OMID NAGHSHINE ARJMAND - Amirkabir University of Technology

Supervised PhD Theses

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Thesis title

By

Date

1

Unification of Stress-Strength reliability Estimations and Their Applications in Medicine, Ordering and Finance

SAMIRA NASRESFAHANI

2025 Feb

Supervised MSc Theses

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Thesis title

By

Date

1

Study of the efficacy of a ranking method based on the markov chain using the bradley terry model

ELHAM SHARIAT

2024 Sep

2

Portfolio Selection Using Risk Measures and Reinforcement Learning

ZAHRA NEMATI & Erfan Salavati

2024 Sep

3

portfolio selection under distribution ambiguity

MATIN ABEDI & Erfan Salavati

2024 Aug

4

Systemic Risk in Financial Networks with Central Institution

MARIWAN MAJEED

2024 Jun

5

Portfolio optimization using machine learning techniques based on technical and fundamental analysis

BABAK MIRZAEI & Adel Mohammadpour

2024 Jun

6

Prediction by time series and learning machine and its applications

ZAHRA GHARAHZADEH & Mina Aminghafari

2024 Feb

7

Comparison of Markov method and Colley method for ranking

FATEMEH ABDOLLAHZADEH SHAD KEZHDEHI

2024 Feb

8

a bradley-terry type model for forecasting tennis match results

SOHRAB KHOSHNOODI

2024 Feb

9

stock price prediction using sentiment analysis

FOUROUGH MOHAMADSADEGHPOURDIL & Erfan Salavati

2023 Jul

10

Fractional Heston Model and Its Application in Option Pricing

ASGHAR FIROUZABADI & Erfan Salavati

2023 Feb

11

classification of judges by mixed plackett luce model

MOHADESEH BASERI

2022 Jul

12

Personalized statistic based feature engineering for fraud detection algorithm

MARYAM TAVASOLISIRAT

2022 Jul

13

Numerical investigation for option pricing with jump diffusion models using meshless methods

NIMA MOHAMADI & Erfan Salavati

2021 Sep

14

Deep Learning in Pricing and Hedging

KASRA HOSSEINY & Erfan Salavati

2021 Aug

15

A New Hyperbolic Garch Model

SHIRIN ESMAEILI RAD & DR SAEID REZAKHAH VARNOUSEFADERNAI

2021 Apr

16

Modelling Asset Prices With Levy Processes

HELIA SAFARKHANLOO & DR SAEID REZAKHAH VARNOUSEFADERNAI

2021 Apr

17

fractional stochastic volatility models and Applications in pricing

SAMIRA AMIRIYAN & Erfan Salavati

2020 Oct

18

Modeling Dependence in High Dimensions with Copulas and its Application in Finance

NAZANIN MOHSENI

2020 Feb

19

Contagion and systematic risk in financial network

MAHSAN HAJIMAZDARANI

2020 Feb

20

optimal execution strategies in limit order markets

HOSSEIN JAVDAN FARD & Erfan Salavati

2020 Feb

21

Ranking in the generalized Bradley-Terry models without the strong connection condition

ZAHRA NOORI

2019 Sep

22

The recovery theorem and its application in asset pricing

MOHAMMAD DAD SAAY

2019 Aug

23

Statistical Modeling of Pyramid Marketing

RAMIN SHEIKHI

2019 Jul

24

The Comparison of Different Methods for Solving the Generalized BRADLEY- TERRY Model for Ranking

HOMA SADAT NEJAT

2018 Feb

25

Simultaneous Tests For High Dimensional Datasets

SALEH SALEHIZADEH

2018 Feb

26

Statistical Methodes For Ranking of Subjects and Custring Referees

NASTARAN MIRZAEI SADEGHLOO

2017 Feb

27

Robustness comparison of penalized regression with respect to heavy tail data

SADEGH GARAVAND & Adel Mohammadpour

2016 Oct

28

comparison of statistical methods for judging and ranking

POORYA KARKHEIRAN KHOOZANI

2016 Jan

29

Modeling and simulation of petroleum reservoirs using Gaussian random functions

ELHAM HGHMORADY

2015 Nov

30

Central limit theorems and their applications

MALIHE SADEGHI

2014 Nov

31

Indirect statistical inference from microarray data

NEGAR JAFARIYAN & Adel Mohammadpour

2014 Jan

32

random fields and its application in geostatistics

MOHAMMAD ZAREMOHAMMADKHANI

2013 Oct

33

Comparing population Prediction methods

JAFAR HAMIDI & Adel Mohammadpour

2013 Oct

34

geometrical sampling with the study of statistical properties of the resulting area and volumes estimators

SAHAR ASILI

2013 Oct

35

Semi-parametric modeling of excesses above high multivariate thresholds with censored data

NEGIN FAAL & DR SAEID REZAKHAH VARNOUSEFADERNAI

2026 May

36

Project Portfolio Selection using Conditional Value at Risk

BABAK KAMALI

2025 Sep

Journal Papers

1

NAGHSHINE ARJMAND OMID ، MAJEED MARIWAN ، Salavati Erfan, "Systemic Risk in Financial Networks with Two Central Institutions", Aut Journal of Mathematics and Computing, 2024 Oct vol. 6, no. 2, pp.11-18, 2024.

2

GHATARI AMIRHOSSEIN ، Aminghafari Mina ، NAGHSHINE ARJMAND OMID, "SCAD Regression Model Selection with Information Criteria for Multivariate Response Models", Aut Journal of Mathematics and Computing, 2024 Jun vol. 6, no. 2, pp.101-108, 2024.

3

NASRESFAHANI SAMIRA ، Mohammadpour Adel ، NAGHSHINE ARJMAND OMID, "Stress-Strength Reliability Estimation for Gamma Distributions in a Noisy System", Fluctuation and Noise Letters, 2024 Jun vol. ., no. 0, pp.101-121, 2024.

