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Professors

Professors of the Faculty

Mahmoudvand Rahim

Mahmoudvand Rahim

Mahmoudvand Rahim (FA Page)

Associate Professor

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Memberships

Actuarial Society of Iran ,Rahim Mahmoudvand ,

Books

Teresa A. Oliveira,Amilcar Oliveira,Rahim Mahmoudvand,Nalini Ravishankar,David Banks ,Book of Abstracts -ISBIS 2016 Meeting on Statistics in Business and Industry ,Universidade Aberta de Lisboa ,2017 ,978-972-674-795-6 ,
Hossein Hassani,Rahim Mahmoudvand ,Singular Spectrum Analysis Using R ,Macmillan Publishers Ltd. part of Springer Nature ,2018 ,978-1-137-40950-8 ,
Rahim Mahmoudvand,Teresa A. Oliveira ,On the Application of Sample Coefficient of Variation for Managing Loan Portfolio Risks ,Springer ,2019 ,978-3-319-76604-1 ,

Articles

Hossein Hassani,Rahim Mahmoudvand,Hardi Nabe Omer,Emmauel Sirimal Silva ,A Preliminary Investigation into the Effect of Outlier(s) on Singular Spectrum Analysis ,FLUCTUATION AND NOISE LETTERS , ,2014 ,pp. 1-23 ,
Rahim Mahmoudvand,Nader Najari,Mohammad Zokaei ,On the Optimal Parameters for Reconstruction and Forecasting in Singular Spectrum Analysis ,COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION , ,2013 ,pp. 860-870 ,
Hossein Hassani,Rahim Mahmoudvand,Mohammad Zokaei,Mansoureh Ghodsi ,ON THE SEPARABILITY BETWEEN SIGNAL AND NOISE IN SINGULAR SPECTRUM ANALYSIS ,FLUCTUATION AND NOISE LETTERS , ,2012 ,pp. 11 ,
Hossein Hassani,Rahim Mahmoudvand ,MULTIVARIATE SINGULAR SPECTRUM ANALYSIS: A GENERAL VIEW AND NEW VECTOR FORECASTING APPROACH ,International Journal of Energy and Statistics , ,2013 ,pp. 55-83 ,
Reza Ghanati,Mohammad Kazem Hafizi,Rahim Mahmoudvand,Mahdi Fallahsafari ,Filtering and parameter estimation of surface-NMR data using singular spectrum analysis ,JOURNAL OF APPLIED GEOPHYSICS , ,2016 ,pp. 118-130 ,
Rahim Mahmoudvand,Paulo Rodrigues ,Missing value imputation in time series using Singular Spectrum Analysis ,International Journal of Energy and Statistics , ,2016 ,pp. 165-171 ,
Rahim Mahmoudvand,Fatemeh alehosseini,Paulo Rodrigues ,FORECASTING MORTALITY RATE BY SINGULAR SPECTRUM ANALYSIS ,REVSTAT-Statistical Journal , ,2015 ,pp. 193-206 ,
Hossein Hassani,Rahim Mahmoudvand,Mohammad Zokaei ,Separability and window length in singular spectrum analysis ,C. R. Acad. Sci. Paris, Ser. I , ,2011 ,pp. 987-990 ,
Paulo Rodrigues,Rahim Mahmoudvand ,Correlation Analysis in Contaminated Data by Singular Spectrum Analysis ,QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL , ,2016 ,pp. 2127–2137 ,
Rahim Mahmoudvand,Javad Faradmal,Narges Abbasi,Kristina Lurz ,A New Modification of the Classical Laplace Distribution , , ,2015 ,pp. 93-118 ,
Rahim Mahmoudvand,Mohammad Zokaei ,On the singular values of the Hankel matrix with application in singular spectrum analysis ,Chilean Journal of Statistics , ,2012 ,pp. 43-56 ,
Shamsi Ghasemi,Rahim Mahmoudvand,Kazem yavari ,Application of the FMEA in insurance of high-risk industries: a case study of Iran's gas refineries ,STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT , ,2016 ,pp. 737-745 ,
Mahnaz Manteqipour,Alireza Ghaffari Hadigheh,Rahim Mahmoudvand,Amir Safari ,Grouping Objects to Homogeneous Classes Satisfying Requisite Mass ,Journal of Artificial Intelligence & Data Mining , ,2018 ,pp. 163-175 ,
Rahim Mahmoudvand,Dimitrios Konstantinides,Paulo Rodrigues ,Forecasting mortality rate by multivariate singular spectrum analysis ,APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY , ,2017 ,pp. 1-16 ,
Petala Tuy,Rahim Mahmoudvand,Paulo Rodrigues ,Randomized singular spectrum analysis for long time series ,JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION , ,2018 ,pp. 1921-1935 ,
Paulo Rodrigues,Vanda Lourenco,Rahim Mahmoudvand ,A robust approach to singular spectrum analysis ,QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL , ,2018 ,pp. 1437-1447 ,
