Brief CV
Executive Activities
#
Executive Activities Titles
Name of Organization / comment
Starting Date
Termination Date
1
Theses supervised
#
Title
Persons
1
Deep Galerkin method to solve high dimensional partial differential equations arising from finan cial proplems
پونه محمدی نژاد
2
Applying deep learning algorithms based on anew apatial neural network for limit order book
مسعود قهرمانی
3
Hurricane parametric insurance as option with physically based exercise and random maturity
نسترن پیرمرادی
4
Applying deep learning algorithms based on a new aspatial neural network for limit order book
مسعود قهرمانی
5
Optimal trading strategy considering the stochastic price impact and incorporating signals
عاطفه صادقی
6
A portfolio management of cryptocurrencies in the deep Renforcement learning framework
علی اله یاری
7
Modelling the airborne transmission of virus-containing aerosols
الهه شکراللهی
8
Portfolio selection with serially dependent returns using deep learning algorithms
مریم ابراهیمی
9
Intelligence of fraud detection processes in personal insurance
محمد نورعلی زاده
Theses advised
#
Title
Persons
1
oprational risk modeling using machine learninig algorithms (Case study of the banking industy)
مهدی اکبری
2
Applications of Artificial Neural Networks to find Missing Data
هادی محسنی صفا
3
predicting option pricing under randrom fluctation models and random interest rates with deep learninig model
زهرا مولائی راد
Presented articles
#
Title
Writer
Conference
Date
Presentation type
1
SVSP Strategy for Basis Function Collocation Method with Applications in Financial problems
Mojtaba Ranjbar, Nazanin Tafakhori,
the 8th FINACT-IRAN International Conference on Financial and Actuarial Mathematics - Iran
1402/04/27
Oral
2
Space-time radial basis function collocation method and variable shape parameter strategy for telegraph equation
Mojtaba Ranjbar, , Nazanin Tafakhori
III. INTERNATIONAL SIIRT CONFERENCE ON SCIENTIFIC RESEARCH - Turkey
1401/08/27
Oral