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A. Max Reppen
A. Max Reppen
Questrom School of Business
Verified email at bu.edu - Homepage
Title
Cited by
Cited by
Year
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
1322019
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
522020
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
472017
A mean field games model for cryptocurrency mining
Z Li, AM Reppen, R Sircar
Management Science, 2023
402023
Optimal dividend policies with random profitability
AM Reppen, JC Rochet, HM Soner
Mathematical Finance 30 (1), 228-259, 2020
302020
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
282017
Deep stochastic optimization in finance
AM Reppen, HM Soner, V Tissot-Daguette
Digital Finance 5 (1), 91-111, 2023
172023
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
16*2020
Neural optimal stopping boundary
AM Reppen, HM Soner, V Tissot-Daguette
arXiv preprint arXiv:2205.04595, 2022
142022
Deep empirical risk minimization in finance: Looking into the future
AM Reppen, HM Soner
Mathematical Finance 33 (1), 116-145, 2023
13*2023
A review of the double obstacle problem
P Moosavi, M Reppen
KTH Stockholm, 2011
10*2011
Why is Cash U-Shape in Firm Size?”
A Kakhbod, AM Reppen, T Umar, H Xing
7*2022
Stochastic control of optimized certainty equivalents
JB Veraguas, AM Reppen, L Tangpi
SIAM Journal on Financial Mathematics 13 (3), 745-772, 2022
32022
Discrete dividend payments in continuous time
J Keppo, AM Reppen, HM Soner
Mathematics of Operations Research 46 (3), 895-911, 2021
32021
Singular Control in Financial Economics
M Reppen
ETH Zurich, 2018
22018
Real Options and Financial Flexibility.”
G Grullon, A Kakhbod, AM Reppen, T Umar, H Xing
12022
Before the Storm: Firm Policies and Varying Recession Risk
A Kakhbod, D Livdan, AM Reppen, T Umar
2024
Segmented Trading Markets
K Back, O Çelebi, A Kakhbod, AM Reppen
2023
Factor learning portfolio optimization informed by continuous-time finance models
S Geng, H Nassif, Z Kuang, A Reppen, R Sircar
ICML Workshop on New Frontiers in Learning, Control, and Dynamical Systems, 2023
2023
Managing Recession Risk
A Kakhbod, D Livdan, AM Reppen, T Umar
Available at SSRN 4385574, 2023
2023
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