activity
20242026
most citedOptimal Portfolio Choice with Cross-Impact Propagators

1 citations · 1 across the 3 of their papers we have counts for

collaborators

8 papers

math.OC2026

Potential Games on Unimodular Random Graphs

Eyal Neuman, Sturmius Tuschmann

We study potential games on unimodular random graphs of bounded degree, where players interact through the underlying network. Using the unimodular measure, we define a well-posed…

math.OC2026

Stochastic Games on Large Sparse Graphs

Eyal Neuman, Sturmius Tuschmann

We introduce a framework for stochastic games on large sparse graphs, covering continuous-time and discrete-time dynamic games as well as static games. Players are indexed by the v…

q-fin.PM20261 cited

Optimal Portfolio Choice with Cross-Impact Propagators

Eduardo Abi Jaber, Eyal Neuman, Sturmius Tuschmann

We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross-impact driven by a matrix-valued Volterra pro…

q-fin.TR2025

Nonparametric Estimation of Self- and Cross-Impact

Natascha Hey, Eyal Neuman, Sturmius Tuschmann

We introduce an offline nonparametric estimator for concave multi-asset propagator models based on a dataset of correlated price trajectories and metaorders. Compared to parametric…

math.OC2025

Stochastic Graphon Games with Interventions

Eyal Neuman, Sturmius Tuschmann

We consider a class of targeted intervention problems in dynamic network and graphon games. First, we study a general dynamic network game in which players interact over a graph an…

math.FA2025

The Mercer-Young Theorem for Matrix-Valued Kernels on Separable Metric Spaces

Eyal Neuman, Sturmius Tuschmann

We generalize the characterization theorem going back to Mercer and Young, which states that a symmetric and continuous kernel is positive definite if and only if it is integrally…