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Ariel Neufeld · Study
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Author
Ariel Neufeld
5 works
· latest 2022
· 2 institutions
cluster: provisional
ORCID 0000-0001-5500-5245
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Citations
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Most cited in this library
Forecasting directional movements of stock prices for intraday trading using LSTM and random forests
2022 · 187 citations
Superreplication under volatility uncertainty for measurable claims
2013 · 101 citations
Nonlinear Lévy processes and their characteristics
2015 · 77 citations
Measurability of semimartingale characteristics with respect to the probability law
2014 · 59 citations
Affine processes under parameter uncertainty
2019 · 35 citations
Works
5 shown
Forecasting directional movements of stock prices for intraday trading using LSTM and random forests
DR-NTU (Nanyang Technological University)
·
2022
·
3 authors
187
citations
Affine processes under parameter uncertainty
Probability Uncertainty and Quantitative Risk
·
2019
·
3 authors
·
Open access
35
citations
Nonlinear Lévy processes and their characteristics
Transactions of the American Mathematical Society
·
2015
·
2 authors
77
citations
Measurability of semimartingale characteristics with respect to the probability law
Stochastic Processes and their Applications
·
2014
·
2 authors
·
Open access
59
citations
Superreplication under volatility uncertainty for measurable claims
Electronic Journal of Probability
·
2013
·
2 authors
·
Open access
101
citations