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Mohammad Khodadadi

Mohammad Khodadadi
Market microstructure, and intersection between macroeconomics and finance.

Mo­ham­mad Khodadadi was born in Birjand, Iran. He ob­tained a high school dip­loma in mathem­at­ics from Na­tional Or­gan­iz­a­tion for Devel­op­ment of Ex­cep­tional Tal­ents (NO­DET) in Iran and then joined In­dus­trial En­gin­eer­ing pro­gram at Sharif Uni­versity of Tech­no­logy in Tehran, Iran in 2001. After gradu­ation, he began to work in in­dustry for 4 years and gained hands on ex­per­i­ences on privat­iz­a­tion of state-owned en­ter­prises.

Equipped with in­dus­trial ex­per­i­ence, Mo­ham­mad re­turned to aca­demia in 2009 and pur­sued a mas­ter’s de­gree in Fin­an­cial En­gin­eer­ing at the School of Eco­nomic Sciences of Tehran (later merged with Kharazmi Uni­versity). The main fo­cus of his re­search and study was to im­ple­ment al­gorithmic trad­ing to find an ap­pro­pri­ate policy for stock trad­ing. He util­ized sim­u­la­tion-­based dy­namic pro­gram­ming (also known as re­in­force­ment learn­ing) to define a set of in­struc­tions for pla­cing a trade on the stocks based on tim­ing and price.

Upon fin­ish­ing his mas­ter’s de­gree, Mo­ham­mad moved to the Neth­er­lands and star­ted an MPhil de­gree in Fin­ance at Er­asmus Uni­versity Rot­ter­dam. He in­vestig­ated the sens­it­iv­ity to the nom­in­al-real co­v­ari­ance of in­fla­tion risk premi­ums and betas of two sect­ors of the economy in terms of dur­able versus non­dur­ables goods. He re­ceived his MPhil de­gree in 2017 and then joined Vi­enna Gradu­ate School of Fin­ance as a Ph.D. stu­dent in Septem­ber 2017. 

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