Eyal Neuman

According to our database, Eyal Neuman authored at least 6 papers between 2015 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Statistical Learning with Sublinear Regret of Propagator Models.

Eyal Neuman, Yufei Zhang

CoRR, 2023

2022

Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact.

Eyal Neuman, Moritz Voß

SIAM J. Financial Math., 2022

2020

A central bank strategy for defending a currency peg.

Eyal Neuman, Alexander Schied, Chengguo Weng, Xiaole Xue

Syst. Control. Lett., 2020

2019

Incorporating signals into optimal trading.

Charles-Albert Lehalle, Eyal Neuman

Finance Stochastics, 2019

2016

Optimal portfolio liquidation in target zone models and catalytic superprocesses.

Eyal Neuman, Alexander Schied

Finance Stochastics, 2016

2015

Monte Carlo for Estimating Exponential Convolution.

Ilya B. Gertsbakh, Eyal Neuman, Radislav Vaisman

Commun. Stat. Simul. Comput., 2015