Paulo Rodrigues,Rahim Mahmoudvand ,The benefits of multivariate singular spectrum analysis over the univariate version ,JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS , ,2018 ,pp. 544-564 ,
Rahim Mahmoudvand,Paulo Rodrigues ,A new parsimonious recurrent forecasting model in singular spectrum analysis ,JOURNAL OF FORECASTING , ,2018 ,pp. 191-200 ,
Saeed MohammadPour,Karzan Saeedi,Rahim Mahmoudvand ,Generalised form of Bonus-Malus System Using Finite Mixture Models ,Statistics, Optimization & Information Computing , ,2017 ,pp. 179-187 ,
Saeed MohammadPour,Karzan Saeedi,Rahim Mahmoudvand ,Generalised form of Bonus-Malus System Using Finite Mixture Models ,Statistics, Optimization & Information Computing , ,2017 ,pp. 179-187 ,
Hossein Haghbin,Seyed Morteza Najibi,Rahim Mahmoudvand,Mehdi Maadooliat,Jordan Trinka ,Functional Singular Spectrum Analysis ,Stat , ,2021 ,pp. e330 ,
Hossein Haghbin,Seyed Morteza Najibi,Rahim Mahmoudvand,Mehdi Maadooliat,Jordan Trinka ,Functional Singular Spectrum Analysis ,Stat , ,2021 ,pp. e330 ,
Hossein Haghbin,Seyed Morteza Najibi,Rahim Mahmoudvand,Mehdi Maadooliat,Jordan Trinka ,Functional Singular Spectrum Analysis ,Stat , ,2021 ,pp. e330 ,
Rahim Mahmoudvand,Paulo Rodrigues,Masoud Yarmohammadi ,FORECASTING DAILY EXCHANGE RATES: A COMPARISON BETWEEN SSA AND MSSA ,REVSTAT-Statistical Journal , ,2019 ,pp. 599-616 ,
Paulo Rodrigues,Rahim Mahmoudvand ,A new approach for the vector forecast algorithm in singular spectrum analysis ,COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION , ,2020 ,pp. 591-605 ,
Ioanna Papatsouma,Rahim Mahmoudvand,Nikolas Farmakis ,Evaluating the Goodness of the Sample Coefficient of Variation via Discrete Uniform Distribution ,Statistics; Optimization and Information Computing , ,2019 ,pp. 642-652 ,
Fatemeh Arezoomand,Masoud Yarmohammadi,Rahim Mahmoudvand ,Asymmetric Uniform-Laplace distribution: Properties and Applications ,JIRSS-Journal of the Iranian Statistical Society , ,2018 ,pp. 119-140 ,
Olushina Olawale Awe,Paulo Rodrigues,Rahim Mahmoudvand ,Non-Negative Time Series Reconstruction via Singular Spectrum Analysis: A Case Study of Precipitation Dynamics in Nigeria ,FLUCTUATION AND NOISE LETTERS , ,2020 ,pp. 2050045-... ,
Rahim Mahmoudvand,Chong It Tan,Narges Abbasi ,Adjusting the Premium Relativities in a Bonus-Malus System: An Integrated Approach Using the First Claim Time and the Number of Claims ,Asia-Pacific Journal of Risk and Insurance , ,2017 ,pp. 1-19 ,
Rahim Mahmoudvand,Chong It Tan,Narges Abbasi ,Adjusting the Premium Relativities in a Bonus-Malus System: An Integrated Approach Using the First Claim Time and the Number of Claims ,Asia-Pacific Journal of Risk and Insurance , ,2017 ,pp. 1-19 ,
Saeed MohammadPour,Karzan Saeedi,Rahim Mahmoudvand ,Generalised form of Bonus-Malus System Using Finite Mixture Models ,Statistics, Optimization & Information Computing , ,2017 ,pp. 179-187 ,
Paulo Rodrigues,Olushina Olawale Awe,Jonatha Sousa Pimentel,Rahim Mahmoudvand ,Modelling the Behaviour of Currency Exchange Rates with Singular Spectrum Analysis and Artificial Neural Networks ,Stats , ,2020 ,pp. 137-157 ,
Ali Akbar Sabziparvar,Rahim Mahmoudvand, ,Spectral analysis of soil temperature and their coincidence with air temperature in Iran ,ENVIRONMENTAL MONITORING AND ASSESSMENT , ,2021 ,pp. 1-14 ,
Hossein Haghbin,Seyed Morteza Najibi,Rahim Mahmoudvand,Mehdi Maadooliat,Jordan Trinka ,Functional Singular Spectrum Analysis ,Stat , ,2021 ,pp. e330 ,
Hossein Haghbin,Seyed Morteza Najibi,Rahim Mahmoudvand,Mehdi Maadooliat,Jordan Trinka ,Functional Singular Spectrum Analysis ,Stat , ,2021 ,pp. e330 ,
Rahim Mahmoudvand,Mehrdad Barati,Asghar Seif,Sahar Ranjbaran,Paulo Rodrigues ,Modeling water table depth using singular spectrum analysis ,Statistics and Its Interface , ,2023 ,pp. 279-286 ,
Masoud Yarmohammadi,Ada Afshar,Rahim Mahmoudvand,Parviz Nasiri ,Predicting intensity function of nonhomogeneous Poisson process ,Journal of Statistical Modelling: Theory and Applications (JSMTA) , ,2022 ,pp. 39-50 ,

