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Navideh Modarresi
Navideh Modarresi is Assistant Professor of --- in the Department of Mathematics , Faculty mathematics and computer sciences .
International Journals
  • Modarresi Navideh, Rezakhah Saeid. (2010). Spectral analysis of multi-dimensional self-similar Markov processes. JOURNAL OF PHYSICS A: MATHEMATICAL AND THEORETICAL, 43, 12
  • Modarresi Navideh, Rezakhah Saeid. (2015). Certain Periodically Correlated Multicomponent Locally Stationary Processes. THEORY OF PROBABILITY AND ITS APPLICATIONS, 59, 2
  • Modarresi Navideh, Rezakhah Saeid. (2013). A New Structure for Analyzing Discrete Scale Invariant Processes: Covariance and Spectra. Journal of Statistical Physics, 153, 1
  • Modarresi Navideh, Rezakhah Saeid. (2017). Hurst Estimation of Scale Invariant Processes with Stationary Increments and Piecewise Linear Drift. Fluctuation and Noise Letters, 16, 04
  • Rezakhah Saeid, Philippe Anne, Modarresi Navideh. (2017). Innovative methods for modeling of scale invariant processes. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 47, 13
  • Modarresi Navideh, Rezakhah Saeid. (2015). Characterization of discrete scale invariant Markov sequences. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 45, 18
Iranian Journals
  • Bani Hashemi Shokoufe, Modarresi Navideh. (2019). Robust Portfolio Optimization with risk measure CVAR under MGH distribution in DEA models. International Journal of Data Envelopment Analysis, 1, 6
  • Modarresi Navideh, Rezakhah Saeid, Shoaee Shirin. (---). فرایندهای خودبازگشتی میانگین متحرک پیوسته با محرک نیمه لوی. journal of mathematical research
  • mirsadegpour maasomeh, Bani Hashemi Shokoufe, Modarresi Navideh. (2018). Multi-objective mean-CVaR model under VG process on evaluating portfolio. AIP Conference Proceedings, 1997, 1
Presented in External Exhibition
  • Modarresi Navideh, Rezakhah Saeid, International Conference on Self-similar Processes and Their Applications, poster presentation, Spectral Analysis of Multi-dimensional Self-similar Processes, 2009/07/20, 2009/07/24
  • Modarresi Navideh, Rezakhah Saeid, 33 th Conference on Stochastic Processes and Their Applications, article abstraction, complete article, Discrete Time Scale Invariant Markov Processes, 2009/07/27, 2009/07/31
  • Modarresi Navideh, Rezakhah Saeid, Satellite Summer School on Levy Processes: Theory and Applications,, article abstraction, brief article, Autoregressive model driven by discrete samples of semi-selfsimilar Levy process, 2010/07/22, 2010/07/24
  • Modarresi Navideh, Rezakhah Saeid, 6 International Conference on Levy Processes: Theory and Applications, announcer, Autoregressive Model Driven by Discrete Samples of Semi Self-similar Levy process, 2010/07/20, 2010/07/30
  • Rezakhah Saeid, Modarresi Navideh, 8th World Congress on Probability and Statistics, article abstraction, complete article, A Class of Discrete Scale Invariance with Wide sense Markov Property, 2012/07/09, 2012/07/14
  • Modarresi Navideh, Rezakhah Saeid, Stochastic & Computational Finance 2015 From Academia to Industry, article abstraction, complete article, Generalized continuous time ARMA processes with applications in finance, 2015/07/06, 2015/07/10
  • Modarresi Navideh, Financial and Actuarial Mathematics, announcer, Modelling certain financial markets with periodically stationary increments processes, 2016/08/27, 2016/08/29
  • Modarresi Navideh, Sokot Zahra, Niknejad Farzaneh, Actuarial and Financial Mathematics conference, poster presentation, A linear continuous time affine term structure model for a certain premium leg, 2017/02/09, 2017/02/10
  • Modarresi Navideh, Rezakhah Saeid, The 39th conference on stochastic processes and their applications, article abstraction, Parameter estimation of CARMA processes with periodically correlated increments, 2017/07/24, 2017/07/28
  • Modarresi Navideh, 11th Seminar on Probability and Stochastic Processes, Published Article, Credit default swap spreads modeling under stochastic recovery rate, 2017/08/30, 2017/08/31
  • Modarresi Navideh, Hosseini Leila, The 5th FINACT-IRAN National Conference on Financial and Actuarial Mathemativs, announcer, Optimal investment and risk control policies for an insurer under dependent Levy process, 2018/12/22, 2018/12/25
