Teaching Assistant Professor

Dr. Hadi Safari Katesari

CV

I am currently a Teaching Assistant Professor in the Department of Mathematical Sciences at the Stevens Institute of Technology.

Virtual Class

I Designed together with the company Noodle an online course on Time Series Analysis I for part-time master students where the majority work in industry, relying mostly on asynchronous learning e.g., via interactive media items.

All Courses

I teach core courses of statistics for Data Science Master’s major as well as Mathematics and Business graduate (Master and Doctorate) courses at Stevens.

Statistician

About

I am currently a Teaching Assistant Professor in the Department of Mathematical Sciences at the Stevens Institute of Technology. My research consists of developing statistical tools for analysing complex dynamic and dependent data, in particular in the context of dimension reduction for multivariate time series. For example, in the context of financial interactions, there is often some latent hierarchy present among a group of factors which leads to dynamic interaction data. I have developed methods to understand the latent structure present in data such as this.

Contact

hsafarik@stevens.edu

Choose Your Course

our presentation is for you

Watch the video to learn more about Model Specification in Time Series Analysis

Model Specification

Research

Broadly, my research consists of developing statistical tools for analysing complex dynamic and dependent data, in particular in the context of dimension reduction for multivariate time series. Technically, I conduct theoretical and applied research in Bayesian statistics, multivariate time series, factor analysis, cluster analysis, copula models, and dependencies. My current research has benefited greatly from collaborations with researchers inside and outside of statistics. Please find my research profile on Google Scholar.

Let’s Keep In Touch