4

NAGHSHINE ARJMAND OMID ، SHEIKH ALBASATNEH MOHAMMAD BASSAM, "The competition of robust methods in linear and nonlinear regression with heavy-tailed stable errors", Aut Journal of Mathematics and Computing, 2024 May vol. 6, no. 1, pp.101-113, 2024.

5

NAGHSHINE ARJMAND OMID ، Nastaran Mirzaei, "Detecting Semi-referees in the Plackett-Luce Model", .Aut Journal of Mathematics and Computing, 2022 Dec vol. 4, no. 2, pp.137-144, 2022.

6

ASILI SAHAR ، Mohammadpour Adel ، NAGHSHINE ARJMAND OMID ، Mousa Golalizadeh, "A Comparative Study of Some Clustering Algorithms on Shape Data", Jirss-Journal of The Iranian Statistical Society, 2021 Dec vol. 20, no. 14, pp.29-42, 2021.

7

ZAREMOHAMMADKHANI MOHAMMAD ، NAGHSHINE ARJMAND OMID ، Salavati Erfan ، Mohammadpour Adel, "An Agent-Based Model and Detect Price Manipulation based on Intraday Transaction Data with Simulation", Applied Economics, 2021 Aug vol. 53, no. 43, pp.4931-4949, 2021.

8

ZAREMOHAMMADKHANI MOHAMMAD ، NAGHSHINE ARJMAND OMID ، Salavati Erfan ، Mohammadpour Adel, "An Agent Based Model for Limit Order Book: Estimation and Simulation", International Journal of Finance and Economics, 2020 Jun vol. 0, no. 0, , 2020.

9

ZINODINY SHOKOFEH ، REZAEI SADEGH ، NAGHSHINE ARJMAND OMID ، Saralees Nadarajah, "A new class of Bayes minimax estimators of the normal mean matrix for the case of common unknown variances", Journal of Nonparametric Statistics, 2017 Feb vol. 51, no. 5, pp.1082-1094, 2017.

10

ZINODINY SHOKOFEH ، REZAEI SADEGH ، NAGHSHINE ARJMAND OMID ، Saralees Nadarajah, "Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions", Statistics and Probability Letters, 2013 May vol. 00, no. 0, , 2013.

Conference Papers

1

MIRZAEI SADEGHLOO NASTARAN ، Saeed Gholami ، NAGHSHINE ARJMAND OMID, "The application of game theory in the economic analysis of law with Coase theorem,", 5th Seminar of Mathematics and Humanities (Mathematical Finance), May 2018.

2

ZAREMOHAMMADKHANI MOHAMMAD ، NAGHSHINE ARJMAND OMID ، Salavati Erfan, "modeling of financial bubbles in stock market,", 19th workshop on applied stochastic processes, Nov 2017.

3

NAGHSHINE ARJMAND OMID ، Salavati Erfan ، ZAREMOHAMMADKHANI MOHAMMAD, "Detecting Bubbles in Tehran Stock Exchange,", Modern Methods in Insurance Pricing and Industrial Statistics, Sep 2017.

4

MIRZAEI SADEGHLOO NASTARAN ، NAGHSHINE ARJMAND OMID, "Introduction of the Bradley-Terry and Plackett-Luce Model,", 11th Seminar on Probability and Stochastic Processes, Aug 2017.

5

NAGHSHINE ARJMAND OMID ، Salavati Erfan ، ZAREMOHAMMADKHANI MOHAMMAD, "Detecting Bubbles in Iran Stock Market,", 4th FINACT-IRAN Conference on Financial and Actuarial Mathematics, Jul 2017.

6

ASILI SAHAR ، Mohammadpour Adel ، NAGHSHINE ARJMAND OMID, "Applications of Shape Analysis in Archaeology,", Application of Statistical Methods in Iranian Archaeology, Apr 2017.

7

MIRZAEI SADEGHLOO NASTARAN ، NAGHSHINE ARJMAND OMID, "Ranking as a Tool for Using in Big Data,", 1th Big Data Workshop (Amirkabir University of Technology), Mar 2017.

8

MIRZAEI SADEGHLOO NASTARAN ، NAGHSHINE ARJMAND OMID, "Ranking as a Tool for Using in Big Data,", First International Workshop on Big Data Mathematical and Statistical Tools for Life Science, May 2016.

9

ASILI SAHAR ، NAGHSHINE ARJMAND OMID, "A Review On Stereology As A Tool For Generating Big Data,", First International Workshop on Big Data Mathematical and Statistical Tools for Life Science, May 2016.

10

ZAREMOHAMMADKHANI MOHAMMAD ، NAGHSHINE ARJMAND OMID, "Financial Data Analysis with Stable Distributions,", 16th Workshops In Applied Stochastic Processes, Dec 2015.

11

ASILI SAHAR ، NAGHSHINE ARJMAND OMID, "A review on regression with stable errors,", 16th Workshops In Applied Stochastic Processes, Dec 2015.

12

NAGHSHINE ARJMAND OMID, "CNT-count failure characteristics of Carbon Nanotube FETs under process variations,", IEEE International Symposium on Defect and Fault Tolerance in VLSI Systems, Oct 2011.

Taught Courses

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Course title

Description

Headlines

Date

1

Probability (I)

4051

2

Mathematical Analysis

4051

3

Foundations of Dynamical Systems

4042

4

FOUNDATION OF MATHEMATICAL ANALYSIS

4042

5

Measure Theory and Probability 1

4041

6

Probability (I)

4041

7

Stochastic Processes (I)

4041

8

Introduction to Probability

4032

9

Mathematical Analysis

4032

10

Engineering Statistics

4032