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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 and finance. Her research has been featured inManagement 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 iQ and ZARA.

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

Gah-Yi was born in Seoul, South Korea, spent her formative years in Sydney, Australia, and has since lived/worked in San Francisco Bay Area, New York and London.

2016

Machine learning and portfolio optimization

Ban G-Y; El Karoui N; Lim A E B

Management Science 2016 forthcoming

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

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

Assistant

Contact Suzanne Shapiro

Tel: +44 (0)20 7000 8614


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.

Read now