Academic Profile : Faculty

Asst Prof Ariel David Neufeld.jpg picture
Asst Prof Ariel David Neufeld
Nanyang Assistant Professor, School of Physical & Mathematical Sciences - Division of Mathematical Sciences
Ariel Neufeld is a tenure-track Nanyang Assistant Professor at the Division of Mathematical Sciences at the School of Physical and Mathematical Sciences, Nanyang Technological University, Singapore.

He did his Bachelor and Master in mathematics at ETH Zurich where he obtained the Willi Studer Award for the best ETH Zurich master in mathematics.

Then he did his PhD at ETH Zurich and Columbia University in mathematics with emphasize on model uncertainty in financial markets under the supervision of Prof. Martin Schweizer (ETH Zurich) and Prof. Marcel Nutz (Columbia University) where he graduated from ETH Zurich in 2015.

Then he continued as a PostDoc at ETH Zurich in the Department of Mathematics and at the RiskLab
in the groups of Prof. Halil Mete Soner, Prof. Patrick Cheridito, and Prof. Arnulf Jentzen.

In 2018, he was awarded the NAP Grant (which started in January 2019).

For his research, he obtained in 2021 the SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize "for outstanding contributions to utility maximization and hedging under model uncertainty and to modern numerical methods for finance and insurance".


His research focuses on:

-Machine Learning Algorithms in Finance and Insurance
-Model Uncertainty in Financial Markets
-Financial & Insurance Mathematics
-Stochastic Analysis & Stochastic Optimal Control
-Stochastic Optimization and Applied Probability Theory
-Machine Learning Algorithms in Finance and Insurance
-Model Uncertainty in Financial Markets
-Financial & Insurance Mathematics
-Stochastic Analysis & Stochastic Optimal Control
-Stochastic Optimization and Applied Probability Theory
 
  • Detection of Robust Statistical Arbitrage Strategies and Robust Model-Based Reinforcement Learning for Financial Trading
  • Machine Learning Based Algorithms in Finance and Insurance
  • NTU Node - Inferring and Harnessing Dimensionally Constrained Models (WP1 and WP2)
  • Quantum-Enhanced Modelling of Financial Time-Series Data for Rare Event Forecasting
Awards
SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize, 2021