Time
Date
|
Reference
Page
in Proceedings
|
Title
and Authors
|
Speaker
|
Room
|
10:30-11:45
Tuesday
|
IUST-IWSP7-10001
Page 1
|
Continuity
and Analysis of Sequences of Principal Components
A. R.
Soltani, F. Alqallaf, N. Al-kandari
|
A. R. Soltani
(Plenary
Talk)
|
MS1
|
13:30-14:15
Tuesday
|
IUST-IWSP7-10002
Page 3
|
On the
minimum-distance estimation of the tail index of heavy –tailed distributions
using U-statistics
A. R.
Nematollahi, L. Tafakori
|
L.
Tafakori
|
MS1
|
13:30-14:15
Tuesday
|
IUST-IWSP7-10003
Page 4
|
Asymptotic
behaviors for semiparametric estimation with sequential method in nonlinear
time series models
R.
Farnoosh, S.J .Mortazavi
|
R.
Farnoosh
(Invited
Speaker)
|
MS2
|
13:30-14:15
Tuesday
|
IUST-IWSP7-10004
Page 5
|
An
Approach to Integral w.r.t. Measure Through Random Sums
A.Varsei,
E. Dastranj
|
A.Varsei
(Invited
Speaker)
|
MS3
|
14:20-14:50
Tuesday
|
IUST-IWSP7-10005
Page 6
|
Integer-valued
autoregressive processes with periodic coefficients
Z.Shishebor,
H. Mansouri
|
Z.Shishebor
|
MS1
|
14:20-14:50
Tuesday
|
IUST-IWSP7-10006
Page 7
|
Strong
Convergence of Backward Euler Method for Stochastic Differential Equations
with Discontinuous Drift
A.
Foroush Bastani, M. Tahmasebi
|
A. F.
Bastani
|
MS2
|
14:20-14:50
Tuesday
|
IUST-IWSP7-10007
Page 8
|
Stochastic
Optimal Control and Its Application in Power Control for Wireless Systems
M.
Khosravi, M. Mobed
|
M.
Khosravi
|
MS3
|
14:55-15:40
Tuesday
|
IUST-IWSP7-10008
Page 9
|
Estimating
Sub-Gaussian Parameters Using Wavelets
M.Shokripour,
M. Aminghafari,
A.
Mohammadpour
|
A.
Mohammadpour
|
MS1
|
14:55-15:40
Tuesday
|
IUST-IWSP7-10009
Page 10
|
Numerical
Soluton of Chemical Langevin Stochastic Differential Systems
Y.Shamsi,
M.Kamrani, S. M. Hosseini
|
Y.Shamsi
|
MS2
|
14:55-15:40
Tuesday
|
IUST-IWSP7-10010
Page 11
|
Modeling
of an RLC circuit by the SDE with color noise
R.
Rezaeyan, R. Farnoosh
|
R.
Rezaeyan
|
MS3
|
16:10-16:40
Tuesday
|
IUST-IWSP7-10011
Page 12
|
Semiparametric estimation for stochastic differential equation
arisen from RL electrical
circuit
R.
Farnoosh, P.Nabati
|
P.Nabati
|
MS1
|
16:10-16:40
Tuesday
|
IUST-IWSP7-10012
Page 13
|
Simulation of Merton's portfolio
A. Delavar Khalafi, D. Ghiasi
|
D. Ghiasi
|
MS2
|
16:10-16:40
Tuesday
|
IUST-IWSP7-10013
Page 14
|
Bifurcation
Theory of Stochastic Differential Equations
M.Alvand
|
M.Alvand
|
MS3
|
16:45-17:15
Tuesday
|
IUST-IWSP7-10014
Page 16
|
Markov
chain Monte Carlo method to solve the problem of gas exchange in human
respiratory system
M.
Ebrahimi, S.Ebrahimi
|
M.
Ebrahimi
|
MS2
|
16:45-17:15
Tuesday
|
IUST-IWSP7-10015
Page 17
|
Application
of stochastic differential games in portfolio risk minimizing
A.
Delavarkhalafi, Nikoeenejad
|
A.
Delavarkhalafi
|
MS1
|
16:45-17:15
Tuesday
|
IUST-IWSP7-10016
Page 18
|
A New
Technique for Solution of Large Markov Chains using GMRES Method
A.
Rad Khorrami, H. Motallebi,
M.
