schied
Optimal portfolio liquidation in target zone models and catalytic superprocesses. Finance Stochastics 20 (2) (2016)
Ilya B. Gertsbakh, Eyal Neuman, Radislav Vaisman
Monte Carlo for Estimating Exponential Convolution. Commun. Stat. Simul. Comput. 44 (10) (2015)