Aside

Hojjatollah Sadeqi

Contact Info

Research Interests

  • Governance
  • Risk Management and Derivatives
  • Machine Learning and Pattern Recognition
  • Block Chain Technology
  • Philosophy of Technology

Disclaimer

This resume was made with the R package pagedown.

Last updated on 2022-03-20.

Main

HOJJATOLLAH SADEQI

Associate Professor

After receiving my Ph.D. in Public Administration, teaching as Assistant Professor at Yazd University for 11 years, and working as a member of Yazd Research and Technology Fund Board of Directors, I am working on Governance, Risk Management,Machine Learning, and Blockchain Technology. I have also worked as a consultant for several theses and dissertations on Finance and Management at the university.

Education

2010

Allameh Tabatabai University

Ph.D. in Public Administration (Comparative and Development Administartion) Tahran, Iran

Thesis: A game theoretical approach to poilitics-adminitration dichotomy (A study of Iranian public administration)

2005

Imam Sadiq University

(continuous) M.S. in Finance Tehran, Iran

Thesis: The assumption of constant interest rate and its alternatives in the Black-Scholes model

Academic Experience

2021now

Associate Professor of Public Administartion

Yazd University Yazd, Iran
2019Now

Director-in-Charge

Journal of Business Management Researches Yazd University, Iran
20102021

Assistant Professor of Finance

Yazd University Yazd, Iran
20162019

Educational Deputy of Economics, Management and Accounting School

Yazd University Yazd, Iran
20152016

Head of Department

Department of Accounting and Finance Yazd University, Iran
20152017

Member of the Board of Directors

Yazd Research and Technology Fund Yazd, Iran
20122014

Head of Department

Department of Business Administration Yazd University, Iran
20132014

Member of Entrepreneurship Committee

Yazd University Yazd, Iran

Professional Projects

2021

A flexdashboard of Financial Networks

An R Shiny Application Yazd University, Iran
2021

A flexdashboard of Portfolio Recommendations

An R Shiny Application Yazd University, Iran
2018

A GUI to Measure liquidity

An R Shiny Application Yazd University, Iran
2018

A GUI to Model Financial Spillover

An R Shiny Application Yazd University, Iran
2018

A GUI for KMV model

An R Shiny Application Yazd University, Iran
2017

A GUI to Estimate Hidden Populations

An R Shiny Application Yazd University, Iran

Teaching Experience

2010Now

Finance

Corporate Finance
Financial Engineering
Financial Mathematics
Financial Econometrics
Risk Mangement Yazd University, Yazd
2010Now

Management

Research Methods
Organization Theory
Quantitative Methods Yazd University, Yazd

Selected Publications

2020

A Typology of Financial Networks According to Their Typological Characteristics (A Study of Tehran Stock Exchange)

Financial Engineering and Portfolio Management. 2020 Autumn .319-342 in Persian, Tehran

Hojjatollah Sadeqi, Majid Montasheri.

2019

Physics of Finance as an Interdisciplinary Field: A Critical Approach to the Contributions of Physics to Finance

Critical Studies in Texts and Programs of Human Sciences. 2019 December .93-112 in Persian, Tehran

Hojjatollah Sadeqi.

2019

Investigating different methods of estimating tail risk measures with generalized Pareto distribution in Tehran stock exchange

Financial Knowledge of Securities Analysis. 2019 Spring .51-69 in Persian, Tehran

Eisa Mahmoodi, Najme Dehqan, Hojjatollah Sadeqi.

2019

Revising the concept of the marketing mix in Iranian bank industry: The application of Glazerian grounded theory approach

Iranian Management Sciences Quarterly. 2019 Summer .54-80 in Persian, Tehran

Babak Banejad, Seyed Mohammad Tabatabaii Nasab, Hojjatollah Sadeqi.