Abdollahi Azgomi
|
M. A.
Azgomi
|
MS3
|
10:55-11:25
Wednesday
|
IUST-IWSP7-10017
Page 19
|
Estimation
of CO2 concentration in plant photosynthesis via a fully stochastic algorithm
S.Ebrahimi, M. Ebrahimi
|
S.Ebrahimi
|
MS2
|
8:30-9:45
Wednesday
|
IUST-IWSP7-10018
Page 20
|
Semilinear
Stochastic Evolution Equations with Levy Noise
B. Z.
Zangeneh, E. Salavati
|
B. Z.
Zangeneh
(Plenary
Talk)
|
MS1
|
10:10-10:55
Wednesday
|
IUST-IWSP7-10019
Page 22
|
Periodically
Correlated Autoregressive Hilbertian Processes
A.R.Soltani,
M.Hashemi
|
A.R.Soltani
(Invited
Speaker)
|
MS2
|
10:10-10:55
Wednesday
|
IUST-IWSP7-10029
Page 34
|
Copula
Theory and Statistics
A.
Ahmadi Javid
|
A. A.
Javid
(Invited
Speaker)
|
MS3
|
11:30-12:00
Wednesday
|
IUST-IWSP7-10021
Page 26
|
Application
of Monte Carlo simulation in production process of medical plants
M.
Ebrahimi, S. Ebrahimi
|
M.Ebrahimi
|
MS3
|
10:55-11:25
Wednesday
|
IUST-IWSP7-10022
Page 27
|
Estimation
of Parameters in Two Unit Cold Standby Systems with Perfect Switches
K.Khorshidian,
M. Fathizadeh
|
K.Khorshidian
(Invited
Speaker)
|
MS3
|
10:55-11:25
Wednesday
|
IUST-IWSP7-10023
Page 28
|
On the
distribution of Extrema for a class of Levy processes
A. T.
Payandeh Najafabadia
|
A. T.
Payandeh
|
MS1
|
11:30-12:00
Wednesday
|
IUST-IWSP7-10024
Page 29
|
On
weighted pairwise likelihood of AR(1) normal models
M.
Maleki, A.R. Nematollahi
|
M.
Maleki
|
MS1
|
11:30-12:00
Wednesday
|
IUST-IWSP7-10025
Page 30
|
The
weighted residual-based density function semiparametric estimation in
nonlinear autoregressive model
R.
Farnoosh, S.J .Mortazavi
|
S.J
.Mortazavi
|
MS2
|
13:30-14:00
Wednesday
|
IUST-IWSP7-10026
Page 31
|
On the
Pettis Conditional Expectation
A. R.
Soltani, Z. Shishebor,
Z.
Sajadnia
|
Z.
Sajadnia
|
MS2
|
14:00-14:45
and
15:15-16:00
Wednesday
|
IUST-IWSP7-10027
Page 32
|
Estimating Extremal Dependence in Time Series via the
Extremogram
Richard
A. Davis, Thomas Mikosch,
Ivor
Cribben
|
R. A.
Davis
(Workshop)
|
MS1
|
16:10-16:55
Wednesday
|
IUST-IWSP7-10028
Page 33
|
Future
Contracts Modeling
H. D.
Hamedani
|
H.
Hamedani
(Invited
Speaker)
|
MS2
|
16:10-16:55
Wednesday
|
IUST-IWSP7-10020
Page 24
|
Harmonizable
Representation of Back Driving Self-similar Levy Process with Discrete
Support
S.Rezakhah,
M.Modarresi
|
S.Rezakhah
(Invited
Speaker)
|
MS3
|
13:30-14:00
Wednesday
|
IUST-IWSP7-10030
Page 35
|
Simulation
of stochastic differential equations in energy market model
B.
Kafash, A. Delavarkhalafi,
A.
Mohamadi
|
B.
Kafash
|
MS1
|
13:30-14:00
Wednesday
|
IUST-IWSP7-10031
Page 36
|
Minimum-Kolmogorov-distance
estimator of the tail index of heavy- tailed distributions
A. R.
Nematollahi, L. Tafakori
|
L.
Tafakori
|
MS3
|
10:15-10:45
Thursday
|
IUST-IWSP7-10032
Page 37
|
Forward
Moving Average Representation in Multivariate MA(q) Processes by Stacking
A. R.
Soltani, M. Mohammadpour
|
M.
Mohammadpour
|
MP1
|
8:30-9:45
Thursday
|
IUST-IWSP7-10033
Page 38
|
Allpass
Processes with Applications to Finance
Richard
A. Davis, Beth Andrews,
Matt
Calder
|
Richard
A. Davis
(Plenary
Talk)
|
MPA
|
10:15-10:45
Thursday
|
IUST-IWSP7-10034
Page 39
|
The
Central Limit Theorem on Complex Hilbert Spaces
A.R.Soltani,
Z.Shishebor, A.Zamani
|
A.Zamani
|
MP2
|
10:15-10:45
Thursday
|
IUST-IWSP7-10035
Page 40
|
Comparison
Bayesian Estimation of Mixture Model Parameters via MCMC Methods
R.
