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  • دکتری (1367)

    ریاضی

    دانشگاه لندن امپریال کالج، لندن، انگلستان

  • کارشناسی‌ارشد (1363)

    ریاضی

    لندن، لندن، انگلستان

  • کارشناسی (1358)

    ریاضی

    دانشگاه خوارزمی، ایران

  • بهینه سازی، کنترل بهینه، پردازش تصویر
  • آنالیز عددی، آنالیز ماتریسی
  • معادلات دیفرانسیل و ریاضی مالی

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    ارتباط

    رزومه

    A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump–diffusion processes

    Z Ahmadi, SM Hosseini, A Foroush Bastani
    Journal PapersJournal of Computational and Applied Mathematics , Volume 383 , 2021 February , {Pages 113132 }

    Abstract

    Swing options are complex path-dependent contracts, granting their holders a prefixed number of transaction rights to buy/sell a variable amount of the underlying asset (e.g. energy commodities) subject to daily or periodic constraints. Stating the swing option price as the solution of a stochastic optimal control problem, we employ a dynamic programming formulation in which the underlying asset price is modeled by a mean-reverting regime-switching jump–diffusion process. We explore a newly devised lattice-based pricing framework to find the premium of swing options in a cost-effective and easily implementable manner. We compare the performance of the proposed tree building procedure with a simulation-based Least-Squares Monte-Carlo (LSM)

    Trainable fourth-order partial differential equations for image noise removal

    Negin Khoeiniha, Seyed Mohammad Hosseini, Ramtin Davoudi
    Journal PapersIranian Journal of Numerical Analysis and Optimization , 2021 April 16, {Pages }

    Abstract

    Image processing by partial differential equations (PDEs) has been an active topic in the area of image de-noising, which is an important task in computer vision. In PDE-based methods for image processing the unprocessed, original image is considered as the initial value for the PDE and the solution of the equation is the outcome of the model. Despite the advantages of using PDEs in image processing, designing and modeling different equations for various types of applications has always been a challenging and interesting problem. In this paper, we aim to tackle this problem by introducing a fourth-order equation with flexible, trainable coefficients, and with the help of an optimal control problem, the coefficients are determined therefore

    Vowel Harmony in the Mashhadi Dialect of Persian: A Generative Phonology Approach

    Seyed Mohammad Hosseini, Aliyeh Kord Zafaranlou Kambouzia
    Journal PapersJournal of Linguistics & Khorasan Dialects , 2021 February 3, {Pages }

    Abstract

    Taking a generative phonology approach, this paper analyzes vowel harmony in verbal prefixes in the speech of middle-aged non-immigrant Mashhadi people. Over 120 simple verbs were conjugated and phonological alternations in the vowels of imperfective, and sunjunctive aspect markers as well as the negative prefix were extracted and their phonological features were studied. The results indicate that verbal prefix vowels in Mashhadi dialect harmonize with the stem vowel in backness, highness or both and that coronals block vowel harmony if the stem vowel is a low back vowel.

    A high-order scheme for time-space fractional diffusion equations with Caputo-Riesz derivatives

    G Sayyar, SM Hosseini, F Mostajeran
    Journal Papers , , {Pages }

    Abstract

    Identifying and prioritizing the dimensions of medical tourism with emphasis on technological entrepreneurship

    H NAJARI, H DIDEHKHANI, M MOSTAGHIMI, SMR Hosseini
    Journal Papers , , {Pages }

    Abstract

    Kalkal as a Relational Interactional Ritual: the Case of Kalkal in Dorehami

    SM Hosseini
    Journal Papers , , {Pages }

    Abstract

    Fractional Brownian motion with two-variable Hurst exponent

    H Maleki Almani, SM Hosseini, M Tahmasebi
    Journal PapersJournal of Computational and Applied Mathematics , 2020 November 2, {Pages 113262 }

