Pourmohammad Azizi – Time series analysis – Best Researcher Award
Mr. Pourmohammad Azizi distinguished academic and researcher in the field Time series analysis.
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Educationsđđđ
He is currently a Ph.D. candidate in Artificial Intelligence at the Department of Electrical Engineering and Computer Sciences at National Taiwan Ocean University in Taiwan, where he works on smart telecommunication. He earned his Master’s degree in Mathematics from Allameh Tabatabaâi University in Tehran, graduating with a GPA of 17.69 out of 20 in 2018. Prior to that, he completed his Bachelor’s degree in Mathematics and Applications at the University of Mazandaran, achieving a GPA of 16.64 out of 20 in 2015. During his academic journey, he also participated in academic visits, including a visit to Lisbon University ISEG- Lisbon School of Economics and Management in 2017, and Guangzhou University in 2015.
Work Experience
He has accumulated significant work experience as an algorithm designer at a Fin-tech company in 2020 and 2021. Additionally, he has been actively involved in Forex trading since 2018. His teaching experience is extensive, having served as a teaching assistant at Allameh Tabatabaâi University from 2016 to 2018, where he assisted in courses such as Calculus 1 and 2, Financial Engineering, Numerical Methods in Financial Mathematics, and Numerical Solutions of Stochastic Differential Equations. During the same period, he also taught MATLAB and PYTHON software at Allameh Tabatabaâi University and The Petroleum University of Technology. Earlier, from 2012 to 2015, he was a teaching assistant at the University of Mazandaran, contributing to courses like Calculus 1 and 2, Graph Theory, Operations Research, and Programming. His teamwork experience includes serving as the chair of the Financial Mathematics Student Society at Allameh Tabatabaâi University from 2016 to 2017, vice chair of the same society from 2015 to 2016, and chair of the Mathematics Student Society at the University of Mazandaran from 2013 to 2015.
He has also gained valuable research experience as a research assistant at Allameh Tabatabaâi University from 2017 to 2018, working with Prof. Abdolsadeh Neisy. Additionally, he has participated in several workshops to further his knowledge and skills, including a workshop on inverse problems and big data in 2019, a workshop on machine learning in 2018, and a workshop on decision making in 2015.
 Awards & Honors
He has received several honors throughout his academic career. In 2022, he was awarded the Excellent Researcher Taiwan Government Scholarship (MOST). In 2017, he was recognized as the best master’s researcher at the Faculty of Mathematics. His academic excellence is further demonstrated by his achievement of earning the 37th rank in the mathematics master’s entrance exam and the 28th rank in the science engineering master’s entrance exam in 2015. Additionally, he earned the 2nd rank in the student competitions on Operations Research Olympiad at Semnan University in 2014.
- Mathematic Modelling and Optimization of Bank Asset and Liability by Using Fractional Goal Programing Approach
SMEP Azizi, A NeisyInternational Journal of Modeling and Optimization 7 (2), 85
- A New Approach in Geometric Brownian Motion Model
SMEP Azizi, A NeisyInternational workshop on Mathematics and Decision Science, 336-342
- Comparing entropies in portfolio diversification with fuzzy value at risk and higher-order moment
M Pourrafiee, AH Nafei, S Banihashemi, SP AziziFuzzy information and engineering 12 (1), 123-138
- An Approach in Solving Data Envelopment Analysis with Stochastic Data
AH Nafei, SMEP Azizi, RA GhasempourInternational workshop on Mathematics and Decision Science, 154-162
- â Comparingâ theââ different types ofâ Markovâ switchingâ model for Euro to Iran Rialâ exchange rate
M Pourrafiee, SM Pourmohammad Azizi, M Mohammadi Larijani, …Journal of mathematics and modeling in finance 1 (1), 57-66
- Bitcoin volatility forecasting: An artificial differential equation neural network
SP Azizi, CY Huang, TA Chen, SC Chen, A NafeiAIMS mathematics 8 (6), 13907-13922
- A dynamical systems approach to machine learning
S Pourmohammad Azizi, A Neisy, S Ahmad WalooInternational journal of computational methods 20 (09), 2350007
- An optimized method for solving membership-based neutrosophic linear programming problems
A Nafei, CY Huang, SP Azizi, SC ChenInfinite Study
- LOEX Option: A Combination of Exchange Option and Lookback Option
RG Pour, SP Azizi, SA WalooManagement Analytics and Social Insights 1 (1), 50-58
- Inverse Problem Approach to Machine Learning with Application in the Option Price Correction
S Pourmohammad Azizi, H Jafari, Y Faghan, A NeisyOptical Memory and Neural Networks 31 (1), 46-58