Farnoosh, A.Hajrajabi
|
A.Hajrajabi
|
MP3
|
10:15-10:45
Thursday
|
IUST-IWSP7-10036
Page 41
|
Estimating Method
For Parameters Of High Order IIR Filters Using Genetic Algorithm
T.Mostajabi, J.Poshtan
|
T.Mostajabi
|
MP4
|
10:15-10:45
Thursday
|
IUST-IWSP7-10037
Page 42
|
Past Renyi Entropy
Characterizations of Beta Distribution
G.H.Yari, A.Saghafi
|
A.Saghafi
|
MP5
|
10:45-11:15
Thursday
|
IUST-IWSP7-10038
Page 43
|
An approach based
on genetic algorithm for solving an inverse source problem
A. Shidfar, A. Babaei,
M. Alinejadmofrad, A. Molabahrami
|
A.
Babaei
|
MP1
|
10:45-11:15
Thursday
|
IUST-IWSP7-10039
Page 45
|
The Geometry of
Stationary Random fields and The Euler Characteristic
A. R. Taheriyoun, K. Shafie
Hoolighiy
|
A.
Taheriyoun
|
MP2
|
10:45-11:15
Thursday
|
IUST-IWSP7-10040
Page 46
|
A probabilistic
point of view to combinatorics on words, analyzing certain factorization of
words
E.Zohoorian-Azad
|
E.Zohoorian
|
MP3
|
10:45-11:15
Thursday
|
IUST-IWSP7-10041
Page 47
|
Measure of
randomness in earthquake accelerograms by approximate entropy
G. Ghodrati Amiri, G.Yari, A. R. Chaji
M. Khorasani
|
A. R.
Chaji
|
MP4
|
10:45-11:15
Thursday
|
IUST-IWSP7-10042
Page 48
|
A Parallel
Algorithm Based on Finite Difference Methods for Computing the Numerical
Solution of Option Pricing Model
A.Shidfar,
KH.Paryab, A.R.Yazdanian
|
A.R.Yazdanian
|
MP5
|
10:45-11:15
Thursday
|
IUST-IWSP7-10043
Page 49
|
An application of
stochastic differential equations in profitability of bank via simulation
A. Mohammadi, A. Delavarkhalafi,
B. Kaffash
|
A.
Mohammadi
|
MPA
|
11:15-11:45
Thursday
|
IUST-IWSP7-10044
Page 50
|
A New Method for
Security Modeling and Evaluation Using Stochastic Activity Networks and Game
Theory
A. Vakili, M. Abdollahi Azgomi
|
A.
Vakili
|
MP1
|
11:15-11:45
Thursday
|
IUST-IWSP7-10045
Page 51
|
Using stochastic
processes in modified Monte Carlo method and two applications
R.Farnoosh, M. Aalaei
|
M.
Aalaei
|
MP2
|
11:15-11:45
Thursday
|
IUST-IWSP7-10046
Page 52
|
A series solution
of the stochastic Burgers equation with additive random forcing
A. Molabahrami, A. Shidfar,
A.Ghyasi
|
A.
Molabahrami
|
MP3
|
11:15-11:45
Thursday
|
IUST-IWSP7-10047
Page 54
|
A new model for
determining OWA operator weights by maximum fuzzy entropy
G.H.Yari, A.R.Chaji, R.Khanjani
|
A.R.Chaji
|
MP4
|
11:15-11:45
Thursday
|
IUST-IWSP7-10048
Page 55
|
Chaotic Time
Series Prediction Via Fuzzy Methods
T.Mostajabi, J.Poshtan
|
J.Poshtan
|
MP5
|
11:15-11:45
Thursday
|
IUST-IWSP7-10049
Page 56
|
Fuzzy Fast
Evolutionary Programming for Modeling and Forecasting Time Series
Y.Alipour, J. Poshtan
|
Y.Alipour
|
MPA
|
11:45-12:15
Thursday
|
IUST-IWSP7-10050
Page 58
|
Applied Swarm Intelligence
In Signal Processing
T.Mostajabi, J. Poshtan
|
T.Mostajabi
|
MP1
|
11:45-12:15
Thursday
|
IUST-IWSP7-10051
Page 59
|
New Approach in
Controlling and Routing Truck Back Upper by Fuzzy Average Gene Method (AGM)
Y.Alipour, J. Poshtan
|
J.
Poshtan
|
MP2
|
11:45-12:15
Thursday
|
IUST-IWSP7-10052
Page 60
|
Prediction AR
model for Mackey-Glass chaotic time series by StudGA
Y.Alipour, J. Poshtans
|
Y.Alipour
|
MP3
|
