Biography
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.
Research Interests
1. Multivariate and Matrix-Valued Time Series Analysis
2. Dimension reduction for Time Series Data
3. Heteroskedastic and Dynamic Covariance Modeling
4. Statistical Learning and Machine Learning
2. Dimension reduction for Time Series Data
3. Heteroskedastic and Dynamic Covariance Modeling
4. Statistical Learning and Machine Learning
Teaching Interests
1. Time series Modeling
2. Data Mining and Visualization
3. Analytics
4. Statistical Modeling
2. Data Mining and Visualization
3. Analytics
4. Statistical Modeling