Samuel N. Cohen

1.1k total citations
42 papers, 416 citations indexed

About

Samuel N. Cohen is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Samuel N. Cohen has authored 42 papers receiving a total of 416 indexed citations (citations by other indexed papers that have themselves been cited), including 26 papers in Finance, 18 papers in Management Science and Operations Research and 9 papers in Economics and Econometrics. Recurrent topics in Samuel N. Cohen's work include Stochastic processes and financial applications (21 papers), Insurance, Mortality, Demography, Risk Management (9 papers) and Risk and Portfolio Optimization (8 papers). Samuel N. Cohen is often cited by papers focused on Stochastic processes and financial applications (21 papers), Insurance, Mortality, Demography, Risk Management (9 papers) and Risk and Portfolio Optimization (8 papers). Samuel N. Cohen collaborates with scholars based in United Kingdom, Slovakia and Australia. Samuel N. Cohen's co-authors include Robert J. Elliott, Łukasz Szpruch, C. E. M. Pearce, Ying Hu, Tak Kuen Siu, Gisela Lanza, Nicole Stricker, Benjamin Haefner, Christoph Reisinger and Hailiang Yang and has published in prestigious journals such as Scientific Reports, Economics Letters and SIAM Journal on Control and Optimization.

In The Last Decade

Samuel N. Cohen

36 papers receiving 387 citations

Peers

Countries citing papers authored by Samuel N. Cohen

Since Specialization

Citations

This map shows the geographic impact of Samuel N. Cohen's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Samuel N. Cohen with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Samuel N. Cohen more than expected).

Fields of papers citing papers by Samuel N. Cohen

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Samuel N. Cohen. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Samuel N. Cohen. The network helps show where Samuel N. Cohen may publish in the future.

Co-authorship network of co-authors of Samuel N. Cohen

This figure shows the co-authorship network connecting the top 25 collaborators of Samuel N. Cohen. A scholar is included among the top collaborators of Samuel N. Cohen based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Samuel N. Cohen. Samuel N. Cohen is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

#	Work	Indexed citations
1	Optimal Adaptive Control with Separable Drift Uncertainty 2025 ·SIAM Journal on Control and Optimization ·Samuel N. Cohen, (unknown), (unknown)	0
2	Subtle variation in sepsis-III definitions markedly influences predictive performance within and across methods 2024 ·Scientific Reports ·Samuel N. Cohen, James Foster, Peter R. Foster, (unknown), Terry Lyons, Sam Morley, James Morrill, Hao Ni, (unknown), Bo Wang, Yue Wu, (unknown), Weixin Yang	4
3	Reflected backward stochastic difference equations and optimal stopping problems under g-expectation 2023 ·Electronic Journal of Probability ·(unknown), Samuel N. Cohen, Shaolin Ji	0
4	Estimating risks of European option books using neural stochastic differential equation market models 2023 ·The Journal of Computational Finance ·Samuel N. Cohen, Christoph Reisinger, Sheng Wang	0
5	Arbitrage-free neural-SDE market models 2023 ·Oxford University Research Archive (ORA) (University of Oxford) ·Samuel N. Cohen, Christoph Reisinger, Sheng Wang	6
6	Statistical Predictions of Trading Strategies in Electronic Markets 2023 ·SSRN Electronic Journal ·Álvaro Cartea, Samuel N. Cohen, (unknown), (unknown), (unknown), (unknown)	2
7	Inefficiency of CFMs: Hedging Perspective and Agent-Based Simulations 2023 ·SSRN Electronic Journal ·Samuel N. Cohen, (unknown), David Šiška, Łukasz Szpruch	3
8	The Economics of Interest Rate Models in Decentralised Lending Protocols 2023 ·SSRN Electronic Journal ·Samuel N. Cohen, (unknown), Łukasz Szpruch	2
9	Gittins' theorem under uncertainty 2022 ·Oxford University Research Archive (ORA) (University of Oxford) ·Samuel N. Cohen, (unknown)	1
10	Hedging Option Books Using Neural-SDE Market Models 2022 ·Applied Mathematical Finance ·Samuel N. Cohen, Christoph Reisinger, Sheng Wang	0
11	Healing Products of Gaussian Process Experts 2020 ·UCL Discovery (University College London) ·Samuel N. Cohen, Rendani Mbuvha, Tshilidzi Marwala, Marc Peter Deisenroth	3
12	Augmented Go & See: An approach for improved bottleneck identification in production lines 2019 ·Procedia Manufacturing ·(unknown), (unknown), Samuel N. Cohen, Nicole Stricker, Benjamin Haefner, Gisela Lanza	20
13	Nash equilibria for non zero-sum ergodic stochastic differential games 2017 ·Oxford University Research Archive (ORA) (University of Oxford) ·Samuel N. Cohen, (unknown)	3
14	Stochastic Calculus and Applications 2015 ·CERN Document Server (European Organization for Nuclear Research) ·Samuel N. Cohen, Robert J. Elliott	117
15	Backward stochastic difference equations for dynamic convex risk measures on a binomial tree 2015 ·Journal of Applied Probability ·Robert J. Elliott, Tak Kuen Siu, Samuel N. Cohen	2
16	On Markovian solutions to Markov Chain BSDEs 2012 ·Numerical Algebra Control and Optimization ·(unknown), Samuel N. Cohen	16
17	Representing filtration consistent nonlinear expectations as g-expectations in general probability spaces 2011 ·Stochastic Processes and their Applications ·Samuel N. Cohen	9
18	Backward Stochastic Difference Equations and Nearly Time-Consistent Nonlinear Expectations 2011 ·SIAM Journal on Control and Optimization ·Samuel N. Cohen, Robert J. Elliott	21
19	A general comparison theorem for backward stochastic differential equations 2010 ·Advances in Applied Probability ·Samuel N. Cohen, Robert J. Elliott, C. E. M. Pearce	17
20	A general theory of finite state Backward Stochastic Difference Equations 2010 ·Stochastic Processes and their Applications ·Samuel N. Cohen, Robert J. Elliott	59

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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