Bio
I am a fourth-year PhD student in the Industrial Engineering and Operations Research (IEOR) department at Columbia University, where I am fortunate to be advised by Prof. Daniel Lacker.
My research lies in probability theory and stochastic control, with a focus on interacting particle systems and their limiting behavior. I am also broadly interested in applications to finance.
Previously, I received my master's degree in statistics from the University of Toronto, and bachelor's degrees in mathematics and economics from the University of Bonn.
I will be joining Verition Fund Management as a Quantitative Research Intern in Summer 2026.
Email: christian.fiedler (at) columbia (dot) edu
Links:
CV ·
LinkedIn
Research
-
The Mean-Field Limit of Online Stochastic Vector Balancing
Preprint, 2026 [arXiv]Summary
We identify the exact mean-field scaling limit of online vector balancing for Gaussian inputs. The limiting continuous-time problem is a nonstandard stochastic control problem: find the narrowest terminal interval into which a Brownian motion can be steered under a uniform-in-time L2 constraint on the drift.
Presentations
Teaching
Award: Outstanding Teaching Assistant Award, Columbia IEOR, 2026.
-
Teaching Assistant at Columbia University:
- IEOR 4102: Stochastic Modeling for MSE (Spring 2026)
- IEOR 4106: Stochastic Modeling (Fall 2023, Fall 2024, Spring 2025)
- IEOR 3404: Simulation (Spring 2024)
- IEOR 4101: Probability, Statistics & Simulation (Fall 2023)
- IEOR 3658: Probability for Engineers (Spring 2023)
-
Teaching Assistant at University of Toronto:
- ACT 245: Financial Principles for Actuarial Science I (Winter 2022)
- ACT 230: Mathematics of Finance for Non-Actuaries (Fall 2021)