The Second Workshop:
October 22-24 2007 Amirkabir University of Technology,
Tehran Iran
Organizer:
Faculty of Mathematics and Computer Science, Amirkabir
University of Technology
Contact:
Dr. S. Rezakhah
Faculty of Mathematics and Computer Science,
Amikabir University of Technology,
Hafez Avenue Tehran
Iran.
Tel: (+98) : 2166406322
Email: rezakhah@aut.ac.ir
Head of Organizing Committee:
Dr. H. M. Tashakkori
Faculty of Mathematics and Computer Sciences
Amirkabir University of Technology
Tehran
Iran
Tel: (+98) 2166406322
E-mail: hashemi@aut.ac.ir
Registration:
Faculty members should pay for their registration; however, there
is limited budget to sponsor a few full-time graduate students.
Accommodation:
The Amirkabir University of Technology in located in the center of
Tehran. There are hotels with walking distances to the conference
site. The Organizing Committee will make reservations upon the
request of participants.
The Scientific Program:
Different sessions are allocated to different Research Teams. Each
Research Teams will present a report on the research proposal
finalized in the First Workshop. There is room for new research
teams and new research proposals. Researchers in applied fields
are encouraged to participate.
Monday 22-10-2007:
8:00 -- 8:30 Registration
8:30 -- 10:00 Opening Ceremony
10:00 -- 10:30 Break
10:30 -- 11:30 Zangeneh: Stochastic Analysis
11:30 -- 12:00 Khorshidian: Markov Processes and Reliability
14:00 -- 15:00 Soltani and Shirvani: Simulation of Truncated
Stable Random Variables
15:00 -- 15:30 Mohammadpour, M : Interpolation fro Innovation
Discrete ARMA
15:30 -- 16:00 Break
16:00 -- 16:30 Vatanpour : Hidden Markov Models, Appl.
Dadashi: Large Distribution Principles
16:30 -- 17:15 Bastani, F : Numerical Stability Solution to SDE
Tafakori: Heavy Tail Distributions and V-Statistic
Tuesday 23-10-2007:
8:00 -- 9:00 Soltani: Truncated Stable Distributions, Appl.
9:00 -- 9:45 Mohamadpour, A: An Independent test for Stable
Distributions
9:45 -- 10:00 Break
10:00 -- 11:15 Rezakhah, Maleki and Hemmati: Self Similar
Processes and Applications
11:15 -- 12:00 Ahmadi Javid: Stochastic Optimization
14:00- 14:30 Amin Davar and Amirmazlaghani: Autoregressive
Conditional Heteroscedasdicity
14:30 -- 15:30 Naghshineh: SDE with Fractional Noise
15:30 -- 16:00 Break
16:00 -- 16:45 Ahmadi Javid: Coupla Theory
Aminghafari: Forecasting Time Series, Wavelet
16:45 -- 17:30 Alishahi and Shariftabar: Poisson Voronoi
Tessellation
Ganjgahi: Mixture Sub-Gaussian Parameter
Estimation Using MCMC
Wednesday 24-10-2007: Center For Statistics
8:00 -- 9:00 Mohammadpour, A: General Talk on Statistical
Techniques
9:30 -- 10:00 Zangeneh, B: Statistics, History and Advances
10:00 -- 10:30 Break
10:30 -- 11:15 Soltani: Analysis of Arrays of Repeated
Measurements
11:15 -- 12:00 Saeedi: To be Announced
14:00- 15:00 Varsei: Point Processes
15:00 -- 15:30 Parvardeh, A: Structure of Stable Distributions
15:30 -- 16:00 Break
16:00 -- 17:00 Zammani: Mathematical Finance
17:00 -- 17:30 Closing Ceremony
Speakers In the Second Workshop:
Prof. Soltani A.R. : Kuwait University
Dr. Rezakhah, S. : Amir Kabir University of Technology
Dr. Khorshidian, K. : Shiraz University
Dr. Parvardeh, A. : University of Isfahan
Dr. Mohamadpour, M. : Babolsar University
Dr. Naghshineh, O. : Sharif University of Technology
Mr. Shirvani, A. : Shiraz University
Ms. Tafakori : Shiraz University
Prof. Zangeneh, B : Sharif University of Technology
Bastani, F. : Tarbiat Modaress University
Mr Alishahi, K : Sharif University of Technology
Dr. Mohamadpour, M. : Amir Kabir University of Technology
Ms. Vatanpour, : Amir Kabir University of Technology
Mr. Dadashi, : Amir Kabir University of Technology
Ms. Maleki : Amir Kabir University of Technology
Ms. Hematti : Amir Kabir University of Technology
Dr. Ahmadi Javid : Amir Kabir University of Technology
Dr. Amin Davar : Amir Kabir University of Technology
Mr. Amirmazlaghani : Amir Kabir University of Technology
Dr. Aminghafari : Amir Kabir University of Technology
Mr. Alishahi : Sharif University of Technology
Mr. Shariftabar : Sharif University of Technology
Mr. Ganjgahi : Amir Kabir University of Technology
Dr. Saeedi : Iranian Center for Statistics
Dr. Zamani : Sharif University of Technology