Scholar
Johannes Ruf
Google Scholar ID: eywqfSUAAAAJ
London School of Economics
Citations & Impact
Citations
1,051
H-index
15
i10-index
22
Publications
20
Co-authors
27
list available
Contact
Publications
Resume (English only)
Academic Achievements
- Published numerous papers in journals such as Annals of Statistics, Electronic Journal of Probability, Stochastic Processes and their Applications, etc.; Collaborated with Martin Larsson, Aaditya Ramdas, and others on topics like e-variables, minimum curvature flow; Runner-up for the Savvy Investor Best Factor Investigating Paper 2018.
Research Experience
- Formerly a Senior Research Fellow at the Oxford-Man Institute of Quantitative Finance and a Senior Lecturer at University College London.
Background
- Research interests: stochastic analysis and its applications to mathematical finance. Currently a Professor at the Department of Mathematics and Deputy Director of the Data Science Institute at London School of Economics.
Miscellany
- Provides notebooks for his PhD course on CRSP (available on GitHub); Interviewed by Maths at LSE Blog.
