Eyal Neuman

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Trading with the crowd	2024-01-31	Paper
Closed‐loop Nash competition for liquidity	2024-01-31	Paper
The effective radius of self repelling elastic manifolds	2024-01-19	Paper
Protecting pegged currency markets from speculative investors	2023-09-28	Paper
The radius of a self-repelling star polymer	2023-06-02	Paper
Statistical Learning with Sublinear Regret of Propagator Models	2023-01-12	Paper
Scaling properties of a moving polymer	2022-12-20	Paper
Optimal Liquidation with Signals: the General Propagator Case	2022-11-01	Paper
The multiplicative chaos of \(H=0\) fractional Brownian fields	2022-09-05	Paper
Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact	2022-05-31	Paper
Price impact on term structure	2022-04-05	Paper
Self-Repelling Elastic Manifolds with Low Dimensional Range	2022-02-28	Paper
Monte Carlo for Estimating Exponential Convolution	2021-11-19	Paper
On the maximal displacement of near-critical branching random walks	2021-06-11	Paper
A central bank strategy for defending a currency peg	2021-01-06	Paper
Hitting probabilities of a Brownian flow with radial drift	2020-05-13	Paper
An improved uniqueness result for a system of stochastic differential equations related to the stochastic wave equation	2019-09-12	Paper
Incorporating signals into optimal trading	2019-04-24	Paper
Pathwise uniqueness of the stochastic heat equation with spatially inhomogeneous white noise	2018-11-08	Paper
Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint	2018-10-24	Paper
On uniqueness and blowup properties for a class of second order SDEs	2017-10-25	Paper
On the maximal displacement of subcritical branching random walks	2017-04-28	Paper
Optimal portfolio liquidation in target zone models and catalytic superprocesses	2016-05-23	Paper
Sample path properties of Volterra processes	2016-03-04	Paper
Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients	2015-08-19	Paper
The multifractal nature of Volterra-Lévy processes	2014-09-02	Paper
The Mercer-Young Theorem for Matrix-Valued Kernels on Separable Metric Spaces	N/A	Paper

Research outcomes over time

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