Napat Rujeerapaiboon

Education

• PhD in Risk Analytics and Optimization, École Polytechnique Fédérale de Lausanne
• MSc in Computational Management Science, Imperial College London
• BEng in Computer Engineering, Chulalongkorn University

Companies

• Assistant Professor National University of Singapore (2018)
• Journal Reviewer INFORMS (2014)
• Postdoctoral Researcher EPFL (École polytechnique fédérale de Lausanne) (2017 — 2018)
• Lecturer (Chargé de cours) EPFL (École polytechnique fédérale de Lausanne) (2017 — 2018)
• Doctoral Assistant EPFL (École polytechnique fédérale de Lausanne) (2013 — 2016)
• Graduate Teaching Assistant Imperial College London (2012 — 2013)
• Analyst Accenture (2010 — 2010)
• Research Assistant NECTEC (2008 — 2009)

Research Interests

• Robust and distributionally robust optimization
• Data-driven optimization
• Risk analytics

Selected Publications

• Robust Multidimensional Pricing: Separation without Regret, with Ç. Koçyiğit and D. Kuhn. Under Review.
• Size Matters: Cardinality-Constrained Clustering and Outlier Detection via Conic Optimization, with K. Schindler, W. Wiesemann and D. Kuhn. Under Review.
• On Risk Reduction in Kelly Betting Using the Conservative Expected Value, with B. Barmish and D. Kuhn. Proceedings of the 57th IEEE Conference on Decision and Control, 2018.
• Scenario Reduction Revisited: Fundamental Limits and Guarantees, with K. Schindler, W. Wiesemann and D. Kuhn. Mathematical Programming, 2018.
• Chebychev Inequalities for Products of Random Variables, with D. Kuhn and W. Wiesemann. Mathematics of Operations Research, 2018.
• Multi-period portfolio optimization: Translation of autocorrelation risk to excess variance, with B. Choi and R. Jiang. Operations Research Letters 44(6): 801-807, 2016.
• Robust Growth-Optimal Portfolios, D. Kuhn. and W. Wiesemann. Management Science 62(7): 2090-2109, 2016.