Ehsan Hajizadeh - Amirkabir University of Technology

Supervised MSc Theses

#

Thesis title

By

Date

1

Sentiment analysis modeling of financial traders using machine learning methods

Sepehr Khanzadeh & Ehsan Hajizadeh

February 2024

2

trading systems design using deep reinforcement learning and feature selection algorithms in the cryptocurrency market

Hamidreza Ghadiri Sohrvafiroozani & Ehsan Hajizadeh

February 2024

3

A cryptocurrency portfolio trading system using deep reinforcement learning methods based on risk measures

Mahdi Rasooli Oskuei & Ehsan Hajizadeh

September 2023

4

Price Movement Prediction of Cryptocurrencies Using Deep Learning Methods Considering Sentiment Analysis

Reza Akbari Moqadam & Ehsan Hajizadeh

June 2023

5

Development of an algorithmic trading system based on deep learning methods in the stock market

Sabri Farhadi & Ehsan Hajizadeh

May 2023

6

Portfolio selection using DEA in presence of flexible measures

Shaghayegh Rashme & Ehsan Hajizadeh

March 2023

7

A cryptocurency portfolio trading system using deep learning methods

Alireza Farahani & Ehsan Hajizadeh

October 2022

8

Developing a model for optimizing the parameters of deep neural networks and its application in stock index prediction

Mina Korojdeh & Ehsan Hajizadeh

October 2022

9

Proposing a Forecasting Model for Implied Volatility by Applying Image Recognition Based System

Nima Noferest & Ehsan Hajizadeh

September 2022

10

Proposing a model for online portfolio selection using deep learning methods

Mohammad Abdolhoseini & Ehsan Hajizadeh

May 2022

11

A trading system based on algorithmic trading and deep learning considering risk criteria

Amirmohammad Maleki & Ehsan Hajizadeh

December 2021

12

present an econometrics model based on panel data to study The impacts of economic and financial variables on stock prices in financial intermediation industry(case study of Tehran Stock Exchange)

Shakiba Rahmani & Ehsan Hajizadeh

October 2020

Books

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Title

Author(s)

Publisher country

publication date

version

Portal Records

1

A Risk-Based Trading System Using Algorithmic Trading and Deep Learning Models

Amirmohammad Maleki, Ehsan Hajizadeh, Ali Fereydooni

Switzerland

September 2023

1

2

Proposing a New Hedging Strategy Based on Considering the Efficiency of Energy Markets in Crises

Ali Fereydooni, Ehsan Hajizadeh

Swaziland

March 2022

0

3

Multi-step Ahead Power Demand Forecasting in Smart Grid

Ehsan Hajizadeh, Amin Hajizadeh

United States

February 2022

0

Journal Papers

Portal Records

1

Ali Fereydooni, Ehsan Hajizadeh, "Safe haven opportunities for cryptocurrencies in geopolitically risky environments", APPLIED ECONOMICS, December 2023 Vol. 56, Num. 1, Page 1-20, December 2023,

2

Seyed Mehrzad Asaad Sajadi, Pouya Khodaee, Ehsan Hajizadeh, Sabri Farhadi, Sohaib Dastgoshade, Bo Du, "Deep Learning-Based Methods for Forecasting Brent Crude Oil Return Considering COVID-19 Pandemic Effect", ENERGIES, October 2022 Vol. 15, Num. 21, Page 8124-8144, October 2022,

3

Ehsan Hajizadeh, Parsa Farinneya, Mohammad Mahdi Abdollah Pour, "A new transformer-based hybrid model for forecasting crude oil returns", AUT Journal of Modeling and Simulation, July 2022 Vol. In press, Num. 2, Page 1-14, July 2022,

4

Seyyed Reza Majidi Zavie, Ehsan Hajizadeh, "Investigating the impact of sentiments on stock returns: evidence from reactions to social media content", , December 2021 Vol. 11, Num. 36, Page 57-89, December 2021,

5

Bohlol Ebrahimi, Ehsan Hajizadeh, "A novel DEA model for solving performance measurement problems with flexible measures: An application to Tehran Stock Exchange", MEASUREMENT, April 2021 Vol. 179, Num. 179, Page 1-10, April 2021,

6

Ehsan Hajizadeh, "Developing an optimized artificial intelligence model for S&P 500 option pricing: A hybrid GARCH model", International Journal of Financial Engineering, July 2020 Vol. Online, Num. 0, Page 0-0, July 2020,

Other Records

1

Ehsan Hajizadeh, Masoud Mahootchi, Akbar Esfahanipour, Mahdi Massahi Kh, "A new NN-PSO hybrid model for forecasting Euro/Dollar exchange rate volatility", Neural Computing and Applications, 2019 Vol. 31, Num. , Page 2063-2071, 2019,

