Seven new recruits have already arrived at Riccarton, but sporting director Joe Savage is working with Neilson to bring in another two prior to the window closing.
Another forward is regarded as a priority, while a back-up goalkeeper is also coveted to complete the squad for the rest of the season.
Ross Stewart, Josh Ginnelly, Beni Baningime and Cameron Devlin are permanent signings, with Alex Cochrane, Ben Woodburn and Taylor Moore arriving on loan from English clubs Brighton, Liverpool and Bristol City respectively.
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Hearts are content with their transfer business to date but an extra attacker who can play out wide is something Neilson feels they need.
“We still want to do one or two. We still need to strengthen a couple of areas,” he told the Evening News. “You see the quality of players we have brought in, every one of them has taken the club forward.
“I expect Cameron Devlin to do that as well when he plays. I think we still need another one starter and then another as back-up.”
Devlin arrived in Scotland on Friday after Hearts paid a five-figure sum to trigger his release from the Australian club Newcastle Jets. He is an energetic central midfielder with a competitive edge and, fitness permitting, could be in line for a debut against Hibs a week on Sunday.
Hearts players will get some time off during the international break after beating Dundee United 2-0 at Tannadice on Saturday. That kept them joint-top of the cinch Premiership alongside Hibs thanks to goals from Liam Boyce and substitute Armand Gnanduillet.
Neilson admitted Gnanduillet offers a different option up front late in games which he likes to utilise.
“Armand is a different type of player, unorthodox, and you need that at times. He came on as a link and he’s also a really good finisher,” explained the manager.
“He is different from Boycie and I thought he did really well because it allowed us to drop Boyce back into the No.10 role and we started controlling things a bit more.”