About
My name is Farid Tayari. I am an applied scientist, working on developing mathematical and AI models for financial products. Before, I was an Assistant Teaching Professor of Energy Business and Finance at the Pennsylvania State University. I have conducted research on energy related interdisciplinary topics. I have a great passion for programming and developing applications to make the scientific research more applied and practical. I will always remain a student and keep on learning.
Fields of interest
- Energy economics
- Computational finance
- Artificial intelligence
- Automated algorithms and data products
- Monte Carlo simulations and risk analysis
- Mathematical and stochastic modeling
Current projects
- Algorithm finance and financial technology
- Advanced time series and sequence models
- Energy market and energy system modeling
- Power grid resilience under extreme events
F. Tayari & S. Blumsack, “A real options approach to production and injection timing under uncertainty for CO2 sequestration in depleted shale gas reservoirs”, Applied Energy, Volume 263, April 2020.
F. Tayari; S. Blumsack; R. T. Johns; S. Tham; S. Ghosh, “Techno-economic assessment of reservoir heterogeneity and permeability variation on economic value of enhanced oil recovery by gas and foam flooding”, JPSE, Volume 166, July 2018, Pages 913-923.
F. Tayari; S. Blumsack; R. Dilmore; S. D. Mohaghegh, “Techno-economic Assessment of Industrial CO2 Storage in Depleted Shale Gas Reservoirs”, JUOGR, Volume 11, September 2015, Pages 82-94.
Software
- Python, R, VBA
- C++, Java, JavaScript
- MATLAB, STATA, Minitab, SPSS, GoldSim
Teaching
EBF 200: Introduction to Energy and Earth Science Economics
EBF 301: Global Finance for the Earth, Energy, and Materials Industries
EBF 304: Global Management for the Earth, Energy and Minerals Industries
EBF 401: Strategic Corporate Finance for the Earth, Energy, and Materials Industries
EME 460: Geo-resources Evaluation and Investment Analysis
Education
- Postdoctoral, Energy Economics, Pennsylvania State University
- Ph.D., Energy Management and Policy, Pennsylvania State University
- Master of Finance, Pennsylvania State University
- Master of Applied Statistics, Pennsylvania State University
- MBA, Marketing, University of Tehran
- B.S., Chemical Engineering, Sharif University of Technology