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About Me

I am a fifth year PhD candidate in operations research at the Tepper School of Business, Carnegie Mellon University. I am very fortunate to be advised by Fatma Kılınç-Karzan. My doctoral research focuses on data-driven optimization models and scalable algorithms for decision making problems under uncertainty.

I had the privilege of interning at Deutsche Bank (summer 2018) and IBM Research (summer 2017) during my PhD, where I worked on applied optimization problems.

In 2013, I completed my undergraduate degree in mathematics at the Australian National University.

You can find my CV here.

Research

My doctoral research focuses on data-driven optimization models and scalable algorithms for decision making problems under uncertainty. I am interested in using techniques from large-scale convex optimization, machine learning and statistics to better understand the challenges and capabilities of decision making models under uncertainty.

I have also worked on applying a variety of optimization tools to applications in choice modelling, portfolio optimization, electronic trading, and solution design of IT services.

Journal articles

Workshop proceedings

Preprints

Work in progress

  • Black-Box Combinatorial Optimization with Monotonic Structure. Nam Ho-Nguyen, Giacomo Nannicini and Aly Megahed.
  • Optimal Allocation Algorithms for Smart Order Routing with Cardinality and Integrality Constraints. Nam Ho-Nguyen and Michael Sotiropoulos.
  • Iterative Methods for Ranking Students using Noisy Questions. J. Gerdus Benad\`{e}, Wolfgang Gatterbauer, Nam Ho-Nguyen, R. Ravi.

Teaching

  • Mathematical Models for Consulting (upper level undergraduate elective at Tepper). Main instructor, Fall 2017.
  • Applications of Operations Research (MBA elective at Tepper). Teaching assistant, Fall 2016.
  • Linear Programming (core PhD course at Tepper). Teaching assistant, Fall 2016.
  • Mathematics and Applications 1 Honours (first year undergraduate course at ANU). Teaching assistant, Semester 1 2014.
  • Algebra 1 (second year undergraduate course at ANU). Teaching assistant, Semester 2 2012 and 2013.
  • Mathematics and Applications 1 (first year undergraduate course at ANU). Teaching assistant, Semester 1 2012 and 2013.