OMID NAGHSHINE ARJMAND
Assistant Professor
Department of Mathematics and Computer Science
Statistics
Department of Mathematics and Computer Science
Statistics
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h-index (Scopus):
2
Citations (Scopus):
10
Supervised MSc Theses
#
Thesis title
By
Date
1
classification of judges by mixed plackett luce model
Mohadeseh Baseri & Omid Naghshine Arjmand
July 2022
2
Personalized statistic based feature engineering for fraud detection algorithm
Maryam Tavasolisirat & Omid Naghshine Arjmand
July 2022
3
Numerical investigation for option pricing with jump diffusion models using meshless methods
Nima Mohamadi & Omid Naghshine Arjmand
September 2021
4
Deep Learning in Pricing and Hedging
Kasra Hosseiny & Omid Naghshine Arjmand
August 2021
5
A New Hyperbolic Garch Model
Shirin Esmaeili Rad & Omid Naghshine Arjmand
April 2021
6
Modelling Asset Prices With Levy Processes
Helia Safarkhanloo & Omid Naghshine Arjmand
April 2021
7
fractional stochastic volatility models and Applications in pricing
Samira Amiriyan & Omid Naghshine Arjmand
October 2020
8
optimal execution strategies in limit order markets
Hossein Javdan Fard & Omid Naghshine Arjmand
February 2020
9
Contagion and systematic risk in financial network
Mahsan Hajimazdarani & Omid Naghshine Arjmand
February 2020
10
Modeling Dependence in High Dimensions with Copulas and its Application in Finance
Nazanin Mohseni & Omid Naghshine Arjmand
February 2020
11
Ranking in the generalized Bradley–Terry models without the strong connection condition
Zahra Noori & Omid Naghshine Arjmand
September 2019
12
The recovery theorem and its application in asset pricing
Mohammad Dad Saay & Omid Naghshine Arjmand
August 2019
13
Statistical Modeling of Pyramid Marketing
Ramin Sheikhi & Omid Naghshine Arjmand
July 2019
14
The Comparison of Different Methods for Solving the Generalized BRADLEY- TERRY Model for Ranking
Homa Sadat Nejat & Omid Naghshine Arjmand
February 2018
15
Simultaneous Tests For High Dimensional Datasets
Saleh Salehizadeh & Omid Naghshine Arjmand
February 2018
16
Statistical Methodes For Ranking of Subjects and Custring Referees
Nastaran Mirzaei Sadeghloo & Omid Naghshine Arjmand
February 2017
17
Robustness comparison of penalized regression with respect to heavy tail data
Sadegh Garavand & Omid Naghshine Arjmand
October 2016
18
comparison of statistical methods for judging and ranking
Poorya Karkheiran Khoozani & Omid Naghshine Arjmand
January 2016
19
Modeling and simulation of petroleum reservoirs using Gaussian random functions
Elham Hghmorady & Omid Naghshine Arjmand
November 2015
20
Central limit theorems and their applications
Malihe Sadeghi & Omid Naghshine Arjmand
November 2014
21
Indirect statistical inference from microarray data
Negar Jafariyan & Omid Naghshine Arjmand
January 2014
22
random fields and its application in geostatistics
Mohammad Zaremohammadkhani & Omid Naghshine Arjmand
October 2013
23
Comparing population Prediction methods
Jafar Hamidi & Omid Naghshine Arjmand
October 2013
24
geometrical sampling with the study of statistical properties of the resulting area and volumes estimators
Sahar Asili & Omid Naghshine Arjmand
October 2013
Journal Papers
Portal Records
1
Mohammad Zaremohammadkhani, Omid Naghshine Arjmand, Erfan Salavati, Adel Mohammadpour, "An Agent-Based Model and Detect Price Manipulation based on Intraday Transaction Data with Simulation", APPLIED ECONOMICS, August 2021
Vol. 53,
Num. 43,
Page 4931-4949,
August 2021,
2
Mohammad Zaremohammadkhani, Omid Naghshine Arjmand, Erfan Salavati, Adel Mohammadpour, "An Agent Based Model for Limit Order Book: Estimation and Simulation", INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, June 2020
Vol. 0,
Num. 0,
Page 0-0,
June 2020,
3
Shokofeh Zinodiny, Sadegh Rezaei, Omid Naghshine Arjmand, Saralees Nadarajah, "Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions", STATISTICS & PROBABILITY LETTERS, May 2013
Vol. 00,
Num. 0,
Page 0-0,
May 2013,
Conference Papers
Portal Records
1
Omid Naghshine Arjmand, Erfan Salavati, Mohammad Zaremohammadkhani, "Detecting Bubbles in Tehran Stock Exchange ", Modern Methods in Insurance Pricing and Industrial Statistics, September 2017
2
Omid Naghshine Arjmand, Erfan Salavati, Mohammad Zaremohammadkhani, "Detecting Bubbles in Iran Stock Market ", 4th FINACT-IRAN Conference on Financial and Actuarial Mathematics, July 2017
3
Sahar Asili, Adel Mohammadpour, Omid Naghshine Arjmand, "Applications of Shape Analysis in Archaeology ", Application of Statistical Methods in Iranian Archaeology, April 2017
Taught Courses
#
Course title
Description
Headlines
Date
1
Engineering Statistics
.
Fall 2022
2
Probability (I)
.
Fall 2022
3
Introduction to Probability
.
Spring 2022
4
Stochastic Calculus for Finance
.
Spring 2022
5
Mathematical Analysis
.
Spring 2022
6
Foundations of Dynamical Systems
.
Fall 2021
7
Theory of probability and measure
.
Fall 2021
8
Probability (I)
.
Fall 2021
9
Mathematical Analysis
.
Spring 2021
10
Stochastic Calculus for Finance
.
Spring 2021