Ngoc M Tran

About Me

I am a data-driven mathematician. My passion is to solve hard quantitative problems, be it from neuroscience, auctions theory, economics, hydrology, finance, ambulance routing, statistical learning theory, semigroup theory, random polynomials or forecasting the evolution of AI with AI. I thrive at using discrete, combinatorial, and optimization techniques for unconventional problems where their application is not immediately apparent.

My academic career (-2022)

By my early 30s, I had been very fortunate to experience the full, typical trajectory of academia: from being a PhD student to mentoring them, from reading about to solving decade-old conjectures, and from working in to creating my own field. I became a friend, mentor, and mentee to many wonderful people. The community I was (am?) a part of, tropical geometry, has been incredibly collaborative and collegial.

Those are the parts I love about academia. And then of course, there is the icky part of every job. The publications process, the grants-writing, the bureaucracy. Being a method-agnostic, data-driven omnivore, I find it hard to “fit in” any community. End of 2021, my student Yangxinyu Xie and I did an IEEE BigData competition. We lost the lead in the last few days to Yichao Liu, an industry expert on recommender systems. At the winner’s conference, he asked me: “You guys had a single learner? If you ran XGBoost you would have won”. Maybe. I wouldn’t know, because I didn’t have the resources to run XGBoost. “It’s time to find out”, I thought to myself. So I said “yes” when industry came knocking.

Finance (2022-)

Since 2022 I have worked at the Chicago Trading Company as a quantative researcher. My work is mostly portfolio optimization for options trading.

Here is a couple of books I learned of since joining CTC and enjoy reading

Hobby projects: data competitions

I sometimes do Kaggle-style data competitions for fun.

Bucket list

Thoughts become things.

Eventually, I’d like to do these things.