Dr Amirhossein SADOGHI

Assistant Professor

Department: Finance and Accounting


Expertise liée aux objectifs de développement durable des Nations unies :

UN Sustainable logo 1 UN Sustainable logo 5 UN Sustainable logo 13


  • Coding and Data Science for Accounting and Finance
  • Neural networks and Deep Learning for Finance
  • Data Science for Business
  • Financial Data Infrastructure



  • 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 Mining


Work Experience


  • 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)



  • 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

  • Falko Fecht, Amirhossein Sadoghi. Delay by Contagion in the Payment System. EEA-ESEM Congress, Barcelona, Spain, 28 August – 1 September, 2023
  • Amirhossein Sadoghi, Falko Fecht. Delay by Contagion in Payment System. Financial Management Association, European Conference. Aalborg, Denmark, 7-9 June 2023
  • Amirhossein SADOGHI, Caterina SANTI. Global Risk and Ambiguity in the Determination of CDS Spreads. Financial Management Association, European Conference. Aalborg, Denmark, 7-9 June 2023
  • Amirhossein SADOGHI, Caterina SANTI. Global Risk and Ambiguity in the Determination of CDS Spreads. 16th Financial Risks International Forum, Institut Louis Bachelier, Paris, France, 20-21 March 2023
  • Amirhossein Sadoghi, Falko Fecht. Delay by Contagion in Payment System. Paris Financial Management Conference (PFMC-2022), Paris, France 19-21 December 2022
  • 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

Presentations of Refereed Papers


  • EUROPEAN ECONOMIC ASSOCIATION (EEA) Conference, Lisbon, Portugal, August 2017
  • The 2017 Royal Economic Society Annual Conference, Bristol, UK, April 2017
  • 23rd Annual Meeting of the German Finance Association (DGF), Bonn, Germany, October 2016.
  • 7th CEQURA Conference on Advances in Financial and Insurance Risk Management, Munich, Germany, September 2016
  • Winter School Frontiers in Stochastic Modelling for Finance, Padova,Italy, February 2016
  • 2nd IMA Conference on Mathematics in Finance, Manchester, UK, June 2015
  • 38th Conference on Stochastic Processes and their Applications, Oxford, UK, July 2015
  • Advanced Modelling in Mathematical Finance(poster), Kiel, Germany, May, 2015
  • 5th International Conference of the Financial Engineering and Banking Society, Nantes, France, June 2015
  • Bachelier Finance Society 8th World Congress (poster), Brussels, Belgium, June, 2014
  • SIAM Conference on Financial Mathematics & Engineering, Chicago, USA, November 2014
  • First Berlin-Singapore Workshop on Quantitative Finance and Financial Risk, Berlin, Germany, May, 2014
  • 11th German Probability and Statistics Days , Ulm, Germany, March , 2014
  • 7th Financial Risks International Forum, Paris, France, March, 2014
  • Advances in Financial Mathematics, Paris, France, January, 2014
  • Conference on Current Topics in Mathematical Finance(Poster), Vienna, Austria, April, 2013


  • 17th British-French-German Conference on Optimization, London, UK, June, 2015
  • IFORS 2014, 20th Conference of the International Federation of Operational Research Societies, Barcelona, Spain, July, 2014
  • ICCOPT 2013, The Fourth International Conference on Continuous Optimization, Lisbon, Portugal, August, 2013
  • EURO INFORMS, 26th European Conference on Operation Research, Rome, Italy, July, 2013
  • ISMP2012, 21st International Symposium on Mathematical Programming, Berlin, Germany, August, 2012
  • 25th European Conference on Operational Research, Vilnius, Lithuania, July, 2012
  • International Conference Operations research, Munich, Germany, October 2010
  • SIAM Conference on Optimization, Darmstadt, Germany, May 2011
  • Workshop on OR for Developing Countries, PhD Symposium, Lisbon, July, 2010
  • 24th European Conference on Operational Research, Lisbon, Portugal, July, 2010
  • 23rd European Conference on Operational Research, Bonn, Germany, July, 2009
  • First International Logistics, Tehran, Iran, July, 2008


Contact information