Preprints

Most code is available on my GitHub repos

Publications ( ORCID , Google Scholar )

Applied Mathematics and Optimization. [Journal Link] [Code] 

Mathematics of Operations Research. [Journal Link] [Code] 

Mathematical Finance. [Journal Link] [Code] 

IEEE Transactions on Automatic Control. [Journal Link] [Code] 

SIAM Journal on Financial Mathematics: Short Communication.  [Journal Link] 

Quantitative Finance. [Code]

Applied Mathematics and Optimization. [SSRN]

Insurance: Mathematics and Economics.

SIAM Journal on Financial Mathematics. [arXiv] 

Quantitative Finance.

Finance and Stochastics. [SSRN] 

Mathematics and Financial Economics. 

Finance Research Letters. [arXiv] 

Applied Mathematics and Optimization. [arXiv] 

IMA Journal of Management Mathematics. 

Conferences

3rd ACM International Conference on AI in Finance. 

Unpublished Manuscript