2

Ehsan Hajizadeh, Masoud Mahootchi, "Developing a Risk-Based Approach for American Basket Option Pricing", Computational Economics, 2019 Vol. 53, Num. 4, Page 1593-1612, 2019,

3

Ehsan Hajizadeh, Masoud Mahootchi, "A Simulation Based Optimization Model for Pricing Basket Options", Quarterly Journal of Financial Engineering and Portfolio Management, 2019 Vol. 10, Num. 38, Page 306-327, 2019,

4

Ehsan Hajizadeh, Masoud Mahootchi, "Optimized radial basis function neural network for improving approximate dynamic programming in pricing high dimensional options", Neural Computing and Applications, 2018 Vol. 30, Num. 6, Page 1783-1794, 2018,

5

Ali Mohammad Kimiagari, Ehsan Hajizadeh, Hossein Dastkhan, Majid Ramezani, "Development a new hybrid modeling approach for European option pricing", International Journal of Industrial Engineering & Production Research, 2017 Vol. 28, Num. 1, Page 87-99, 2017,

6

Ehsan Hajizadeh, Abbas Seifi, MH Fazel Zarandi, IB Turksen, "A hybrid modeling approach for forecasting the volatility of S&P 500 index return", Expert Systems with Applications, 2012 Vol. 39, Num. 1, Page 431-436, 2012,

7

Ehsan Hajizadeh, Hamed Davari Ardakani, Jamal Shahrabi, "Application of data mining techniques in stock markets: A survey", Journal of Economics and International Finance, 2010 Vol. 2, Num. 7, Page 109, 2010,

Conference Papers

Portal Records

1

Milad Kamali Alamdari, Ehsan Hajizadeh, Ali Fereydooni, "A Hurst exponent analysis approach for investigation of market efficiency during COVID 19 pandemic: A case study from top affected economies ", 8th International Conference on Industrial and Systems Engineering, Mashhad, Iran., September 2022

2

Mahdi Rasooli Oskuei, Ehsan Hajizadeh, Mahdis Rasouli Oskouei, "Volatility modeling of cryptocurrencies using GARCH models ", The 18th Iranian International Industrial Engineering Conference (IIIEC2021), November 2021

3

Alireza Farahani, Ehsan Hajizadeh, "Development of stock portfolio trading system using support vector machine network: A case study in Tehran Stock Exchange ", The 18th Iranian International Industrial Engineering Conference (IIIEC2021), Tehran, Iran., November 2021

4

Amirmohammad Maleki, Ehsan Hajizadeh, "Investigating the relationship between stock returns and liquidity risk in Tehran Stock Exchange ", 17th International Conference on Industrial Engineering, February 2021

5

Negar Doost Mohammadi, Ehsan Hajizadeh, Masoud Maleki, "A new model based on principal component analysis and recurrent neural network for forecasting stock index ", The 13th International Conference of Iranian Operations Research Society, April 2020

6

Amirreza Abdollahnezhad, Ehsan Hajizadeh, "Estimation and prediction of portfolio risk criteria (CVaR) in different industries of Iran Stock Exchange ", The 13th International Conference of Iranian Operations Research Society, April 2020

7

Masoud Maleki, Ehsan Hajizadeh, Negar Doost Mohammadi, "A deep learning neural network model for predicting Brent crude oil prices ", The 13th International Conference of Iranian Operations Research Society, April 2020

Taught Courses

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Course title

Description

Headlines

Date

1

Accounting for Managers

Familiarity with accounting concepts and principles for managers

Spring 2024

2

Principles of Economics

Introduction to the principles and theories of micro and macro economics

Spring 2024

3

Algorithmic Trading

Familiarity with algorithmic trading, trading strategies and their implementation

Spring 2024

4

Corporate Finance

Introduction to corporate finance concepts, Financing methods and capital budgeting for corporations

Spring 2024

5

Fundamentals of Economics

Introduction to the principles and theories of micro and macro economics

Spring 2024

6

Financial Times Series

This lesson discusses the basics of statistics, probabilities and time series and their applications in modern financial data analysis.

Fall 2023

7

Management Information Systems

Introduction to information system, types of information systems

Fall 2023

8

Corporate Finance

Introduction to corporate finance concepts, Financing methods and capital budgeting for corporations

Spring 2023

9

Fundamentals of Economics

Introduction to the principles and theories of micro and macro economics

Spring 2023

10

Special Topics in Algorithmic Trading

Familiarity with algorithmic trading, trading strategies and their implementation

Spring 2023

11

Financial Times Series

This lesson discusses the basics of statistics, probabilities and time series and their applications in modern financial data analysis.

Fall 2022

12

Management Information Systems

Introduction to information system, types of information systems

Fall 2022