Brief CV
Hossein Dastkhan was born in Iran on Jan-31th 1986. He accomplished his M.Sc. and PhD in Industrial Engineering (major of Financial Engineering ) at Amirkabir University of Technology, Tehran, Iran. His research interests are Financial Engineering, Financial Risk Management, Financial Network Analysis and startup valuation.
Educational records
#
Course
University
City
Country
Graduation Date
Total mean
1
B.S. Industrial Engineering
Yazd University
Yazd
Iran
2009
2
• M.Sc. Industrial Engineering (Major: Financial Engineering)
Amirkabir University of Technology (Tehran Polytechnique)
Tehran
Iran
2011
3
• PhD. Industrial Engineering (Financial Engineering)
Amirkabir University of Technology (Tehran Polytechnique)
Tehran
Iran
2018
Professional activities & membership
#
Professional memberships
Explanations
1
International System Dynamics Asscociation
2
Iranian Branch of System Dynamics Asscociation
Executive Activities
#
Executive Activities Titles
Name of Organization / comment
Starting Date
Termination Date
1
Research interests
#
Title
Start date
1
Financial Modelling and Financial Engineering
2
Financial Network Analysis
3
Startup valuation
4
Financial Risk Analysis and Management
Research projects
#
Project Titles
Executers
Supportive Organization
Place of Execution
Project Situation
Completion Date
1
Strategic Planning and Management Project
Hossein Dastkhan
Yazd Science and Technology Park
Running
2014
2
Business Process Re-engineering of the Finance and procurement Division
Hossein Dastkhan
Iran Central Iron Ore Co
Running
2015
3
Strategic Analysis of the Gold Value Chain in the Yazd Province
Hossein Dastkhan
Industrial Parks Organization
Running
2011
4
Investment Development Plan
Iran Central Iron Ore Co
Running
2013
5
Electricity Generation Master Plan
Yazd Regional Electricity Company
Running
2010
6
Business Process Reengineering in the Resource and Management Development Division
Ministry of Health
Running
2015
Theses supervised
#
Title
Persons
1
Comparison of optimization algorithms and selection of optimization algorithm for mean-value model at risk of anthropic risk
محمد قاسمی بشلی
2
Investigating the persistence of impact of market timing of firms capital structure in the primary share issues
مهبد توکلی
3
Investigating the effectiveness of adding cryptocurrencies to investing portfolios (Sample of using bitcoin in Tehran stock exchange)
حسین صابر
4
Investigaing ihe Possibility of Alpah by Using the Average of Idiosyncratic Shocks in Compainies Listed inTehran Stock Exchange
حانیه صالحی راد
5
risk based optimization of capital structure in project financing using probability of conditional risk value
فاطمه مابینی
6
Investigating the Interaction of Liquidity Creation and Capital on Bank Stability
کامیار کاوه باغبادرانی
7
Dynamic portfolio optimization based on price forecast by using BO-XGBoost algorithm
شهریار خزائی
8
Dynamic portfolio optimization of crypto currencies via clustering approaches
علی نوروزی
9
Dynamic portfolio optimization based on the hybrid clustering algorithm
علیرضا مصفا
10
Designing a model for statistical arbitrage pair trading with high frequency data in cryptocurrencies market
علیرضا اقامحمدی رنانی
11
Implied Equity Duration: A Measure For constant proportain portfolio insurance
مریم شبان دهکردی
Theses advised
#
Title
Persons
1
Causality and Co-Movments of Financial Markets with wavelet Transform
الناز زلفی
2
The relationship between speculative preferences and idiosyncratic skewness with stock returns
مهسا ملکی
3
Market Efficiency and Calender Anomalies in Tehran Stock Exchange
یاسمن کوچکی پیرکوهی
4
Evaluating financial market development market transparency on IPO performance in the Iranian capital market
محمدرضا خانی
5
Investigating the effect of payroll costs on the leverage of companies listed on the Tehran Stock Exchange
کبری صلواتی چوبقلو
6
Analysis of Fama and French Five-Factor Pricing Model Using Wavelet Multiscaling Approach in Tehran Stock Exchange
یوسف کفاش سلیقه
7
Capital structure volatility as a risk factor in Tehran stock exchange
محمدرضا حاجی میرزاسیداحمد
8
Investigating the effect of stock information content on total factor producivity of companies listed in tehran stock exchange
امیرحسین کلاه دوز
9
Investigating the effect on external financing and earning management with moderating variables to consider the accounting conservatism (Case study companies accepted in stock exchange)
مهدیه پیمانی
10
Investigating the implementation level of enterprise risk management and the influence of corporate governance and industry risk on its implementation(Case study: companies listed on the Tehran Stock Exchange)
مائده محمدی
11
Simultaneous Multi-price Prediction of Capital Market Stocks Using LSTM-basedAssociated Neural Network
الهام اسمعیل پور
12
The effect of uncertainty caused by the economic policies of trading partners and major world economies on volatility in the Tehran Stock Exchange
محمود داودی
13
Assessing the power of a tow-factor liquidity-based model in explaning the effect of anomalies on the returns of companies listed on the tehran stock exchange
