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Dr. Abdolreza Nazemi

Wissenschaftlicher Angestellter
Sprechstunden: 

Nach Vereinbarung und vorheriger Anmeldung per E-Mail.


Raum: Geb. 20.53, Raum 113
Tel.: +49 721 608-47954
Fax: +49 721 608-43811
abdolreza nazemiGtm1∂kit edu



Curriculum Vitae

 

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)

 

Refereeing Service:
European Journal of Operational Research

 

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.

 

Presentations

Hoechstoetter, M., Nazemi, A., Rachev, S. T., Bozic, C., An Application of Data Mining in Consumer Credit, 13th Industrial Conference on Data Mining ICDM 2013, New York, USA, 2013

Loss Given Default Modeling in Non-banking Industries Using Data Mining Algorithms, Institute of Systems Science, National University of Singapore, Singapore, 2013
 
Hoechstoetter, M., Nazemi, A., Rachev, S. T., Bozic, C., Analysis of Recovery Rate of Non-performing Consumer Credit, SIAM Conference on Financial Mathematics and Engineering, Minnesota, USA, 2012

Hoechstoetter, M., Nazemi, A., Rachev, S. T., Analysis of Loss Given Default, Conference on Credit Analysis and Risk Management, Michigan, USA, 2011

Nazemi, A., Meshkani, A., Classification using Decision Trees in Data Mining, 7th Iranian Statistics
Conference, Tehran, Iran, 2004

 

RESEARCH PROJECTS and GRANT

2012-2013                              Research Grant, Risk Management Institute, NUS
2010                                      Profit Scoring and Dynamic Models in Credit Scoring
2009-2010                              Examination of the Development Process of Scoring Model and Choosing Best Scoring Model (cooperator)

 

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