    Abstract

    In this paper, we consider some experimental and analytical expositions of the time dependency of Hurst exponent. It is our motivation to introduce a new kind of fBm with a two-variable and time-dependent Hurst exponent (fBm-H) by an analysis in the standard deviation of some financial time series. We prove the existence of such processes and also give some simulations of sample paths of some kinds of these processes. Moreover, some important properties such as continuity, stationary increments are identified as well as self-similarity feature in a new manner. Finally, we prove the strong convergency of the Maximum Likelihood Estimation (MLE) of the parameters of the Black–Scholes (BS) model with Generalized Mixed Fractional Brownian Moti

    A numerical method for solving two-dimensional nonlinear parabolic problems based on a preconditioning operator

    Amir Hossein Salehi Shayegan, Ali Zakeri, Seyed Mohammad Hosseini
    Journal PapersMathematical Modelling and Analysis , Volume 25 , Issue 4, 2020 October 13, {Pages 531-545 }

    Abstract

    This article considers a nonlinear system of elliptic problems, which is obtained by discretizing the time variable of a two-dimensional nonlinear parabolic problem. Since the system consists of ill-conditioned problems, therefore a stabilized, mesh-free method is proposed. The method is based on coupling the preconditioned Sobolev space gradient method and WEB-spline finite element method with Helmholtz operator as a preconditioner. The convergence and error analysis of the method are given. Finally, a numerical example is solved by this preconditioner to show the efficiency and accuracy of the proposed methods.

    An efficient Dai–Liao type conjugate gradient method by reformulating the CG parameter in the search direction equation

    Mina Lotfi, S Mohammad Hosseini
    Journal PapersJournal of Computational and Applied Mathematics , Volume 371 , 2020 June 1, {Pages 112708 }

    Abstract

    Based on the modified BFGS method proposed by Li and Fukushima (2001), we present a new value of the parameter t in Dai–Liao Conjugate Gradient Method. Under mild assumptions, we establish the global convergence property of the proposed method. Numerical results on some test problems in the CUTEst library illustrate computational efficiency of the new method.

    A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes

    Z Ahmadi, S Mohammad Hosseini, A Foroush Bastani
    Journal PapersJournal of Computational and Applied Mathematics , Volume 363 , 2020 January 1, {Pages 156-170 }

    Abstract

    Nowadays, the pricing of financial instruments under continuous-time Markov switching models have received a widespread attention from researchers and practitioners in the finance industry. Lattice-based approaches are amongst the most widely used approaches to solve the pricing problem in this context. Recently, Yuen and Yang (2010) have proposed a simple and fast recombining trinomial tree method to handle the case of regime-switching geometric Brownian motion processes. In this paper, we generalize their approach to the regime-switching (exponential) mean-reverting case with state-dependent switching rates and derive the necessary conditions for the positivity of conditional branching probabilities. We employ the Hull and White’s tree-

    Adaptive control parameterization method by density functions for optimal control problems

    Nastaran Ejlali, Seyed Mohammad Hosseini
    Journal PapersIMA Journal of Mathematical Control and Information , Volume 37 , Issue 2, 2020 June 6, {Pages 493-508 }

    Abstract

    This paper proposes an efficient adaptive control parameterization method for solving optimal control problems. In this method, mesh density functions are used to generate mesh points. In the first step, the problem is solved by control parameterization on uniform mesh points. Then at each step, the approximate control obtained from the previous step is applied to construct a mesh density function, and consequently a new adapted set of mesh points. Several numerical examples are included to demonstrate that the adaptive control parameterization method is more accurate than a uniform control parameterization one.

    Application of AHP Technique in Identifying and Prioritizing Effective Factors on Entrepreneurship Municipality with Tourism Development

    Majid Ashrafi, Mohammad Ebrahim Jorjani Sorkhankalateh, Seyed Mohammad Reza Hosseini Hosseini, Mahmoud Reza Cheraghali
    Journal PapersGeographical Planning of Space , 2020 July 22, {Pages }

    Abstract

    One of the organizations' desirable mechanisms for the rapid and appropriate response to the ever-changing environment in the business environment is the creation of entrepreneurial organizations. Entrepreneurship organizations, through the institutionalization of entrepreneurship within themselves, lead to the implementation of enterprise entrepreneurship. The main objective of the present research is to identify the factors affecting the entrepreneurship municipality with the approach of tourism development. Therefore, identifying the effective factors on the entrepreneurship municipality can provide a way for the development of the tourism industry and, consequently, create sustainable income for the municipality. To achieve the research

