Research

COVI-19 Research Guide

Publications:

Sadoghi A., Vecer J., Optimal liquidation problem in illiquid markets, European Journal of Operational Research, 2021, forthcoming [link]

Adarkwah CC1, Sadoghi A, Gandjour A.," Should Cost-Effectiveness Analysis Include the Cost of Consumption Activities? AN Empirical Investigation." ,Health Economics [Link]



Papers in Preparation:

  • Sadoghi, A., Vecer, J., "Optimum Strategy in Market Order Execution Associated with the Poisson Cluster Process"

  • Sadoghi, A., "Measuring Systemic Risk: Robust Ranking Techniques Approach"

  • Sadoghi, A., Kassberger,S."Financial System Stability affected by Macro-prudential Policies"


Optimization: Sadoghi, A., Burdakov, O., and Grimvall, A., "Piecewise monotonic regression algorithm for problems comprising seasonal and monotonic trends" Sadoghi, A., "Multy facility Location Allocation Problem with Fuzzy approach" Sadoghi, A., Lidesta, H., "Multi- Period, Multi-Stage Supply Chain Design: Decomposition Approach" Sadoghi.A, "The Use of Generalized Additive Models for Demand Forecasting" Sadoghi,A.,Javad,R., "Best Practices for Customer Churn Prediction with using The Lolimot model (LOcal LInear MOdel Tree) "

Presentations:

Financial Mathematics

Conference on Current Topics in Mathematical Finance(Poster), Vienna, Austria April, 2013 • Advances in Financial Mathematics, Paris, France January, 2014 • 11th German Probability and Statistics Days , Ulm, Germany March , 2014 • 7th Financial Risks international Forum; Paris, France March, 2014 • First Berlin-Singapore Workshop on Quantitative Finance and Financial Risk, Berlin, Germany May, 2014 • Bachelier Finance Society 8th World Congress Brussels(poster) June, 2014 • SIAM Conference on Financial Mathematics & Engineering, Chicago, USA November 13-15, 2014 - Advanced Modelling in Mathematical Finance (poster) May 20–22, 2015, Kiel, Germany

Optimization

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