
Omar Mouchtaki
I am an Assistant Professor of Technology, Operations and Statistics at the Leonard N. Stern School of Business at New York University. I received my Ph.D. in Operations Research from the Decision, Risk and Operations Division at Columbia Business School where I was advised by Prof. Omar Besbes and Prof. Will Ma. Prior to Columbia, I earned a BS and MS in Applied Mathematics and Computer Science from Ecole Polytechnique (Paris).
The goal of my research is to bridge the gap between the theory and the practice of data-driven decision-making by developing methodological tools tailored to the problem at hand and by deriving fine-grained and problem-specific guarantees for algorithms. My current research draws on tools from Optimization, Probability and Statistical Learning and is applied to central operational decision-making processes such as those for inventory, pricing and assortment optimization.
Research
Published or Forthcoming Journal Articles
Beyond IID: Data-Driven Decision-Making in Heterogeneous Environments with Omar Besbes and Will Ma
Management Science (Forthcoming)
- Preliminary version appeared in the Proceedings of the 36th Conference on Neural Information Processing Systems (NeurIPS), 2022
How Big Should Your Data Really Be? Data-Driven Newsvendor: Learning One Sample at a Time with Omar Besbes
Management Science, Vol. 69, No. 10, pp. 5848-5865, 2023
- Finalist, ‘Best OM Paper in Management Science’ Award, 2024
- First Place, RMP Jeff McGill Student Paper Award, 2021
- Finalist, INFORMS George Nicholson Student Paper Competition, 2021
- Finalist, APS Best Student Paper Award, 2021
Working/Under-revision Papers
Auction Design using Value Prediction with Hallucinations with Ilan Lobel and Humberto Moreira
Prior-Independent Bidding Strategies for First-Price Auctions with Rachitesh Kumar
Fast Revenue Maximization with Achraf Bahamou and Omar Besbes
Joint Assortment and Inventory Planning under the Markov chain Choice Model with Omar El Housni, Guillermo Gallego, Vineet Goyal, Salal Humair, Ali Sadighian, Sangjo Kim and Jingchen Wu
Minor Revision in Management Science
From Contextual Data to Newsvendor Decisions: On the Actual Performance of Data-Driven Algorithms with Omar Besbes and Will Ma
Major Revision in Management Science
Teaching
- Operations Management (Part-Time MBA Core, Spring 2025)