Dr Sasan Barak BSc, MSc, PhD
Lecturer in Business Analytics
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Dr Sasan Barak is a Lecturer (Assistant Professor) in Business Analytics within Southampton Business School at the University of Southampton.
He has been awarded a double degree PhD (with two PhD diplomas) from the Technical University of Ostrava, Czech Republic (in the field of quantitative methods in finance), and the University of Bergamo, Italy (in the field of Analytics for Economics and Business).
Sasan's main area of research revolves around forecasting model selection and implementation of statistical and machine learning algorithms in business and finance. Recently he has been working on Meta-learning and Deep Learning for forecasting model selection. His past work includes studies on Forecasting energy consumption; Evaluating stocks by features selections and data mining methods; Fusion of multiple diverse predictors, and Evaluation and selection of clustering methods. He is also interested in Multi-Criteria Decision Making and Multi-objective optimization, while he obtained some international research grants related to these topics.
He has been an active researcher in the field of data analytics and decision making, and the outcome of his research has appeared in leading analytics journals such as European Journal of Operational Research, International Journal of Production Economics, Expert System with Applications, Information Fusion, and International Journal of Production Research. He is the principal investigator of two European grant projects funded by the Czech Science Foundation (GACR). He has acted as external PhD examiner for the Polytechnic University of Valencia.
Prior to joining University of Southampton, he was a research assistant and associate lecturer at Lancaster University Management School (LUMS), Center of Marketing Analytics and Forecasting.
He is also doing part time research at the Technical University of Ostrava (VSB), Czech Republic.
Qualifications
- BSc (Industrial and System Engineering)
- MSc (Industrial Engineering)
- PhD (Finance)
- PhD (Operational Research)
Non-academic Work Experience
2013-present: Algorithm trader and financial analyst in Stock, Forex, and Commodity markets
Main Achievements:
- Market researcher (monitoring and creating financial models for decision support)
- Using Technical and Fundamental indicators for pattern detection of stock prices with Machine Learning