Amine Bennouna

Operations Research Center
Massachusetts Institute of Technology

Contact: amineben [at] mit.edu
CV, Google Scholar, LinkedIn


I am on the Fall 2023 academic job market
headshot
About me

Hello! I am a 5th year doctoral candidate at the MIT Operations Research Center, advised by Prof. Bart Van Parys. Prior to joining MIT, I graduated from Ecole Polytechnique in 2019 Majoring in Applied Mathematics and completed two years of preparatory program (CPGE) in Lycée Louis-le-Grand. During my PhD, I interned at Google Research and subsequently continued as part-time there.

My research interest lies in Data-driven Decision-making, with a focus on reliability attributes such as robustness and interpretability. I strive to understand how to use most efficiently observed data to make decisions. The goal is to derive from these insights novel algorithms that tackle challenges in data-driven decision-making. My recent work focuses on designing novel robust approaches to Stochastic Optimization problems using Distributionally Robust Optimization. We have applied these approaches to various problems such as portfolio optimization and training neural networks, resulting in state-of-art performance. Earlier in my PhD, I have worked in Reinforcement Learning (RL) to introduce a novel more efficient and interepretable RL framework. We have then applied this framework to COVID-19 predictions and vaccine allocation. Finally, I worked on analyzing the Representation Power of Neural Networks and contributing to explain theoretically why neural networks work so well in data-driven prediction.


PhD Papers
Published or under review:

In preparation:

  • Robust Two-Stage Optimization with Covariate Data
    with Bart Van Parys & Julien Pinede.
  • Robust Statistics Through a Robust Optimization Lens
    with Gabriel Chan & Bart Van Parys.
  • Near Optimal Tractable Threshold Policies for Two-stage Robust Optimization Problems
    with Omar El Housni & Vineet Goyal.
      ⭐ Winner of Ecole Polytechnique’s 1st Prize of research internship in Applied Mathematics

Teaching
  • Optimization Methods, MIT 15.093/6.255 | Head Teaching Assistant
    Graduate (Masters, PhDs, MBAn, MBA), Fall 2021. (180 students)
  • Optimization Methods, MIT 15.093/6.255 | Teaching Assistant
    Graduate (Masters, PhDs, MBAn, MBA), Fall 2020. (120 students)
  • The Analytics Edge, MIT 15.071 | Guest Lecturer
    Graduate (MBA), Fall 2023. (80 students)
  • The Advanced Analytics Edge, MIT 15.072 | Guest Lecturer
    Graduate (MBAn), Fall 2023. (100 students)
  • Classes Préparatoires Instructor (Louis-le-Grand, Saint Louis, Henri IV)
    Instructor and examiner in advanced mathematics for undergraduate students of top french classes préparatoires

Talks