| 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 | 233 | 2022 |
| 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 | 224 | 2021 |
| Superreplication under volatility uncertainty for measurable claims A Neufeld, M Nutz Electronic Journal of Probability 18 (48), 1-14, 2013 | 121 | 2013 |
| Nonlinear Lévy processes and their characteristics A Neufeld, M Nutz Transactions of the American Mathematical Society 369 (1), 69-95, 2017 | 119 | 2017 |
| Robust utility maximization with Lévy processes A Neufeld, M Nutz Mathematical Finance 28 (1), 82-105, 2018 | 96 | 2018 |
| 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 | 80 | 2021 |
| Measurability of semimartingale characteristics with respect to the probability law A Neufeld, M Nutz Stochastic Processes and their Applications 124 (11), 3819-3845, 2014 | 73 | 2014 |
| Affine processes under parameter uncertainty T Fadina, A Neufeld, T Schmidt Probability, uncertainty and quantitative risk 4 (1), 5, 2019 | 44 | 2019 |
| Robust Q-learning algorithm for Markov decision processes under Wasserstein uncertainty A Neufeld, J Sester Automatica 168, 111825, 2024 | 34 | 2024 |
| Robust utility maximization in discrete-time markets with friction A Neufeld, M Sikic SIAM Journal on Control and Optimization 56 (3), 1912-1937, 2018 | 32 | 2018 |
| 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 | 30 | 2020 |
| 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 | 27 | 2023 |
| Pathwise superhedging on prediction sets D Bartl, M Kupper, A Neufeld Finance and Stochastics 24 (1), 215-248, 2020 | 27 | 2020 |
| Non-asymptotic convergence bounds for modified tamed unadjusted Langevin algorithm in non-convex setting A Neufeld, MCE Ng, Y Zhang Journal of Mathematical Analysis and Applications, 128892, 2024 | 26 | 2024 |
| 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 | 26 | 2021 |
| Super‐replication in fully incomplete markets Y Dolinsky, A Neufeld Mathematical Finance 28 (2), 483-515, 2018 | 24 | 2018 |
| Universal approximation property of Banach space-valued random feature models including random neural networks A Neufeld, P Schmocker arXiv preprint arXiv:2312.08410v3, 2024 | 23* | 2024 |
| Duality theory for robust utility maximisation D Bartl, M Kupper, A Neufeld Finance and Stochastics 25 (3), 469-503, 2021 | 23 | 2021 |
| Multilevel Picard approximation algorithm for semilinear partial integro-differential equations and its complexity analysis A Neufeld, S Wu Stochastics and Partial Differential Equations: Analysis and Computations, 1-59, 2025 | 21 | 2025 |
| 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 | 20 | 2023 |