مریم عمارلو
14
Spillover crude oil, bitcoin and prices on the stock markets of Iran, Turkey and the United Arab Emirates
محسن امینی
Published articles
#
Paper title
Writer
Magazine title
Publish year
Publish type
Article type
1
A portfolio trading system using a novel pixel graph network for stock selection and a mean-CDaR optimization for portfolio rebalancing
Milad Kamali Alamdari, Akbar Esfahanipour,
APPLIED SOFT COMPUTING
2024
Full Text
2
A review of systemic risk definition in financial systems: a special focus on network analysiss
,
International Journal of Markets and Business Systems
2024
Full Text
3
What are the Sustainable Water Policies in Central Regions of Iran? An Integrated Water Resource Management Model
, Golnaz Mohamadi
Water Economics and Policy
2023
Full Text
4
Financial Linkage via Idiosyncratic Shocks: A Case in an Emerging Market
, Hanieh Salehi Rad
EMERGING MARKETS FINANCE AND TRADE
2023
Full Text
5
A framework to assess the valuation techniques for new technology-based firms: a case in an emerging market
,
Venture Capital
2022
Full Text
6
• What are the most effective and vulnerable firms in financial crisis? A network representation of CVaR in an Emerging Market
International Journal of Financial Engineering
2019
Full Text
Original Article
7
• Network-based Early Warning System to Predict Financial Crisis
International Journal of Finance and Economics
2019
Full Text
Original Article
8
• Simulation of Contagion in the Stock Markets Using Cross-Shareholding Networks: A Case from an Emerging Market
Computational Economics
2019
Full Text
Original Article
9
Network based early warning system to predict financial crisis
,
INTERNATIONAL JOURNAL OF FINANCE and ECONOMICS
2019
Full Text
Original Article
10
What are the most effective and vulnerable firms in financial crisis A network representation of CoVaR in an emerging market
,
International Journal of Financial Engineering
2019
Full Text
Original Article
11
• How the ownership structures cause epidemics in financial markets: A network-based simulation model
Physica A: Statistical Mechanics and its Applications
2018
Full Text
Original Article
12
Determination of Systemically Important Companies with Cross-Shareholding Network Analysis: A Case Study from an Emerging Market
international journal of financial studies
2017
Full Text
Original Article
13
• Systemic Risk Measures in Financial Markets: Identifying the Systemically Important Companies in TSE
Risk Modeling and Financial Engineering
2017
Full Text
Original Article
14
• Development a new hybrid modeling approach for European option pricing
International Journal of Industrial Engineering & Production Research
2016
Full Text
Original Article
15
• What Are the Right Policies for Electricity Supply in Middle East? A Regional Dynamic Integrated Electricity Model for the province of Yazd in Iran
Renewable and Sustainable Energy Reviews
2014
Full Text
Original Article
16
An Application of Value at Risk and Extreme Value Theory in the Risk Management of Iranian Oil Selling Revenues
Quarterly Energy Economics Review
2014
Full Text
Original Article
17
• How to obtain a series of satisfying portfolios: a fuzzy portfolio management approach
International Journal of Industrial and Systems Engineering
2013
Full Text
Original Article
18
• A linguistic-based portfolio selection model using weighted max–min operator and hybrid genetic algorithm
Expert Systems with Applications
2011
Full Text
Original Article
19
• Study the trends and the future of Industrial Engineering Research
South African Journal of Industrial Engineering
2009
Full Text
Original Article
Presented articles
#
Title
Writer
Conference
Date
Presentation type
1
systemic risk in financial systems- a special focus on network analysis
,
- Iran
1402/04/27
Oral
2
• Simulation of Contagion the Stock Markets Using Cross-Holding Network: A Case from Tehran Stock Exchange
IIEC2018
Oral
3
• Text mining methods in the analysis of comments and utility customers on social networks: a case study in Iran's market digital products
IIEC2017
Oral
4
• Measuring the urban quality of life and its role in the population growth of new towns using system dynamics approach
IIEC2015
Oral
5
• An Application of Extreme Value Theory in the Estimation of Value at Risk for Iran Oil Price
IIEC2014
Oral
6
Solving the Portfolio optimization problem with minimum transaction lots by memetic algorithm
IIEC2014
Oral
7
• An Application of System Dynamics in Electricity Supply Systems: Case of Yazd Regional Electricity Company in Iran
System Dynamics Conference, 2013
Oral
8
• An Application of Conditional CAPM to Evaluate TSE Market Efficiency
IIEC2013
Oral
9
The Analysis of Environmental Policies in Electricity Generation: An Empirical Study from Yazd Regional Electricity Company in Iran
IEOM2013
Oral
10
• Strategic Analysis of the Gold Value Chain in Iran: A Case from the province of Yazd
International Conference of Management 2012
Oral
11
• Fuzzy mathematical programming in portfolio selection problem
IEOM2008
Oral