Ariel Neufeld 


Postdoc
ETH Zurich Department of Mathematics RiskLab Office HG G 50.1 Rämistrasse 101 8092 Zurich Phone +41 44 632 6966 Email ariel.neufeld@math.ethz.ch I am a postdoctoral researcher at ETH Zurich under the supervision of Prof. Patrick Cheridito. I received my Ph.D. from ETH Zurich in 2015 under the supervision of Prof. Marcel Nutz and Prof. Martin Schweizer. My research focuses on stochastic analysis and stochastic optimal control applied to financial and insurance mathematics. In particular, I am interested in model uncertainty in financial markets and annuity contracts. Moreover, I study machine learning algorithms, their convergence rates and their applications to finance and insurance. A detailed CV can be found here. 
Last update: March 18, 2018