About me
I am a fourth year Ph.D candidate in Operations Research at the Insitute of Operations Research & Analytics (IORA) at NUS, working with Prof. Andrew Lim and Prof. Jussi Keppo. I earned a BS and MS in Industrial Engineering at EMINES School of Industrial Management, UM6P.
I am interested in Data-driven Decision-making, with a focus on leveraging problem structure to develop tailored decision-making tools. My current research lies on the intersection of stochastic control and robust decision-making and learning, with applications in Inventory Management, Financial Engineering, and Personalized Learning.
Research
Under-Revision Papers
- A Multi-Period Black-Litterman Model with Andrew Lim
Major Revision in Operations Research
Working Papers
- Dynamic Asset Pricing and Allocation with Expert Forecasts with Andrew Lim
- Bayesian Inventory Control with Unobserved Lost Sales and Hedging Opportunities with Andrew Lim
- Personalized Learning in Partially Observable Environments with Jussi Keppo and Tan Hong Ming
Teaching
Instructor
- DAO1704 Decision Analytics using Spreadsheets (Undergraduate Core, NUS Business School), Fall 2024
Teaching Assistant
- DBA3803 Predictive Analytics in Business (Undergraduate Core, NUS Business School), Spring 2024
- BDC6112 Stochastic Processes (PhD Core, NUS Business School), Fall 2022
Selected Talks
Dynamic Asset Pricing and Allocation with Expert Forecasts
- INFORMS Annual Meeting, October 2024, Seattle US (Upcoming Talk)
A Multi-Period Black-Litterman Model
- INFORMS APS Market Showcases, October 2024, Seattle US (Upcoming Talk)
- Quantitative Finance Workshop, Singapore Management University, July 2024, Singapore
- Mathematics & Decisions Conference, UM6P, December 2023, Morocco
- International Research & Innovation Seminar, UM6P, December 2023, Morocco
- INFORMS Applied Probability Society, June 2023, France (Poster Session)
Personalized Learning in Partially Observable Environments
- INFORMS Annual Meeting, October 2023, Arizona US