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Max Reppen

Observed names: A Max Reppen, A. Max Reppen, Anders Max Reppen, Anders Reppen, Andres Max Reppen, Reppen, A. Max, Reppen, Anders, Reppen, Max
ORCID: 0000-0002-3714-4353
Observed ORCID: 0000-0002-3714-4353
OpenAlex ID: A5030540959
A Mean Field Games Model for Cryptocurrency Mining
2023 · Zongxi Li, A. Max Reppen, et al. · Management Science · 60
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Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions
2020 · Matteo Burzoni, Vincenzo Ignazio, et al. · SIAM Journal on Control and Optimization · 44
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Neural optimal stopping boundary
2024 · Andres Max Reppen, Halil Mete Soner, et al. · Mathematical Finance · 37
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Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe's Law and the LPPLS Model
2018 · Spencer Wheatley, Didier Sornette, et al. · SSRN Electronic Journal · 36
Deep stochastic optimization in finance
2022 · A. Max Reppen, H. Mete Soner, et al. · Digital Finance · 34
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Optimal dividend policies with random profitability
2019 · A. Max Reppen, Jean‐Charles Rochet, et al. · Mathematical Finance · 28
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Deep empirical risk minimization in finance: Looking into the future
2022 · Anders Max Reppen, Halil Mete Soner · Mathematical Finance · 22
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Renewable energy investment under stochastic interest rate with regime-switching volatility
2024 · Jérôme Detemple, Yerkin Kitapbayev, et al. · Energy Economics · 14
Does the level of cash always increase with firm size? Theory and evidence from small firms
2025 · Ali Kakhbod, A Max Reppen, et al. · European Finance Review · 13
Stochastic Control of Optimized Certainty Equivalents
2022 · Julio Backhoff Veraguas, A. Max Reppen, et al. · SIAM Journal on Financial Mathematics · 5
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Bias-Variance Trade-off and Overlearning in Dynamic Decision Problems.
2020 · A. Max Reppen, H. Meté Soner · arXiv (Cornell University) · 4
Deep PQR: Solving Inverse Reinforcement Learning using Anchor Actions
2020 · Geng, Sinong, Nassif, Houssam, et al. · arXiv (Cornell University) · 3
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Identifying Reward Functions using Anchor Actions.
2020 · Sinong Geng, Houssam Nassif, et al. · arXiv (Cornell University) · 2
Finite-Horizon Reversible Investment under Multi-Factor Dynamics
2026 · Jeon, Junkee, Kim, Takwon, et al. · arXiv (Cornell University)
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Factor learning portfolio optimization informed by continuous-time finance models
2023 · Geng, Sinong, Nassif, Houssam, et al. · OpenBU (Boston University)
Segmented Trading Markets
2022 · Kerry Back, Oguzhan Celebi, et al. · SSRN Electronic Journal
Firm dynamics depend on cash and capital
2021 · Kakhbod, Ali, Reppen, A. Max, et al. · OpenBU (Boston University)
Works count: 20
Citation count: 303
H-index: 9
I10-index: 9
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