RESEARCH INTERESTS

Financial Risk Management
Financial Econometrics
Financial Data Mining
Basel Regulations
Quantitative Finance

TEACHING EXPERIENCES

School of Economics and Business Engineering
Karlsruhe Institute of Technology (KIT), Karlsruhe, Germany (In Englisch)

Summer Semester 2018 Big Data Mining in Finance (Seminar)
Winter Semester 2017 Big Data Mining in Finance (Seminar)
Summer Semester 2017 Big Data Mining in Finance (Seminar)
Winter Semester 2016 Big Data Mining in Finance (Seminar)
Summer Semester 2015 Advanced Econometrics of Financial Markets (Master)
Summer Semester 2015 Big Data Mining in Finance and Business (Seminar)
Winter Semester 2013 Financial Risk Management (Master)
Winter Semester 2014 Big Data Mining in Finance and Business (Seminar)
Summer Semester 2014 Advanced Econometrics of Financial Markets (Master)
Summer Semester 2014 Quantitative and Mathematical Finance (Seminar)
Winter Semester 2013 Financial Risk Management (Master)
Winter Semester 2013 Data Mining in Credit Risk (Seminar)

PUBLICATIONS

Selected Publications

Nazemi, A., Heidenreich, K., Fabozzi, F., J., Improving Corporate Bond Recovery Rate Prediction Using Multi-Factor Support Vector Regressions, European Journal of Operational Research, Forthcoming.

Nazemi, A., Fabozzi, F., J., Macroeconomic Variable Selection for Creditor Recovery Rates, Journal of Banking and Finance, Vol. 89 (2018), pp. 14-25.

Nazemi, A., Fatemipour, F., Heidenreich, K., Fabozzi, F., J., Fuzzy Decision Fusion Approach for Loss-Given-Default Modeling, European Journal of Operational Research, Vol. 262 (2017), pp. 780-791.

Ghorbani, M., Mohammadzadeh, H., Nazemi, A., A Comparison of Three Pre-processing Methods for Improving Main Content Extraction from Hyperlink Rich Web Documents, WEBIST’14: 10th International Conference on Web Information Systems and Technologies, Volume 2, 335 - 339, Barcelona, Spain.

Hoechstoetter, M., Nazemi, A., Rachev, S. T., Bozic, C., An Application of Data Mining in Consumer Credit, Industrial Conference on Data Mining, 1-15, New York, USA.

Hoechstoetter, M., Nazemi, A., Rachev, S. T., Analysis of Recovery Rate of Non-performing Consumer Credit, SIAM Conference on Financial Mathematics and Engineering, (Abstract), Minnesota, USA.

Book (in Persian Language)

Meshkani, A., Nazemi, A., Introduction to Data Mining, Azad University Press.

Books Chapters

Nazemi, A., Heidenreich, K., Chapter 8, In: Current and Future Developments in Artificial Intelligence, Edt: Nassiri, F., Bentham Science Publishers, 268-293.

Nazemi, A., Mirzaei, M., Hoechstoetter, M., Analysis of Loss Given Default:A Literature Review and Classification, In: Third Conference on Credit Analysis and Risk Management, Edt: Callaghan, J., Murphy, A., Qian, H., Cambridge Scholars Publishing, 287-302.

Nazemi, A., Hoechstoetter, M., Rachev, S. T., Recovery Rate Modeling, In: Conference on Credit Analysis and Risk Management, Edt: Callaghan, J.,Murphy, A., Qian, H., Cambridge Scholars Publishing, 295-306.

Refereeing Service:
European Journal of Operational Research, Quantitative Finance, International Journal of Forecasting

AWARDS and SCHOLARSHIPS

  
2011                                       “Abschlussstipendium” from Karlsruhe House of Young Scientists
2011                                       Short time scholarship from Deutscher Akademischer Austausch
                                              Dienst (DAAD)
2010                                       Contact Scholarship from Karlsruhe House of Young Scientists
2010                                       Short time scholarship from Deutscher Akademischer Austausch
                                              Dienst (DAAD)
2009                                       Short time scholarship from Deutscher Akademischer Austausch
                                              Dienst (DAAD)
1996                                       Awarded “State 2nd” for the Mathematical Olympiad in Iran

SPECIAL SKILLS

  
Programming Languages:          Pascal, C
Statistics & Math. SW:               S-plus, R, SAS, Matlab, SAS Enterprise Miner, SPSS
Tools:                                      Microsoft Office, Latex
Languages:                              Persian, English, German (Basic)
PC Engineering Course:            Databases, SQL