Latest News

(Updated August 2020.)

About Me

Since June 2020, I am a Lecturer in 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.

Previously I was a Postdoctoral Research Associate (from September 2019 to May 2020) at the University of Wisconsin-Madison, where I worked with Steve Wright. 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 selection, electronic trading, and solution design of IT services.

Preprints

Journal articles

Workshop proceedings

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

  • QBUS6820 Business Risk Management, Semester 2, 2020
  • QBUS1040 Foundations of Business Analytics, Semester 2, 2020