Nguyet (Moon) Nguyen

Ms. Nguyet (Moon) Nguyen - profile photo

Ms. Nguyet (Moon) Nguyen

Associate Professor

Mathematics & Statistics

Cafaro Hall 643

phone: (330) 941-1805

ntnguyen01@ysu.edu

ntnguyen01.people.ysu.edu

Bio

Dr. Nguyet (Moon) Nguyen received her Bachelor of Mathematical Education in 1998 and Master of Mathematics and Science in 2002 at Hanoi International University of Education in Vietnam. She taught mathematics at Nguyen Tat Thanh high school in Hanoi for eight years before moving to America. Dr. Nguyen earned a Master and PhD degree of financial mathematics at Florida State University in 2011 and 2014, respectively. She has been teaching mathematics at Youngstown State University since 2014.
Dr. Nguyen was promoted to associate professor in 2020 at Youngstown State University. Her research interests are using financial models to solve real-life problems such as predict stock prices, forecast weather, and invest in stock market.

Research Interests

Dr. Moon research interests are using financial models to solve real-life problems such as predict stock prices, forecast weather, and invest in stock market.

Teaching Interests

Predictive Modeling, Actuarial Sciences, Statistics, and Mathematics.

  • 2014

    Ph D, Finacial Mathematics

    Florida State University

    Dissertation/Thesis Title — " Fast Quasi-Monte Carlo for Acceptance-Rejection Methods and Its Applications"

  • 2011

    MS, Financial Mathematics

    FLORIDA STATE UNIVERSITY

    Dissertation/Thesis Title — " Variance Gamma Model for Option Pricing"

  • 2002

    MS, Mathematics

    HANOI NATIONAL UNIVERSITY OF EDUCATION

    Dissertation/Thesis Title — " Holomorphic Mappings on Complex Manifolds"

  • 1998

    BS, Mathematical Education

    HANOI NATIONAL UNIVERSITY OF EDUCATION

  • 2023

    YSU

    Sabbatical

    I got the sabbatical leave award to write my book titled: "Hidden Markov Model and Its Applications", which is expected to publish in May 2025.

  • 2024

    "Using an Ensemble of Machine Learning Algorithms to Predict Economic Recession"

    L. Omolo, N. Nguyen

    Risk Financial Management, MPDI, volume 17, issue 9, p. 387

  • 2024

    "Titanic Survival Prediction Using Predictive Modeling Algorithms"

    L. Omolo, N. Nguyen

    Journal of Data Science and Artificial Intelligence, ISODS

  • 2021

    "Risk Assessment with NIG and Super- vised Learning Approach Cryptocurrencies"

    G. Mostafa, P. Saha, M. Islam, N. Nguyen

    Risk Financial Management, MDPI, volume 14, issue 9, p. 421

  • 2020

    "Global Stock Selection with Hidden Markov Model"

    N. Nguyen, D. Nguyen

    Risks, MDPI, volume 9, issue 1, p. 9

  • 2020

    "Comparison of Financial Models for Stock Price Prediction"

    M. Islam, N. Nguyen

    , volume 13, issue 8, p. 181
  • 2018

    "A Quasi-Monte Carlo Implementation of the Ziggurat Method”, Monte Carlo Methods and Applications"

    N. Nguyen, L. Xu, G. Okten

    Monte Carlo Methods and Applications, De Gruyter

  • 2018

    "Hidden Markov Model for Stock Trading"

    N. Nguyen

    International Journal of Financial Studies, MDPI, volume 6, issue 2, p. 36

  • 2018

    "Using the Hidden Markov Model to Improve the Hull-White Model for Short Rate"

    T. Wakefield, N. Nguyen, D. Nguyen

    International Journal of Trade, Economics and Finance, volume 9, p. 54-59

  • 2017

    "An Analysis and Implementation of the Hidden Markov Model to Technology Stock Prediction"

    N. Nguyen

    Risks, MPDI, volume 5, issue 4, p. 62

  • 2017

    "Hidden Markov Model for Portfolio Management with Mortgage-Backed Securities Exchange-Traded Fund"

    N. Nguyen

    Society of Actuaries
  • 2016

    "Acceptance-rejection method for low-discrepancy sequences"

    N. Nguyen, G. Okten

    Monte Carlo Methods and Applications, De Gruyter

  • 2015

    "Hidden Markov Model for Stock Selection"

    N. Nguyen

    Journal of Risks in special issue: Recent Advances in Mathematical Modeling of the Financial Markets, MDPI, volume 3, issue 4, p. 455-473

  • 2014

    "Probabilistic methods in estimation and prediction of financial models"

    N. Nguyen

    FSU thesis, Florida State University

  • 2024 - 2025

    Editor, Journal Editor
    MDPI

  • 2024 - 2025

    Committee Member
    Mathematical Modeling Challenge in Vietnam

  • 2019 - 2019

    Attendee, Meeting
    SIAM

  • 2018 - 2018

    Committee Chair
    JMM

  • 2018 - 2018

    Reviewer, Ad Hoc Reviewer
    NSF

  • 2016 - 2017

    Member

  • 2015 - present

    Task Force Member

  • 2015 - 2022


    SIAM