Nicolas Nguyen

I am a third-year PhD student under the supervision of Claire Vernade.

My current research interests include sequential decision-making in changing environments. I am also interested in Bayesian analysis/learning.

Paper	Code
Non-stationary Lipschitz bandits	Github
Bayesian best-arm-identification in hierarchical bandits	Github
Bayesian approximations for risk-sensitive portfolio construction	Github
Meta-learning in Bayesian best-arm-identification

September 2025: Our paper on non-stationary Lipschitz Bandits has been accepted to NeurIPS!.
August 2025: I gave an oral presentation of my portfolio construction paper in the Quantitative Finance conference at NUS.