Amirhossein Sadoghi

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