I am currently an Assistant Professor in the Department of Statistics at Columbia University. I am also an affiliated member of the Data Science Institute. In summer 2020, I received a PhD from Oxford University under the supervision of Jan Obloj. For more information please see my CV.
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.
I serve as an editorial advisory board member of Dependence Modelling.
Selected Awards and Grants
NSF Grant DMS-2205534
Bruti-Liberaty prize 2021 for best dissertation in mathematical finance awarded by the Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano
G-Research PhD dissertation prize in maths and data science 2020, Oxford University
Columbia University, Department of Statistics
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