2018

Application of Geometric Brownian motion in prediction of gold price and currency rate

Investment Knowledge. 2020 Summer .251-269 in Persian, Tehran

Hojjatollah Sadeqi, Alireza Varzideh, M Esmaeel Fadaee Nejad.

2018

Stabilization of Financial Dendrograms as a Method of Systemic Changes Measurement (A Study of TSE’s Indices)

Journal of Financial Management Perspevtive. 2018 Autumn.103-128 in Persian, Tehran

Hojjatollah Sadeqi, Moslem Nilchi.

2018

Selection of Optimal Portfolio Using Expert System in Mamdani Fuzzy Environment

Industrial Management Studies. 2018 March.131-151 in Persian, Tehran

Koohbanani Nejad, Darush Frid, Hojjatollah Sadeqi.

2017

Denoising of Financial Time Series Using Wavelet Analysis

Financial Engineering and Portfolio Management. 2017 September.299-315 in Persian, Tehran

Hojjatollah Sadeqi, Zahra Dehghani Firoozababdi.

2017

Codification of Dendrograms Portfolio Based on Euclidean Distance Measure (A Comparison Between Different Methods of Hierarchical Clustering)

Financial Knowledge of Securities Analysis. 2017 March.89-105 in Persian, Tehran

Hojjatollah Sadeqi, Sharife Foroughi.

2017

Monitoring Financial Processes with ARMA-GARCH Model Based on Shewhart Control Chart (Case Study: Tehran Stock Exchange)

IJE TRANSACTIONS B: Applications. 2017 January.270-280 Tehran

Hadi Doroodyan, M Saleh Owlia, Hojjatollah Sadeqi, A Amiri.

2017

The effect of parameter estimation on phase II control chart performance in monitoring financial GARCH processes with contaminated data

Industrial and Systems Engineering. 2017 January.93-108 in Persian, Tehran

Hadi Doroodyan, M Saleh Owlia, Hojjatollah Sadeqi, A Amiri.

2016

Using Extreme Value Theory to Estimate Value at Risk (Case Study: Foreign Exchange Rate)

Asset Management and Financing. 2016 June .77-94 in Persian, Isfahan

Hojjatollah Sadeqi, Saeede Behboodi.

2016

Deviation from Normal Distribution and Its Impact on the Differential Value-at-Risk

Financial Knowledge of Securities Analysis. 2016 June .69-83 in Persian, Teharan

Hojjatollah Sadeqi, Samaneh Dehghan Manshadi.

2015

The Measurement of Risk based on the Criterion of Value at Risk via Model of GARCH (A Study of Stock of Listeَd Companies in Tehran Stock Exchange (TSE) in the Cement Industry)

Financial Management Strategy. 2015 September .149-169 in Persian, Teharan

Tahere Kiani, Darush Farid, Hojjatollah Sadeqi.

2014

Value-at-Risk Measurement Using A Cornish-Fisher Approximation of Normal Distribution ( A Study of Iranian Financial Institutions)

Asset Management and Financing. 2014 March .1-20 in Persian, Isfahan

Hojjatollah Sadeqi, Marzie Shams.

2014

Value-at-Risk Measurement Using A Cornish-Fisher Approximation of Normal Distribution ( A Study of Iranian Financial Institutions)

Asset Management and Financing. 2014 March .1-20 in Persian, Isfahan

Hojjatollah Sadeqi, Marzie Shams.

2014

Evaluating Value at Risk with Using Wavelet Analysis (Case Study: Tehran Stock Exchange)

Financial Management Strategy. 2014 March .97-124 in Persian, Tehran

Hojjatollah Sadeqi, Somayyeh Nazarizade.

2014

Developing a Theoretical Model for Alignment of Production Strategy, Marketing Strategy, and Business Strategy using Grounded Theory (Case study: Pishgamane Kavir Group)

Business Administration Researches. 2014 March .85-106 in Persian, Yazd

Moslem Rezaee, Ali Morovati, Hojjatollah Sadeqi.