    Effect of different supplements on eggshell quality, pH value of different parts of gastrointestinal tract, small intestinal morphology and performance of laying hens

    Mosayeb Shalaei, Seyed Mohammad Hosseini, Emel Zergani
    Journal PapersVeterinary Research Forum , Issue 0, 2020 May 1, {Pages }

    Abstract

    This study was performed to investigate the effects of antibiotic, organic acid, probiotic and prebiotic supplementation on performance, egg shell quality, pH value of gastrointestinal tract and small intestinal morphology of laying hens. The experiment was a completely randomized design with 160 laying hens strain (W-36) from 32 to 42 weeks of age, with 5 treatments, 4 replicates and 8 hens in each replicate. The experimental treatments consisted: 1-basal diet, 2-basal diet + 150 g/ton antibiotic (oxytetracycline), 3-basal diet + 3 kg/ton mixture of organic acids supplementation, 4- basal diet + 50 g/ton probiotic (protoxin) and 5- basal diet + 2 kg/ton prebiotic (Mannan oligosaccharide). During the experimental period, performance charact

    10. The Application of Multi-criteria Decision Making Models for Assessing the Livability of Metropolitan Areas of Tehran

    Seyyed Ali Mousavi Noor, Hamid Reza Varesi, Jamal Mohammadi, Vakil Heidari Sarban, Meysam Mirzaei Tabar, Vahid Sadeghi, Seyed Mohammad Hossein Hosseini
    Journal PapersJournal Archive , Volume 17 , 2020 January , {Pages }

    Abstract

    3. MethodThe research method used in this study is of applied and descriptive-analytic. The library and field documentation (questionnaire) has been used to collect information. The statistical population is the residents of Tehran City, which according to the census of 2016 includes 8693706 people. The sample size was calculated first in the studied areas according to the Cochran sampling formula with a 7% error rate. For 22 urban areas, 385 persons were obtained and according to the extent of the Tehran metropolitan area and the probability of the loss of the questionnaire, 485 researcher made questionnaires. Next in each of the studied areas, the proportional quota was allocated based on the population. Sampling method was also possible

    A semidefinite programming approach for polynomial switched optimal control problems

    Ramtin Davoudi, Seyed Mohammad Hosseini
    Journal PapersOptimal Control Applications and Methods , Volume 40 , Issue 4, 2019 July , {Pages 626-646 }

    Abstract

    This paper considers solving optimal control of switched systems with polynomial data globally, where the number of switches and the switching signal are not preassigned. The problem is transformed into an embedded polynomial form in which a continuous variable controls the switching policy. Then, using occupation measures, the embedded optimal control problem is formulated as an infinite‐dimensional linear programming (LP) over the space of measures. A polynomial sum‐of‐squares strengthening corresponding to conic dual of the measure LP problem provides an approximating optimal feedback control for both classical control and the switching signal. Furthermore, the optimal switching signal is calculated without mode projection. Finall

    A semidefinite programming approach for stochastic switched optimal control problems

    Ramtin Davoudi, Seyed Mohammad Hosseini, Amin Ramezani
    Conference Papers2019 IEEE 58th Conference on Decision and Control (CDC) , 2019 December 11, {Pages 2503-2508 }

    Abstract

    We consider solving stochastic switched optimal control problems (SSOCPs) with polynomial data using sum-of-squares (S.O.S) and semidefinite programming (SDP), where both the number of switches and the switching signal are not known in advance. The problem is transformed into an embedded form using a new control variable that is responsible for controlling the switching policy. Then, through a hierarchy of polynomial S.O.S problems, we find an approximation of the value function corresponding to the original optimal control problem and use it to design feedback control. Finally, one simulation experiment is included to demonstrate the performance of our new approach.

