| 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 | 106 | 2019 |
| 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 | 37 | 2017 |
| 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 | 31 | 2020 |
| Optimal dividend policies with random profitability AM Reppen, JC Rochet, HM Soner Mathematical Finance 30 (1), 228-259, 2020 | 26 | 2020 |
| A mean field games model for cryptocurrency mining Z Li, AM Reppen, R Sircar arXiv preprint arXiv:1912.01952, 2019 | 23 | 2019 |
| A primer on portfolio choice with small transaction costs J Muhle-Karbe, M Reppen, HM Soner Annual Review of Financial Economics 9, 301-331, 2017 | 20 | 2017 |
| Deep empirical risk minimization in finance: looking into the future AM Reppen, HM Soner Mathematical Finance 33 (1), 116-145, 2023 | 7* | 2023 |
| Neural optimal stopping boundary AM Reppen, HM Soner, V Tissot-Daguette arXiv preprint arXiv:2205.04595, 2022 | 7 | 2022 |
| A review of the double obstacle problem P Moosavi, M Reppen KTH Stockholm, 2011 | 7* | 2011 |
| 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 | 6* | 2020 |
| Deep stochastic optimization in finance AM Reppen, HM Soner, V Tissot-Daguette Digital Finance, 1-21, 2022 | 3 | 2022 |
| Cash Policies and Firm Size A Kakhbod, AM Reppen, T Umar, H Xing | 2* | 2023 |
| Discrete dividend payments in continuous time J Keppo, AM Reppen, HM Soner Mathematics of Operations Research 46 (3), 895-911, 2021 | 2 | 2021 |
| Stochastic control of optimized certainty equivalents JB Veraguas, AM Reppen, L Tangpi SIAM Journal on Financial Mathematics 13 (3), 745-772, 2022 | 1 | 2022 |
| Singular Control in Financial Economics M Reppen ETH Zurich, 2018 | 1 | 2018 |
| Real Options and Financial Flexibility G Grullon, A Kakhbod, AM Reppen, T Umar, H Xing | | 2022 |
| Segmented Trading Markets: Competition, Fees, and Tax Policies K Back, O Çelebi, A Kakhbod, AM Reppen Boston University Questrom School of Business Research Paper, 2022 | | 2022 |
| Firm dynamics depend on cash and capital A Kakhbod, AM Reppen, T Umar, H Xing | | 2021 |
| Optimal dividend policies with random profitability H Mete Soner, M Reppen, JC Rochet TSE Working Paper, 2018 | | 2018 |
| Investment and consumption with small transaction costs M Reppen | | 2013 |
Halil Mete SonerDepartment of Operations Research and Financial Engineering, Princeton UniversityVerified email at princeton.edu
