Department of Finance

Sina Seyfi

Doctoral Researcher in Finance
Doctoral student Sina Seyfi, photo by Lasse Lecklin
Photo by Lasse Lecklin.

Room: V314 (School of Business, 3rd Floor)

Email: [email protected]

 

About:

I am currently a second-year PhD student in Finance at Aalto University, School of Business.

My research interests are Asset Pricing and Machine Learning. My previous research includes:

  • Portfolio Value-at-Risk and expected-shortfall using an efficient simulation approach based on Gaussian Mixture Model (with H Arian and A Sharifi), (Mathematics and Computers in Simulation, Volume 190, December 2021, Pages 1056-1079)
  • A Novel Classification Approach for Credit Scoring based on Gaussian Mixture Model (with H Arian and A Sharifi), working paper
  • Forecasting Probability of Bankruptcy for Retail Loan Management based on Gaussian Mixture Models (with H Arian and A Sharifi), working paper
  • Published:
  • Updated:
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