Ahmad Mousavi, Ph.D.

Publications

• A penalty decomposition algorithm with greedy improvement for mean-reverting portfolios with sparsity and volatility constraints
  A. Mousavi, J. Shen
  International Transactions in Operational Research, 2022
• A penalty decomposition algorithm with greedy improvement for mean-reverting portfolios with sparsity and volatility constraints
  A. Mousavi, J. Shen
  International Transactions in Operational Research, 2022
• Density estimation using entropy maximization for semi-continuous Data
  S. Popuri, N. Neerchal, A. Mehta, A. Mousavi
  Digital Signal Processing, Elsevier, 2021
• Sparse universum quadratic surface support vector machine models for binary classification
  H. Mooseai, A. Mousavi, M. Hladík, Z. Gao
  arXiv preprint arXiv:2104.01331, 2021
• Quadratic surface support vector machine with L1 norm regularization
  A. Mousavi, Z. Gao, L. Han, A. Lim
  Journal of Industrial and Management Optimization, 2022
• A survey on compressive sensing: classical results and recent advancements
  A. Mousavi, M. Rezaee, R. Ayanzadeh
  Journal of Mathematical Modeling 8 (3), 309-344, 2020
• Exact support and vector recovery of constrained sparse vectors via constrained matching pursuit
  J. Shen, A. Mousavi
  arXiv:1903.07236, 2019
• Solution uniqueness of convex piecewise affine functions based optimization with applications to constrained l1 minimization
  A. Mousavi, J. Shen
  ESAIM: Control, Optimisation and Calculus of Variations 25, 56, 2019
• Quantum annealing based binary compressive sensing with matrix uncertainty
  R. Ayanzadeh, A. Mousavi, M. Halem, T. Finin
  arXiv:1901.00088, 2019
• Least sparsity of p-norm based optimization problems with p>1
  A. Mousavi
  arXiv:1903.07236, 2019

Ph.D. Thesis

Topics in Sparse Recovery via Constrained Optimization: Least Sparsity, Solution Uniqueness, and Constrained Exact Recovery

A. Mousavi
University of Maryland, Baltimore County, 2019

Education

• Ph.D., University of Maryland, BC, Applied Math. 2013-2019.
• M.S., Sharif University of Technology, Applied Math. 2008-2011.
• B.S., University of Guilan, Applied Math. 2004-2008.

Research Interests

• Sparse Optimization, Machine Learning, Large Scale Optimization, Mathematical Modeling, Numerical Linear Algebra
• Specific: L1-Minimization, Greedy Algorithms, Semidefinite Programming, Matrix Decomposition

Work Experience

• Industrial Associate, Informatics Institute, Gainesville, FL, Sep. 2021-Present.
• Industrial Postdoctoral Associate, Cargil, Data Science team, Minneapolis, MN, Sep. 2019-2021.
• Research and Development Intern, Precima, R&D division, Chicago, IL, Summer 2019.

Computer Skills

• Python, MATLAB, LaTeX

Teaching

Instructor at University of Maryland, Baltimore County:

• MATH 225: Introduction to Differential Equations, Summer and Winter 2018, and Winter 2019.

Instructor at Azad University:

• Numerical Computations: Spring 2016.

Teaching Assistant at University of Maryland, Baltimore County:

• MATH 152: Calculus and Analytic Geometry II, Fall 2014-Spring 2017, Summer 2017.
• MATH 151: Calculus and Analytic Geometry I, Summer 2015-Fall 2018.

Selected Collaborators

(Include a list of collaborators here.)

Contact

Feel free to reach out via email or LinkedIn:
Email | LinkedIn