Regular biography
Ariel Neufeld is an Associate Professor at Nanyang Technological University, School of Physical and Mathematical Sciences, Department of Mathematics. His research interests include Machine Learning Algorithms in Finance and Insurance; Model Uncertainty in Financial Markets; Annuity Contract Theory; Financial & Insurance Mathematics; and Stochastic Analysis & Stochastic Optimal Control. He holds a PhD from ETH Zurich and is affiliated with the university's mathematics department. His profile can be accessed through the provided website.
Scholar-generated biography
Ariel Neufeld is a Tenured Associate Professor in Mathematics at NTU Singapore, specializing in Financial Mathematics, Machine Learning, Stochastic Control, and Stochastic Optimization. His research focuses on developing advanced mathematical frameworks for financial modeling, risk management, and algorithmic trading. He explores the intersection of stochastic processes, optimization, and machine learning to address challenges in financial markets, including robust utility maximization, superreplication under uncertainty, and deep learning-based numerical methods for stochastic partial differential equations. His work also includes contributions to non-asymptotic convergence analysis and robust Q-learning algorithms for Markov decision processes.