Hojjatollah Sadeqi

Hojjatollah Sadeqi, PhD

Research Fellow
hsadeqi@ufl.edu

Research Interests

My research focuses on AI and machine learning, particularly in the areas of deep learning and pattern recognition for neuroscience applications. I concentrate on signal processing in magnetoencephalography (MEG) analysis and the use of natural language processing (NLP) to improve the interpretation of neuroimaging data. Additionally, I am involved in creating machine learning algorithms for brain signal analysis, using MATLAB, R, and Python to develop innovative AI solutions for neurocomputational challenges.  

Degree

PhD, Public Management, Allameh Tabataba’i University, Tehran, 2010 

Journal articles (peer-reviewed) 

  1. Nourahmadi, M., Rahimi, A., Sadeqi, H. (2024). Designing a Stock Recommender System Using the Collaborative Filtering Algorithm for the Tehran Stock Exchange.Financial Research Journal,27(2), 302-330 DOI:10.22059/frj.2023.360955.1007479 

  2. Nourahmadi, M., & Sadeqi, H. (2023). Portfolio Diversification Based on Clustering Analysis. Iranian Journal of Accounting, Auditing and Finance, 7(3), 1-16. DOI:10.22067/ijaaf.2023.43078.1092 

  3. Zarei, F., Nourahmadi, M., & Sadeqi, H. (2023). Application of recommendation systems in the development of Robo Advisors: A Bibliometrics Method. Journal of Asset Management and Financing, 11(3), 69-96. DOI:10.22108/amf.2023.138681.1812 

  4. Sadeqi, H. (2022). A Second-Order Hierarchical Clustering of Cryptocurrencies. Iranian Journal of Management Studies, 15(3), 569-593. DOI:10.22059/ijms.2021.320018.674466 

  5. Nourahmadi, M., & Sadeqi, H. (2022). A machine learning-based hierarchical risk parity approach: A case study of portfolio consisting of stocks of the top 30 companies on the tehran stock exchange. Financial Research Journal, 24(2), 236-256. DOI:10.22059/frj.2021.319092.1007146 

  6. Nourahmadi, M., Rasti, F., & Sadeqi, H. (2022). A Comparative Approach to Financial Clustering Models:(A Study of the Companies Listed on Tehran Stock Exchange). Iranian Journal of Finance, 6(4), 31-55. DOI:https://doi.org/10.30699/ijf.2022.303980.1267 

  7. Zarrin Nal, M. S., & Sadeqi, H. (2021). Providing an Optimal Model in Modeling the Dependence Structure of the Elements of Financial Systems Using an Approach Based on Vine-Copula Functions.(Case Study: Market and Industry Indices at Tehran Stock Exchange). Advances in Industrial Engineering, 55(4), 403-432. DOI:10.22059/aie.2022.336312.1818 

  8. Nourahmadi, M., & Sadeqi, H. (2021). Hierarchical Risk Parity as an Alternative to Conventional Methods of Portfolio Optimization:(A Study of Tehran Stock Exchange). Iranian Journal of Finance, 5(4), 1-24. DOI: https://doi.org/10.30699/ijf.2021.289848.1242 

  9. Doroodyan, H., Owlia, M.S., Sadeqi, H., & Amiri, A. (2017). Monitoring Financial Processes with ARMA-GARCH Model Based on Shewhart Control Chart (Case Study: Tehran Stock Exchange). IJE Transactions B: Applications, 270-280. DOI:10.5829/idosi.ije.2017.30.02b.14 

  10. Doroodyan, H., Owlia, M.S., Sadeqi, H., & Amiri, A. (2017). The effect of parameter estimation on phase II control chart performance in monitoring financial GARCH processes with contaminated data. Industrial and Systems Engineering, 93-108.