Dr Amirhossein SADOGHI

Assistant Professor

Department : Finance and Accounting

Nationalities :

Teaching

  • Finance
  • Accounting

 

Qualifications

  • Doctor of Philosophy (PhD), Frankfurt School of Finance & Management (2011)
  • M.S., Statistics and Data Mining (Double Major), Linköping University,  (2009 – 2011)
  • M.S., Master of Industrial Engineering and Management, Linköping University (2008 – 2011)

 

Research interests

  • Machine (Statistical) Learning in Finance
  • Systemic Risk, Network Analysis
  • Banking System
  • Data mining and Applied Statistics
  • High-Frequency Algorithmic Trading
  • Numerical Optimization
  • Econometrics

 

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

  • 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.

 

Presentations of Refereed Papers

Finance

  • 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

Optimisation

  • 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