About Me

I am Postdoctoral Research Associate (since September 2019) in the Wisconsin Institute for Discovery at the University of Wisconsin-Madison, working with Steve Wright. In July 2020, I will join the Discipline of Business Analytics at the University of Sydney Business School.

My research focused data-driven optimization models and scalable algorithms for decision making problems under uncertainty.

In May 2019, I completed my PhD at the Tepper School of Business, Carnegie Mellon University. I was very fortunate to be advised by Fatma Kılınç-Karzan. You can find a copy of my dissertation here.

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

You can find my CV here and email here.

Research

I use techniques from large-scale optimization, machine learning and statistics to better understand the challenges and capabilities of decision making models under uncertainty.
I have also worked on the application a variety of optimization tools to 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 Benadè, 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.