معرفی
Dr. Nguyet (Moon) Nguyen is an Associate Professor in the Department of Mathematics & Statistics at Youngstown State University (YSU), where she has been teaching since 2014 and was promoted to associate professor in 2020. Her work bridges financial mathematics with machine learning for predictive modeling in economics, stock markets, and risk assessment. She is currently writing a book titled Hidden Markov Model and Its Applications during her sabbatical leave in 2023, planned for publication in May 2025.
- PhD in Financial Mathematics, Florida State University (2014)
- MS in Financial Mathematics, Florida State University (2011)
- MS in Mathematics, Hanoi National University of Education (2002)
- BS in Mathematical Education, Hanoi National University of Education (1998)
Her research focuses on applying Hidden Markov Models (HMM), machine learning algorithms, and Monte Carlo methods to financial forecasting, including stock price prediction, economic recession modeling, and cryptocurrency volatility analysis. She also contributes to improving numerical algorithms for financial modeling, such as enhancing the Hull-White model with HMM.
Recent publications highlight her expertise in ensemble learning for economic forecasting, predictive modeling for stock selection, and hybrid models combining statistical distributions (e.g., Normal Inverse Gaussian) with neural networks for risk assessment. These works span journals like Risks, Monte Carlo Methods and Applications, and MDPI publications.
- 2023: Sabbatical Leave Award, Youngstown State University
Dr. Nguyen serves as an editor for MDPI journals and participates in professional service, including organizing mathematical modeling competitions in Vietnam and reviewing for the National Science Foundation (NSF).
