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