"Stress doesn’t come from hard work. Stress comes from not taking action over something that you can have some control over." - Jeff Bezos, 1996
Nguyen Quoc Anh, also known as Anh Q. Nguyen in publications, is an ambitious data scientist and AI research scholar at The Business School, RMIT Vietnam. Anh excels in interdisciplinary study, blending finance, business analysis, and data science (from CFA to BA and DS). He is recognised for pioneering predictive models that incorporate Chaos Theory to enhance forecasting accuracy. His goal is to leverage decentralised AI for breakthroughs in algorithmic trading and data security, contributing to a more innovative digital economy.
B.Bus., Economics and Finance | RMIT Vietnam |
CPE., Data Science and Applied AI | NASBA Association |
IELTS 7.0 (8.0 in Listening) | IDP Education |
AI Systems and LLMs Trainer @ Outlier, San Francisco, California, United States (April 2024 - Present)
Collaborative Researcher @ The Business School, RMIT Vietnam, Department of Economics and Finance (March 2023 - Present)
Academic and Communication English Tutor @ Freelance (February 2021 - November 2022)
[Publication] [Poster] [Presentation] [Certificate]
Nguyen A, Ha S, and Phien N (2024) ‘A Lightweight Multi-Head Attention Transformer for Stock Price Forecasting’, SSRN Electronic Journal, 1(1):1-16, accessed 31 March 2024. Link to paper
Nguyen A and Ha S (2024) ‘Transforming Stock Price Forecasting: Deep Learning Architectures and Strategic Feature Engineering’, SSRN Electronic Journal, 1(1):1-14, accessed 31 March 2024. Link to paper
Nguyen A, Ha S, and Phien N (2024) ‘CNN-BiLSTM and Time Delay Embedding: A Single-Step Hybrid Deep Learning Model for Stock Price Forecasting’, SSRN Electronic Journal, 1(1):1-21, accessed 31 March 2024. Link to paper
Nguyen A, Ha S, and Phien N (2024) ‘CNN-BiLSTM-GRU and Phase Space Reconstruction In Retail Stock Price Forecasting’, SSRN Electronic Journal, 1(1):1-22, accessed 31 March 2024. Link to paper
Nguyen A (2023) ‘Long Short-Term Memory Architectures: Towards a Superlative Tech Stock Price Forecasting Model for Sustainable Economic Prosperity’, In Proceedings of The 9th International Conference for Young Researchers in Economics and Business (ICYREB), UEH Publishing House, ISBN: 978-604-346-250-0, Vol. 2, pp. 83-94. [Link to Proceeding] [Preprint]
Nguyen A, Ha S, and Thai, H (2024) ‘Phase Space Reconstructed Neural Ordinary Differential Equations Model for Stock Price Forecasting’, SSRN Electronic Journal, 1(1):1-17, accessed 8 May 2024. Link to paper
Nguyen A, Le A, Dao V, Nguyen L, and Ky T (2024) ‘The Existing Inaccessibility of Science in Neoliberal Academia’, SSRN Electronic Journal, 1(1):1-35, accessed 25 May 2024. Link to paper
Anh N (2024) ‘Con Người 5.0: Mất mạng là “Mất mạng”?’, Quan Điểm-Tranh Luận, Spiderum, accessed 31 March 2024. Link to article