Scholar
Steven Campbell
Google Scholar ID: MD5sOpsAAAAJ
Columbia University
Citations & Impact
Citations
85
H-index
5
i10-index
3
Publications
15
Co-authors
10
list available
Publications
Resume (English only)
Academic Achievements
- [{'Publication': 'Optimal Execution among N Traders with Transient Price Impact', 'Authors': 'Steven Campbell, Marcel Nutz', 'Year': '2024'}, {'Publication': 'Efficient Convex PCA with applications to Wasserstein GPCA and ranked data', 'Authors': 'Steven Campbell, Ting-Kam Leonard Wong', 'Journal': 'Journal of Computational and Graphical Statistics', 'Year': '2024'}, {'Publication': "A Bayesian sequential soft classification problem for a Brownian motion's drift", 'Authors': 'Steven Campbell, Yuchong Zhang', 'Year': '2024'}, {'Publication': 'Macroscopic properties of equity markets: stylized facts and portfolio performance', 'Authors': 'Steven Campbell, Qien Song, Ting-Kam Leonard Wong', 'Year': '2024'}, {'Publication': 'A mean field game of sequential testing', 'Authors': 'Steven Campbell, Yuchong Zhang', 'Year': '2024'}]
Research Experience
- Before joining Columbia, I completed my Ph.D. at the University of Toronto under the supervision of Professors Leonard Wong and Yuchong Zhang.
Background
- I am a limited-term Assistant Professor in the Department of Statistics at Columbia University. My current research focus is on mathematical finance and some related areas. In particular, I am working on problems in market microstructure, portfolio theory, optimal stopping, and stochastic games.
