mojtaba safari

Welcome! I'm Mojtaba Safari, a student in Applied Statistics at Chiang Mai University, where I specialize in financial forecasting and portfolio construction, with a particular focus on Thailand's stock market and the cryptocurrency market. My academic path has taken me from Industrial Engineering in Iran to the forefront of statistical research in Thailand, blending rigorous analysis with practical market insights. My research transcends traditional boundaries, incorporating advanced statistical and machine learning methodologies to unravel the complexities of financial markets. I have presented my work at international conferences, contributing to the discourse on financial data science and predictive modeling. Beyond research, I am committed to education and knowledge sharing, having served as a teaching assistant and instructor, facilitating learning in data analysis and financial statistics. My journey is underpinned by a dedication to continuous learning and academic excellence, as demonstrated by my scholarly achievements and recognition in the form of awards and scholarships.

Living in : Thailand

Gender : MaleRace : White

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Academic Profile

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Contact Information

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Educations

Data Analysis And Applied StatisticsPhDChiang Mai University2025-06-24 Thailand

Supervisor's name :Dr. Nawapon Nakharutai

Title :

A Two-Phase Portfolio Construction Approach Based on Data Envelopment Analysis and Forecasting: A Case Study of Thailand Stock Market.

Industrial EngineeringMaster'sIran University of Science and Technology2022-10-05 Iran

Supervisor's name :Rouzbeh Ghousi.

Title :

Stock selection using Data Envelopment Analysis method: A case study of Tehran stock market.

Industrial EngineeringBachelor'sBirjand University of Technology2019-12-31 Iran

Supervisor's name :Seyed Mohammad Reza Kazemi

Work Experiences

Teaching Assistant

at Birjand University

Start : 31-Dec-2017

End : 02-Jan-2021

Internship

at Kavir Tire Co., Birjand,

Start : 31-Jan-2021

End : 31-May-2021

Teaching Assistant

at International College

Start : 31-Dec-2022

End : 31-Dec-2023

Consultant

at Payap University

Start : 15-May-2024

End : 30-May-2024

Conferences

Your Presentation Title :

DEA-RNNs: An ensemble approach for portfolio selection in the Thailand stock market,

Conference Name :ECONVN2024

Vietnam

2024

Journal Publications

Publication Title :

Beyond traditional models: Predicting cryptocurrency prices with Sarima, Rnns and hybrid Sarima-RnnsFirst author

Link :

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Publication Title :

Enhancing RNNs-based stock price forecasting for Thai commercial banks: A comparative analysisFirst author

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Publication Title :

A review of sports data analytics field: A bibliometric and network analysis of the articles published from 1997 to 2020,First author

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Publication Title :

Bibliometric analysis of risk measures for portfolio optimizationSecond author

Journal :

Journal of Accounting and Economics

Link :

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Research Keywords

Machine Learning

Trading

Financial engineering

Cryptocurrency markets

Optimization problems.

finacne

Quantitative Finance

Awards

First Rank Student in UniversityBachelor