Amirhossein Sadoghi
Assistant Professor Of Finance at Rennes School of Business
Links
Biography
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Teaching
- Coding and Data Science for Accounting and Finance
- Neural networks and Deep Learning for Finance
- Data Science for Business
- Financial Data Infrastructure
Qualifications
- Doctor rerum politicarum (Dr. rer. pol.) in Finance, Frankfurt School of Finance and Management
- Master of Statistics and Data Mining, Linköping University
- Master of Industrial Engineering, Linköping University
- Bachelor of Industrial Engineering, Isfahan University of Technology
Research interests
- Machine (Statistical) Learning in Finance
- Systemic Risk, Network Analysis
- Banking System
- Data mining and Applied Statistics
- High-Frequency Algorithmic Trading
- Numerical Optimisation
- Econometrics
- Data Science
- Text M**ining
Work Experience
Academic
- Assistant Professor, Finance and Accounting Academic Area, Rennes School of Business (September 2019 – Present)
- Postdoc Fellowship, Stuttgart, Germany (September., 2017 – August 2019)
- Research & Teaching Assistance, Frankfurt, Germany (March., 2012 – August 2017)
Non Academic
- Kaf Joint Stock ( Darugar), Tehran, Iran (July., 2005 – August 2007)
- (System Analyzer of supply chain management – Information Technology, Logistics System (Design Supplier Selection Evaluation DSS )
- Season Enterprise, Tehran, Iran (July, 2004 – October, 2004)
Membership
- SIAM: Society for Industrial and Applied Mathematics
- IMS: Institute of Mathematical Statistics
- MOS: Mathematical Optimization Society
- BS: Bernoulli Society
- EWGLA: EURO Working Group on Locational Analysis
- EEA: European Economic Association
Intellectual contributions
Refereed Articles Discipline-Based Scholarship
- Amirhossein Sadoghi, Jan Vecer (2021) Optimal liquidation problem in illiquid markets. European Journal of Operational Research, Volume 296, Issue 3, 2022, pp 1050-1066
- Adarkwah, Charles Christian, Amirhossein Sadoghi, and Afschin Gandjour. “Should Cost‐Effectiveness Analysis Include the Cost of Consumption Activities? AN Empirical Investigation.” Health economics 25, no. 2 (2016): 249-256.
Refereed proceedings – Discipline-Based Scholarship
- Sadoghi, A. Attention to bitcoin. 2021 NASMES North American Summer Meeting of the Econometric Society (virtual), Montreal, Canada, June 10 – 13, 2021
- Sadoghi, A. Attention to bitcoin. Online International Conference in Actuarial Science, Data Science and Finance, Lyon, France, 28-29 April 2020
- Sadoghi, Amirhossein. Attention to Bitcoin. In: Modelling with big data and Machine Learning lnterpretability and model uncertainty Bank of England, London, London, United Kingdom, November 2019
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