    Complete moment convergence for the dependent linear processes with random coefficients

    Seyed Mohammad Hosseini, Ahmad Nezakati
    Journal PapersActa Mathematica Sinica, English Series , Volume 35 , Issue 8, 2019 August 1, {Pages 1321-1333 }

    Abstract

    In this paper, we investigate the complete moment convergence for dependent linear processes with random coefficients to form , where {εn,n ∈ ℤ} is a sequence of END stochastically dominated random variables and {An,n ∈ ℤ} is a sequence of random varibles. As applications, the convergence rate, Marcinkiewicz-Zygmund strong law and strong law of large numbers for this linear process are established.

    Explaining Indices and Organizational Entrepreneurship Patterns in Rural Cooperatives

    Gholam Reza Nakhaei, Abdolreza Sobhani, Mahmoud Reza Mostaghimi, Seyyed Mohammad Reza Hosseini
    Journal PapersAgricultural Economics Research , Volume 11 , Issue 44, 2019 December 22, {Pages 171-196 }

    Abstract

    In the complex and dynamic world of today, without enough attention to organizational entrepreneurship, we can not achieve to growth and development indicators in the economic realm. Because organizational entrepreneurship is a strategic and acquiring process that organizations by choosing the right model, lead to its sustainable development. The purpose of this study is to explain the indicators and select the appropriate entrepreneurship model. The research method is descriptive survey and the statistical population is the managers of rural cooperatives in South Khorasan province. Data gathering tool: library studies and a questionnaire that has been done through Analytical Hierarchy Process ( AHP). Expert Choice software (EC) is used to

    Influence of non-starch polysaccharides of feedstuffs on performance and carcass characteristics of broilers

    Fahima Daneshyar, S Mohammad Hosseini, Akbar Yaghobfar
    Journal PapersAnimal Production , Volume 21 , Issue 2, 2019 June 22, {Pages 233-246 }

    Abstract

    In order to determine the effect of non-starch polysaccarides on performance, energy and protein efficiencies and carcass characteristics of broiler chicks, an experiment was conducted in three periods of starter, grower and finisher period, using 420 one-day old Ross 308 broiler chicks from both sexes in a completely randomized design with seven treatments, six replicates and 10 chicks per replicate. The experimental treatments were basal diet, diets containing 0.10 and 0.20 percent of Saccharomyces cerevisiae yeast, diets containing 5 and 10 percent of wheat bran, diets containing three and six percent of soybean hull. The results of the experiment showed that the control treatment had the lowest feed intake during the whole period of bre

    E2 ubiquitin-conjugating enzymes in cancer: Implications for immunotherapeutic interventions

    SM Hosseini, I Okoye, MG Chaleshtari, B Hazhirkarzar, J Mohamadnejad, ...
    Journal Papers , , {Pages }

    Abstract

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    دروس نیمسال جاری

    • كارشناسي ارشد
      حل عددي معادلات ديفرانسيل معمولي ( واحد)
      دانشکده علوم ریاضی، گروه رياضي كاربردي

    دروس نیمسال قبل

    • كارشناسي ارشد
      آناليز عددي پيشرفته ( واحد)
      دانشکده علوم ریاضی، گروه رياضي كاربردي
    • كارشناسي ارشد
      روش هاي عددي در جبر خطي ( واحد)
    • دكتري
      مباحث ويژه در بهينه سازي ( واحد)
    • معصومه , حسینی نسب
    • 1400
      بدري آذرين, رها
      شناسايي و حذف دورافتاده ها در قطعه بندي تصاوير با استفاده از روش هاي مبتني بر گراف و يادگيري بيزي
    • 1400
      جلالي, نيايش
    • 1400
      قدسي ممان, ندا
    • 1397
      جورسرا, زينب
      تجزيه و تحليل مدل هاي كنترل بهينه داروهاي سيتوتوكسيك با تاكيد بر سطوح مختلف مقاومت دارويي در تومورهاي جامد
    • مدیر گروه
    • مدیر دفتر امور هیات علمی دانشگاه
    • عضو هیات ممیزه دانشگاه (6 دوره)
    • دبیر هیات ممیزه دانشگاه ( دو دوره + اندکی از دوره سوم))
    • معاون پژوهشی دانشکده
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    • مدیر نظارت و ارزیابی دانشگاه ( 4 سال)
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