Research
Research
I am currently exploring research directions at the intersection of quantitative finance, machine learning, and economics, while identifying a focused MBA thesis topic.
Research interests
- 01Financial Machine Learning
- 02Market Microstructure
- 03Quantitative Finance
- 04Artificial Intelligence for Finance
- 05Financial Econometrics
- 06Deep Learning
- 07Reinforcement Learning
- 08Time-Series Modeling
- 09Asset Pricing
Selected research and technical projects
Cross-Exchange Cryptocurrency Arbitrage Analysis
A multi-exchange analytical pipeline for evaluating whether apparent cryptocurrency arbitrage opportunities remained profitable after realistic market frictions, including fees, transfer delays, and slippage.
- Level-2 order-book and trade data across Nobitex, Wallex, Bitpin, and Ramzinex
- Executability-aware arbitrage evaluation
- Statistical analysis and interactive visualizations
Put–Call Parity Arbitrage Detection in the Iranian Options Market
An empirical detection system for identifying economically attainable put–call parity violations in Iranian equity options after commissions, slippage, and liquidity constraints.
- Historical order-book snapshots and call–put matching
- Cost-adjusted expected profit and executability filters
- Residual distributions and opportunity-rate analysis
Thesis work
Health versus Wealth: Economic and Epidemiological Modeling of COVID-19 Mitigation Policies
An interdisciplinary modeling project examining the trade-offs between public-health outcomes and economic activity under alternative pandemic mitigation policies.
- Dynamic macroeconomic models
- Epidemiological models
- Policy scenarios
- Health–economy trade-offs
Research preparation
- Financial Econometrics
- Financial Engineering
- Portfolio Management
- Machine Learning audit (Prof. Ali Sharifi-Zarchi)
- Reinforcement Learning audit (Prof. Mohammad Hossein Rohban)
- Econometrics and financial-economics background
- Quantitative technical projects
Potential future publications
No publication records have been added yet.