- Faculty of Arts and Sciences
- Assistant Professor of Statistics
Financial and Business Analytics Affiliated Member
Foundations of Data Science Affiliated Member
My name is Johannes Wiesel and I am currently an Assistant Professor in the Department of Statistics at Columbia University. In summer 2020, I received a PhD from Oxford University under the supervision of Jan Obloj.
My research focuses on mathematical statistics with a special emphasis on statistical optimal transport. I am also interested in the robust approach to mathematical finance, which does not start with an a priori model but rather with the information available in the markets. In this context I have established new connections to the theory of optimal transport on the one hand and robust statistics as well as machine learning on the other, with the ultimate goal to develop a universal toolbox for the implementation of robust and time-consistent trading strategies and risk assessment.