Biography and education
Toktam Valizadeh is an Assistant Professor in the Department of Information Systems and Analytics at Texas State University. She received her Ph.D. in Statistics from Southern Illinois University in 2025. Her research focuses on high-dimensional multivariate and matrix-valued time series, heteroskedastic modeling, dimension reduction, shrinkage estimation, and statistical learning. She develops efficient methodologies for analyzing complex dynamic systems with applications in economics, finance, and other data-intensive fields.
Beyond her methodological research, she maintains interdisciplinary collaborations across several scientific disciplines. Her statistical methods have been applied to a wide range of problems involving complex temporal and multivariate data, including financial markets, economic systems, physiological measurements, engineering processes, and fMRI studies.
Beyond her methodological research, she maintains interdisciplinary collaborations across several scientific disciplines. Her statistical methods have been applied to a wide range of problems involving complex temporal and multivariate data, including financial markets, economic systems, physiological measurements, engineering processes, and fMRI studies.
Teaching Interests
Research Interests
Featured grants
- Valizadehkozalabad, Toktam (Principal). McCoy Faculty Development Funds, Private / Foundation / Corporate, $2500. (Submitted: September 2025, Funded: October 2025 - August 2026). Grant.
- Valizadehkozalabad, Toktam. Doctoral Fellowship, Southern Illinois University, $45217. (Funded: August 2024 - August 2025). Grant.
- Valizadehkozalabad, Toktam. Doctoral Fellowship, Southern Illinois University, $45217. (Funded: August 2023 - August 2024). Grant.
Featured scholarly/creative works
- Valizadehkozalabad, T., & Samadi, S. Y. (2026). Reducing Subspace Dynamic Connectivity Estimation in MGARCH Models for Brain Health Classification. Statistical Papers, 67, 78.
- Valizadehkozalabad, T., Rezakhah, S., & Mohammadi Basatini, F. (2021). On time-varying amplitude HGARCH model,. International Journal of Finance and Economics, 26, 2538–2547.
- Sharbati, R., Ramazi, H., Khoshnoudian, F., Valizadehkozalabad, T., Koopialipoor, M., & Armaghani, D. J. (2021). The smooth transition GARCH model for simulation of highly nonstationary earthquake ground motions. Engineering with Computers, 38, 1529–1541.
- Arashi, M., & Valizadehkozalabad, T. (2019). Misspecified restriction in partial linear models. Springer.
- Arashi, M., & Valizadehkozalabad, T. (2017). On ridge parameter estimators under stochastic subspace hypothesis. Journal of Statistical Computation and Simulation, 87, 966–983.
Featured awards
- Award / Honor Recipient: Doctoral Fellowship Award. August 2024 - August 2025
- Award / Honor Recipient: Dissertation Research Award. August 2024 - May 2025
- Award / Honor Recipient: Doctoral Fellowship Award. August 2023 - August 2024
