Assist. Prof. Dr. Ahmad Mousavi | Bilevel Optimization | Best Researcher Award
Assistant Professor, American University, United States
Assist. Prof. Dr. Ahmad Mousavi is an Assistant Professor in the Department of Mathematics and Statistics at American University with a Ph.D. in Applied Mathematics from the University of Maryland, Baltimore County, and postdoctoral training at the University of Florida and the University of Minnesota Institute for Mathematics and its Applications. Over the last decade, Assist. Prof. Dr. Ahmad Mousavi has combined deep expertise in large-scale optimization, sparse recovery, and data science with leadership in machine learning, natural language processing, and quantum computing to advance both theoretical and applied research. His professional experience includes directing online master’s programs in data science, serving as a reviewer for leading journals such as Neural Networks and Journal of Optimization Theory and Applications, and mentoring graduate students on fairness, pruning, and multimodal misinformation detection. Research skills include algorithm development, programming in Python/R/Matlab, statistical modelling, deep learning frameworks, and high-performance computing. Assist. Prof. Dr. Ahmad Mousavi has earned recognition through travel grants, competitive fellowships, and teaching awards and has built an international collaboration network with researchers in North America, Europe, and Asia. He has published extensively in journals such as Journal of Industrial and Management Optimization, Soft Computing, and ESAIM: Control, Optimisation and Calculus of Variations, Over 9 publications, 49 citations, and an h-index of 4 in scopus.
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Featured Publications
Mousavi, A. (2022). Multi-objective enhanced interval optimization problem. Journal of Optimization, 45(3), 215-230. Citations: 19.
Mousavi, A. (2023). Prediction-based mean-value-at-risk portfolio optimization using machine learning regression algorithms for multi-national stock markets. Applied Soft Computing, 124, 109832. Citations: 9.
Mousavi, A. (2024). Implementation of machine learning in ℓ∞-based sparse Sharpe ratio portfolio optimization: A case study on Indian stock market. Expert Systems with Applications, 246, 123566. Citations: 1.
Mousavi, A. (2023). Parametric approach for multi-objective enhanced interval linear fractional programming problem. Annals of Operations Research, 321(1), 245-262. Citations: 1.