| Are Bitcoin bubbles predictable? Combining a generalized Metcalfe’s law and the log-periodic power law singularity model S Wheatley, D Sornette, T Huber, M Reppen, RN Gantner Royal Society open science 6 (6), 180538, 2019 | 149 | 2019 |
| A mean field games model for cryptocurrency mining Z Li, AM Reppen, R Sircar Management Science 70 (4), 2188-2208, 2024 | 62 | 2024 |
| Viscosity solutions for controlled McKean--Vlasov jump-diffusions M Burzoni, V Ignazio, AM Reppen, HM Soner SIAM Journal on Control and Optimization 58 (3), 1676-1699, 2020 | 61 | 2020 |
| Optimal consumption and investment with fixed and proportional transaction costs A Altarovici, M Reppen, HM Soner SIAM Journal on Control and Optimization 55 (3), 1673-1710, 2017 | 51 | 2017 |
| Optimal dividend policies with random profitability AM Reppen, JC Rochet, HM Soner Mathematical Finance 30 (1), 228-259, 2020 | 41 | 2020 |
| Deep stochastic optimization in finance AM Reppen, HM Soner, V Tissot-Daguette Digital Finance 5 (1), 91-111, 2023 | 33 | 2023 |
| A primer on portfolio choice with small transaction costs J Muhle-Karbe, M Reppen, HM Soner Annual Review of Financial Economics 9 (1), 301-331, 2017 | 33 | 2017 |
| Deep empirical risk minimization in finance: Looking into the future AM Reppen, HM Soner Mathematical Finance 33 (1), 116-145, 2023 | 26* | 2023 |
| Neural optimal stopping boundary AM Reppen, HM Soner, V Tissot‐Daguette Mathematical Finance, 2022 | 25 | 2022 |
| Deep PQR: Solving inverse reinforcement learning using anchor actions S Geng, H Nassif, C Manzanares, M Reppen, R Sircar International Conference on Machine Learning, 3431-3441, 2020 | 24 | 2020 |
| A review of the double obstacle problem P Moosavi, M Reppen KTH Stockholm, 2011 | 10* | 2011 |
| Does the level of cash always increase with firm size? Theory and evidence from small firms A Kakhbod, AM Reppen, T Umar, H Xing Review of Finance, rfaf008, 2025 | 9* | 2025 |
| Discrete dividend payments in continuous time J Keppo, AM Reppen, HM Soner Mathematics of Operations Research 46 (3), 895-911, 2021 | 7 | 2021 |
| Singular control in financial economics M Reppen ETH Zurich, 2018 | 4 | 2018 |
| Stochastic control of optimized certainty equivalents JB Veraguas, AM Reppen, L Tangpi SIAM Journal on Financial Mathematics 13 (3), 745-772, 2022 | 3 | 2022 |
| Factor learning portfolio optimization informed by continuous-time finance models S Geng, H Nassif, Z Kuang, A Reppen, R Sircar | 2 | 2023 |
| Real Options and Financial Flexibility.” G Grullon, A Kakhbod, AM Reppen, T Umar, H Xing | 1 | 2022 |
| Renewable energy investment under stochastic interest rate with regime-switching volatility J Detemple, Y Kitapbayev, AM Reppen Energy Economics 136, 107734, 2024 | | 2024 |
| Segmented Trading Markets K Back, O Çelebi, A Kakhbod, AM Reppen | | 2023 |
| Preparing for the Storm: Firm Policies and Time-varying Recession Risk A Kakhbod, D Livdan, AM Reppen, T Umar Preparing for the Storm: Firm Policies and Time-varying Recession Risk …, 2023 | | 2023 |
Halil Mete SonerDepartment of Operations Research and Financial Engineering, Princeton Universityایمیل تأیید شده در princeton.edu
