Joel Goh

Email	: joelgoh at stanford dot edu OR joelgoh at nus dot edu dot sg
Office	: NA
Tel	: NA

Office Hours: NA

I am presently a PhD student in the Stanford University's Graduate School of Business.

From Aug 2008 to Aug 2009, I was an instructor in the Department of Decision Sciences, in the School of Business of the National University of Singapore. While in NUS, I worked on robust optimization and convex programming. I graduated from Stanford University in 2006 with a B.S (with distinction and departmental honors) in Electrical Engineering, and a co-terminal M.S. in Electrical Engineering.

Software

ROME: Robust Optimization Made Easy.
This is an algebraic modeling toolbox written and run in the MATLAB, designed primarily to solve a class of robust optimization problems. Using ROME, robust optimization problems can be modeled in an easy and mathematically intuitive way.

Research

"Robust Optimization Made Easy with ROME", with Melvyn Sim. Accepted in Operations Research, 2010. [draft] [link]
"Distributionally Robust Optimization and its Tractable Approximations", with Melvyn Sim. Operations Research, 2010, 58(4), pp. 902-917. [pdf] [e-companion] [link]
"Portfolio Value-at-Risk Optimization For Asymmetric Distributed Asset Returns", with Kian-Guan Lim, Melvyn Sim, and Weina Zhang. NUS Business School Working Paper, 2009. [draft] [link]
"Genetic Optimization of Photonic Bandgap Structures", with Ilya Fushman, Dirk Englund, and Jelena Vučković, Optics Express 15, 8218-8230 (2007). [link]

Conference Presentations

"Distributionally Robust Optimization and its Tractable Approximations with ROME", with Melvyn Sim. 20th International Symposium for Mathematical Programming. Chicago, 2009. [slides] [handout]
"Portfolio Value-at-Risk Optimization For Asymmetric Distributed Asset Returns", with Kian-Guan Lim, Melvyn Sim, and Weina Zhang. International Symposium on Supply Chain Management: Theory and Applications. Sanya, Hainan, 2008. [slides]

Guest Lectures

"Distributionally Robust Optimization with ROME", with Melvyn Sim. NUS Business School . Singapore, 2009. [Part 1] [Part 2]

Previous Work Experience

Computer Vision

In 2006 - 2008, I worked in the Signal Processing Lab in DSO National Laboratories, and researched on video and image registration algorithms. Due to the confidential nature of the work, I am unable to furnish specific details of the projects undertaken.

Photonic Bandgap Optimization

In 2005 - 2006, I did my senior thesis in the Nanoscale and Photonics Lab, and my undergraduate advisor was Prof Jelena Vučković. My senior thesis was on optimizing photonic bandgap structures using Genetic Algorithms.

Thesis: "Design of Photonic Crystal Cavities by Genetic Algorithms and Numerical Optimization Techniques." [fulltext]

Programming Internship

In 2003 I did a summer software programming internship with the Defence Science and Technology Agency (DSTA) in Singapore.

Teaching Experience

Summer 2009	:Teaching Assistant, BMA5274: Project Management, NUS Business School.
Sem 2 2009	:Instructor, DSC2003: Management Science, NUS Business School.
Sem 1 2008	:Instructor, DSC2003: Management Science, NUS Business School.
Spring 2006	:Teaching Assistant, EE136: Intro. to Nanophotonics and Nanostructures, Stanford University.
Spring 2005	:Peer Tutor, E40: Introductory Electronics, Stanford University.
Fall 2005	:Teaching Assistant, PHYSICS16: Cosmic Horizons (Astrophysics), Stanford University.
Fall 2004	:Peer Tutor, E40: Introductory Electronics, Stanford University.

Awards

2006	:Terman Engineering Scholastic Award, School of Engineering, Stanford University
2005	:Tau Beta Pi Engineering Honor Society Member
2003	:President's Honor Roll, Stanford University
2002	:Overseas Merit Scholarship, Republic of Singapore
2001	:Gold Medal, International Physics Olympiad

Personal Stuff

In Singapore, my wife Tam and I attended Aldersgate Methodist Church.

Last Updated: 18 September 2010