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Omar Mouchtaki

Assistant Professor of Technology, Operations, and Statistics Stern School of Business, New York University
Email: om2166 (at) stern (dot) nyu (dot) edu

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

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

Under-revision Journal Papers

Fast Revenue Maximization with Achraf Bahamou and Omar Besbes
Submitted

Beyond IID: Data-Driven Decision-Making in Heterogeneous Environments with Omar Besbes and Will Ma
Major Revision in Management Science

  • Preliminary version appeared in the Proceedings of the 36th Conference on Neural Information Processing Systems (NeurIPS), 2022

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
Major 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

Work in Progress

Pricing with Binary Feedback: the Value of Information Bit by Bit with Omar Besbes and Will Ma
Ongoing work

Teaching

Teaching Assistant (Columbia Business School)

  • EMBA Core: Operations Management. Spring 2022
  • MBA Core: Business Analytics. Fall 2021, Fall 2022, Spring 2024
  • MBA Elective: Business Analytics II. Summer 2020, Summer 2021