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Gah-Yi Ban

Assistant Professor of Management Science and Operations


PhD (Berkeley), BSc (University of Sydney)

Dr. Gah-Yi Ban (formerly: Vahn) is an Assistant Professor of Management Science and Operations at London Business School.

Gah-Yi's research is in Big Data analytics, specifically optimization with complex, high-dimensional and/or highly uncertain data with applications in operations management, economics and finance.

Her research has been featured in Management Science, Operations Research Letters and the London Business School Review. She has given numerous talks in universities and conferences around the world and has worked with various companies for research/consulting, including EAT, Tata and ZARA.

Gah-Yi has a broad background in the mathematical sciences, with MSc/MA/PhD in Operations Research/Statistics/Industrial Engineering 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 University Medal.

2014

Business analytics in the age of big data

Vahn G Y

Business Strategy Review 2014 Vol 25:3 p 8-9

2012

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

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

Management Science 2012 Vol 58:9 p 1732-1746

2011

Conditional value-at-risk in portfolio optimization: Coherent but fragile

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

Operations Research Letters 2011 Vol 39:3 p 163-171

2007

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 2007 Vol 102

Current Teaching


Masters in Management:

CM04 Management Analysis and Systems


MBA:

C167 London Business Experience



Research grants/fellowships


2015 Deloitte Institute of Innovation & Entrepreneurship Research Award
2012-2016 Research And Materials Development Fund, London Business School
2008-2011 University of Sydney Alumni Traveling Scholarship
2009 IEOR Faculty Fellowship, UC Berkeley
2007-2008 UC Berkeley College of Engineering Fellowship


Academic honours


2011 Katta Murty Best Paper Prize in Optimization, UC Berkeley
2007 University Medal in Physics, University of Sydney
2006 The Walter Burfitt Scholarship No. 2 for Physics
2006 School of Physics-Julius Sumner Miller Scholarship No. 3
2005 Science Foundation for Physics Scholarship No. 2
2004-2005 Dean's Honour List for the Faculty of Science
2003 Farrand Science Scholarship
2003-2006 Kwanjeong Educational Foundation Scholarship
2003-2006 University of Sydney Scholarship of Merit
2002 Korean Ministry of Education Prize for Academic Excellence
2002 Australian Student Prize

Faculty Assistant


Suzanne Shapiro

Telephone: +44 (0)20 7000 8844

Research Interests

“Big Data” analytics - developing and applying new methods for decision-making in data-intensive settings.

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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