OMID NAGHSHINE ARJMAND
Assistant Professor
Department of Mathematics and Computer Science
Statistics
Department of Mathematics and Computer Science
Statistics
Download PDF فارسی
Content
Pepole
CV
Download PDF فارسی
Email:
naghshineh
aut.ac.ir
aut.ac.irPhone:
h-index (Scopus):
2
Citations (Scopus):
10
Supervised MSc Theses
#
Thesis title
By
Date
1
Numerical investigation for option pricing with jump diffusion models using meshless methods
Nima Mohamadi & Omid Naghshine Arjmand
September 2021
2
Deep Learning in Pricing and Hedging
Kasra Hosseiny & Omid Naghshine Arjmand
August 2021
3
Modelling Asset Prices With Levy Processes
Helia Safarkhanloo & Omid Naghshine Arjmand
April 2021
4
A New Hyperbolic Garch Model
Shirin Esmaeili Rad & Omid Naghshine Arjmand
April 2021
5
fractional stochastic volatility models and Applications in pricing
Samira Amiriyan & Omid Naghshine Arjmand
October 2020
6
Contagion and systematic risk in financial network
Mahsan Hajimazdarani & Omid Naghshine Arjmand
February 2020
7
optimal execution strategies in limit order markets
Hossein Javdan Fard & Omid Naghshine Arjmand
February 2020
8
Modeling Dependence in High Dimensions with Copulas and its Application in Finance
Nazanin Mohseni & Omid Naghshine Arjmand
February 2020
9
Ranking in the generalized Bradley–Terry models without the strong connection condition
Zahra Noori & Omid Naghshine Arjmand
September 2019
10
The recovery theorem and its application in asset pricing
Mohammad Dad Saay & Omid Naghshine Arjmand
August 2019
11
Statistical Modeling of Pyramid Marketing
Ramin Sheikhi & Omid Naghshine Arjmand
July 2019
12
Simultaneous Tests For High Dimensional Datasets
Saleh Salehizadeh & Omid Naghshine Arjmand
February 2018
13
The Comparison of Different Methods for Solving the Generalized BRADLEY- TERRY Model for Ranking
Homa Sadat Nejat & Omid Naghshine Arjmand
February 2018
14
Statistical Methodes For Ranking of Subjects and Custring Referees
Nastaran Mirzaei Sadeghloo & Omid Naghshine Arjmand
February 2017
15
Robustness comparison of penalized regression with respect to heavy tail data
Sadegh Garavand & Omid Naghshine Arjmand
October 2016
16
comparison of statistical methods for judging and ranking
Poorya Karkheiran Khoozani & Omid Naghshine Arjmand
January 2016
17
Modeling and simulation of petroleum reservoirs using Gaussian random functions
Elham Hghmorady & Omid Naghshine Arjmand
November 2015
18
Central limit theorems and their applications
Malihe Sadeghi & Omid Naghshine Arjmand
November 2014
19
Indirect statistical inference from microarray data
Negar Jafariyan & Omid Naghshine Arjmand
January 2014
20
geometrical sampling with the study of statistical properties of the resulting area and volumes estimators
Sahar Asili & Omid Naghshine Arjmand
October 2013
21
random fields and its application in geostatistics
Mohammad Zaremohammadkhani & Omid Naghshine Arjmand
October 2013
22
Comparing population Prediction methods
Jafar Hamidi & 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
Mathematical Analysis
.
Spring 2022
2
Introduction to Probability
.
Spring 2022
3
Stochastic Calculus for Finance
.
Spring 2022
4
Theory of probability and measure
.
Fall 2021
5
Foundations of Dynamical Systems
.
Fall 2021
6
Probability (I)
.
Fall 2021
7
Stochastic Calculus for Finance
.
Spring 2021
8
Mathematical Analysis
.
Spring 2021