Abolfazl (Arash) Sodagartojgi

PhD Candidate in Statistics

Rutgers University · Highland Park, NJ

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About

I am a PhD Candidate in Statistics at Rutgers University, specializing in statistical machine learning, high-dimensional inference, and deep generative models. I have three-plus years of quantitative finance experience at Rabobank (New York), building forecasting and risk-management tools for derivatives portfolios.

My current interests include dynamic factor models and sparse state-space inference; VAEs, flows, and diffusion models; causal inference in finance and healthcare; and machine-learning-based stochastic weather generators for renewable energy.

Research

Dynamic Factor Models

Identifiable DFMs with episodic factor activation and efficient MAP-EM / Kalman filtering.

Time SeriesKalman FilteringSpike-and-Slab

Deep Generative Models

VAEs, normalizing flows, and diffusion models for complex temporal structure and stochastic volatility.

VAEDiffusion Models

Causal Machine Learning

Combining causal inference with deep learning for order-book dynamics and clinical EEG.

Causal InferenceFinance

Stochastic Weather Generators

Minute-level wind-vector generation trained on multi-decade atmospheric datasets.

RenewablesWind

Publications

Stochastic weather generators for high-frequency wind vector time series

Cui M, Eng K, Greene JT, Ke Z, Sodagartojgi A, Xia Z, Moran GE, Stein ML. arXiv preprint arXiv:2606.09941 (2026)

arXiv
Modeling the relationship between artificial intelligence, service innovation, and financial performance: A dual SEM–ANN perspective

Heidari S, Shafiesabet A, Darvishan S, Karimi R, Sodagartojgi A. International Journal of Research in Industrial Engineering (2026) · Articles in Press

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Enhanced classification of tinnitus patients using EEG microstates and deep learning techniques

Raeisi Z, Sodagartojgi A, Sharafkhani F, Roshanzamir A, Najafzadeh H, Bashiri O, Golkarieh A. Scientific Reports (2025)

DOI
EEG microstate analysis in trigeminal neuralgia: identifying potential biomarkers for enhanced diagnostic accuracy

Lashaki RA, Raeisi Z, Sodagartojgi A, Abedi Lomer F, Aghdaei E, Najafzadeh H. Acta Neurologica Belgica (2025)

DOI
Enhancing stock market prediction accuracy with recurrent deep learning models: A case study on the CAC40 index

Sodagartojgi A, et al. World Journal of Advanced Research and Reviews 23(1) (2024)

DOI
Deep learning-based retinal abnormality detection from OCT images with limited data

Talebzadeh M, Sodagartojgi A, Moslemi Z, Sedighi S, Kazemi B, Akbari F. World Journal of Advanced Research and Reviews 21(3) (2024)

DOI
Modeling and optimization of efficient removal of diclofenac and naproxen based on chemometric approaches

Abdollahi SA, Pourabadeh A, Alishiri M, Sodagartojgi A, Ranjbar SF, Ehghaghi MB, Talati F. Water Resources and Industry 31 (2024): 100238

DOI Journal page
Exploring the impact of supply chain integration and agility on commodity supply chain performance

Dokhanian S, Sodagartojgi A, Tehranian K, Ahmadirad Z, Khorashadi Moghaddam P, Mohsenibeigzadeh M. World Journal of Advanced Research and Reviews 22(1) (2024)

DOI

For a complete and up-to-date list, see my Google Scholar profile.

Honors & Awards

2022–2027Full 5-Year PhD Scholarship, Rutgers University
2024Best Teaching Assistant Award, Rutgers Statistics
2024Graduate Student Research Award, Rutgers Statistics
2025JSM Travel Grant, American Statistical Association
2025NBER–NSF Time Series Conference Travel Award
2023Best Qualifying Exam Performance, Rutgers Statistics
2019College of Business Valedictorian, JMU — Summa Cum Laude, Phi Beta Kappa

Teaching

Teaching Assistant, Rutgers University (2022–Present)

Statistical Inference · Linear Regression · Time Series Analysis · Machine Learning. Recipient of the Best Teaching Assistant Award (2024).

Curriculum Vitae

Download full CV (PDF) Last updated September 2025

PhD, Statistics

Rutgers University, 2022–Present — GPA 3.9/4.0 · Advisors: Prof. Gemma Moran & Prof. Han Xiao

MS, Statistics

Rutgers University, 2022–2024

BS, Math & Economics

James Madison University, 2016–2019 — Valedictorian, GPA 3.95/4.0

Experience

Commodity Derivatives Trading Analyst, Rabobank NY (2020–2022)
Corporate Derivatives Quantitative Analyst, Rabobank NY (2019–2021)