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Gah-Yi Vahn

Assistant Professor of Management Science and Operations

  • PhD (Berkeley), BSc (University of Sydney)

Dr Gah-Yi Vahn’s research is in Big Data analytics, specifically decision-making with complex, high-dimensional and/or highly uncertain data. Her research advances both optimization theory and its applications to a variety of decision-making problems that arise in operations management and finance. 

Dr Vahn has a broad academic background in the mathematical sciences, with a PhD in Operations Research, an MA in Statistics and an MSc in Industrial Engineering & Operations Research from the University of California, Berkeley, and having majored in physics and mathematics at the University of Sydney, where she graduated from with 1st Class Honours and the University Medal. She has also worked as a quantitative associate for Credit Suisse New York.


Business Analytics in the Age of Big Data

Vahn G Y

Business Strategy Review


Robust portfolio choice with learning in the framework of regret: single period case

Lim A E B; Shanthikumar G J; Vahn G-Y

Management Science


Conditional Value-at-Risk in portfolio optimization: coherent but fragile

Lim A E B; Shanthikumar G J; Vahn G-Y

Operations Research Letters


Modeling Light Propagation in Photonic Crystal Devices

Vahn G-Y; White T P; Steel M J; de Sterke C M; Dossou K; Botten L C

Journal of Applied Physics

Current Teaching

Masters in Management:

CM04 Management Analysis and Systems


C167 London Business Experience

Recent Awards:


2012: UC Berkeley Katta Murty Best Paper in Optimization


2009: UC Berkeley IEOR Faculty Fellowship

Faculty Assistant

Vicki Sale


Telephone: +44 (0)20 7000 8821

Research Interests

Developing and applying new methods for decision-making in data-intensive settings. Particularly interested in financial risk management, business analytics and healthcare operations.

Business analytics in the age of Big Data

Gah-Yi Vahn

Descriptive and predictive analytics with Big Data are becoming more prevalent in a wide range of industries.

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