  • Modarresi Navideh, Abbaspour Mojgan, Actuarial and Financial Mathematics, poster presentation, Intensity based model for CDS spread with time-changed Levy process, 2019/02/07, 2019/02/08
  • Modarresi Navideh, Mohammadi Mohammad, Rezakhah Saeid, The 3rd Annual International Conference on Data Science and Business Analytics, announcer, Modeling periodic high-frequency intraday data, 2019/10/11, 2019/10/12
  • Modarresi Navideh, Alijani Mahdieh, پنجمین همایش ریاضیات و علوم انسانی, poster presentation, فرایندهای لوی خوشه بندی شده برای قیمت گذاری اختیار, 2018/05/09, 2018/05/10
Presented in Internal Exhibition
  • Modarresi Navideh, Rezakhah Saeid, 11 Iranian Statistical Conference 28-30 Aug 2012. th, article abstraction, complete article, Innovative Estimation Method of Scale Parameter of Semi-Selfsimilar Processes, 2012/08/28, 2012/08/30
  • Modarresi Navideh, The 15 Workshop in Applied Stochastic Processes, article abstraction, brief article, Structure of continuous time ARMA processes driven by semi-Levy measure, 2015/04/28, 2015/04/30
  • Modarresi Navideh, Abbaspour Mojgan, The 5th FINACT-IRAN National Conference on Financial and Actuarial Mathemativs, announcer, Intensity based model for CDS spread with time-changed Levy process, 2018/12/22, 2018/12/25
  • Modarresi Navideh, Alijani Mahdieh, The 6th FINACT-IRAN National Conference on Financial and Actuarial Mathemativs, announcer, Option pricing under a class of time-changed Levy process, 2020/02/01, 2020/02/04
  • Jafarloo Shaghayegh, Modarresi Navideh, چهل و ششمین کنفرانس ریاضی ایران, announcer, تحلیل ریسک صندوق های تامینی با استفاده از مدل مارکف سوییچینگ, 2015/08/25, 2015/08/28
  • Modarresi Navideh, Rezakhah Saeid, Shoaee Shirin, The 3rd Financial Engineer and Actuaries 2016, announcer, Modeling Certain Financial Markets with Periodically Stationary Processes, 2016/08/27, 2016/08/29
  • Modarresi Navideh, Abbaspour Mojgan, پنجمین همایش ریاضیات و علوم انسانی, poster presentation, قیمت گذاری اختیار با مدل های تلاطم تصادفی زمان متغیر, 2018/05/09, 2018/05/10
Fundamental Designs
  • پایداری و پیش بینی فرایندهای تجمعی کارما با محرک نیمه-لوی, 2016/05/21
Master
  • ریسک اعتباری شرکت ها تحت مدل پرش انتشار و تلاطم تصادفی, محیا پورشعبان, Fundamental, Allameh Tabataba'i University, 2017/02/07
  • ریسک اعتباری شرکت ها تحت مدل پرش انتشار و تلاطم تصادفی, محیا پورشعبان مازندرانی, Fundamental, Allameh Tabataba'i University, 2017/02/07
  • یک مدل تصادفی تعمیم یافته برای قیمت گذاری سوآپ های نکول اعتباری, بهروز نوین روز, Fundamental, Allameh Tabataba'i University, 2017/02/07
  • بهینه سازی سبد مالی با سنجه ریسک CVaR تحت فرآیند واریانس گاما, بهمن همتی سنگ بیلی, Fundamental, Allameh Tabataba'i University, 2018/02/04
  • تقریب قیمت اختیارات آسیایی تحت تلاطم موضعی با سر رسید کوتاه, مسعود جعفربگلو, Fundamental, Allameh Tabataba'i University, 2018/02/13
  • مدل‌بندی قیمت اختیار با استفاده از فرایند‌های لوی زمان متغیر با پرش‌های نامتناهی, مژگان عباسپور, Fundamental, Allameh Tabataba'i University, 2018/09/22
  • بهینه سازی استوار سبد مالی با سنجه ی ریسک WCVaR تحت فرایند هذلولوی تعمیم یافته ی چند متغیره, مرتضی رباط جزی, Fundamental, Allameh Tabataba'i University, 2019/02/12
  • فرآیندهای لوی خوشه بندی شده برای قیمت گذاری اختیار اروپایی, مهدیه علیجانی سماکوش, Fundamental, Allameh Tabataba'i University, 2019/02/16
  • روش تقلیل پایه برای قیمت گذاری اختیار معامله تحت مدل پرش انتشار, مینا گنجعلی, Fundamental, Allameh Tabataba'i University, 2019/03/10
  • انتشارهای چند جمله ای و کاربرد آن در مالی, کوثر عطاردی, Fundamental, Allameh Tabataba'i University, 2019/07/20
  • انتخاب سبد بهینه برای بیمه گر تحت مدل های پرش-انتشار, سیده لیلا حسینی, Fundamental, Allameh Tabataba'i University, 2019/09/21
  • مدلی ساختاری برای قیمت گذاری سوآپ نکول اعتباری تحت فرایندهای لوی, سعید زهری, Fundamental, Allameh Tabataba'i University, 2020/02/08
Cooperation in The Provision And Workshops
  • Inverse Problems in Financial Sciences, 2016/09/25
  • Big data in Financial Sciences, 2016/09/27
  • Financial Mathematics of Energy and Commodity Markets, 2018/12/24
  • Discussions on Stochastic Matrices, 2017/08/31