معرفی
Johannes Wiesel is an Assistant Professor in the Department of Mathematical Sciences at Carnegie Mellon University (CMU), affiliated with the Mellon College of Science. Previously, he held the same rank at Columbia University's Department of Statistics (2020–2023). He earned his Ph.D. in Mathematics from the University of Oxford under Jan Obloj's supervision. His research bridges mathematical finance, statistics, and optimal transport theory, focusing on robust financial strategies and risk assessment through market-derived information. He serves on the editorial board of Dependence Modelling and has been recognized with the Bruti-Liberaty Prize (2021) and an NSF grant.
Research interests emphasize optimal transport of stochastic processes, robust statistical methods, and machine learning applications. He explores connections between these fields to develop universal tools for time-consistent trading and risk evaluation. Recent talks include engagements at TU Berlin, the SIAM Conference on Mathematical Finance, and the Vienna Congress on Mathematical Finance.
- Education: Ph.D., University of Oxford
- Awards: Bruti-Liberaty Prize 2021, NSF Grant DMS-2345556
- Professional Activities: Editorial Board Member of Dependence Modelling
