Johannes Ruf

Professor, Mathematics, London School of Economics

Joined

March 2021

Names

Johannes Ruf (Preferred)

Emails

****@gmail.com (Confirmed)

****@lse.ac.uk (Confirmed)

Personal Links

Career & Education History

Professor

Mathematics, London School of Economics (lse.ac.uk)

2018 – Present

Advisors, Relations & Conflicts

PhD Advisor

Ioannis Karatzas

2006 – 2011

Expertise

No areas of expertise listed

Publications

A composite generalization of Ville's martingale theorem
Johannes Ruf, Martin Larsson, Wouter M. Koolen, Aaditya Ramdas
- CoRR 2022
- Readers: Everyone
Testing exchangeability: Fork-convexity, supermartingales and e-processes
Aaditya Ramdas, Johannes Ruf, Martin Larsson, Wouter M. Koolen
- Int. J. Approx. Reason. 2022
- Readers: Everyone
On augmenting the references section with a citation network visualization
Putra Manggala, Tigran Atoyan, Gracia Samosir, Jan Varsava, Johannes Ruf
- Published: 14 Apr 2021, Last Modified: 05 May 2023
- Rethinking ML Papers - ICLR 2021 workshop Poster
- Readers: Everyone
How can one test if a binary sequence is exchangeable? Fork-convex hulls, supermartingales, and Snell envelopes
Aaditya Ramdas, Johannes Ruf, Martin Larsson, Wouter M. Koolen
- CoRR 2021
- Readers: Everyone
Simplified stochastic calculus with applications in Economics and Finance
Ales Cerný, Johannes Ruf
- Eur. J. Oper. Res. 2021
- Readers: Everyone
Hedging with Neural Networks
Johannes Ruf, Weiguan Wang
- CoRR 2020
- Readers: Everyone
The Impact of Proportional Transaction Costs on Systematically Generated Portfolios
Johannes Ruf, Kangjianan Xie
- SIAM J. Financial Math. 2020
- Readers: Everyone
Neural networks for option pricing and hedging: a literature review
Johannes Ruf, Weiguan Wang
- CoRR 2019
- Readers: Everyone
Trading strategies generated by Lyapunov functions
Ioannis Karatzas, Johannes Ruf
- Finance Stochastics 2017
- Readers: Everyone
On the hedging of options on exploding exchange rates
Peter Carr, Travis Fisher, Johannes Ruf
- Finance Stochastics 2014
- Readers: Everyone

View all 12 publications