Conferences

Rahim Mahmoudvand,Samane Aziznasiri ,A New Modication on the Bonus-Malus System in Automobile Insurance ,8th Conference in Actuarial Science & Finance on Samos ,2014/05/29 ,Greece ,
Rahim Mahmoudvand ,Selection Criteria for Choosing Window Length in Singular Spectrum Analysis ,8th Seminar on Linear Algebra and Its Applications ,2015/05/13 ,Iran ,
Rahim Mahmoudvand ,On the Possibility of Using Multivariate Singular Spectrum Analysis for the Mortality Forecasting ,60th ISI World Statistics Congress ,2015/07/26 ,Brazil ,
Rahim Mahmoudvand ,Some Theoretical Aspects of the Multivariate Singular Spectrum Analysis ,International Society for Business and Industrial Statistics (ISBIS) Satellite Conference with focus on quality control and improvement ,2015/07/22 ,Brazil ,
Rahim Mahmoudvand ,A New Parsimonious Vector Forecasting Model in Singular Spectrum Analysis ,International Symposium on Business and Industrial Statistics Focus: Data Mining, Time Series, and Applications ,2016/06/08 ,Spain ,
Rahim Mahmoudvand ,Gap-Filling in Time Series by Multivariate Singular Spectrum Analysis ,The 6th Seminar on Numerical Analysis and Its Applications ,2016/07/20 ,Iran ,
Rahim Mahmoudvand ,Designing a Bonus-Malus System Using the First Claim Time and the Number of Claims ,The 3 rd FINACT-IRAN Conference ,2016/08/27 ,Iran ,
Paulo Rodrigues,Petala Tuy,Rahim Mahmoudvand ,Randomized singular spectrum analysis for long time series ,22nd International conference on computational statistics ,2016/08/23 ,Spain ,
Rahim Mahmoudvand ,Prediction Interval for Vector SSA Forecasts ,48 th annual iranian mathematics conference ,2017/07/23 ,iran ,
Rahim Mahmoudvand ,Modelling Financial Data Using Singular Spectrum Analysis ,The 4rd FINACT-IRAN Conference ,2017/07/29 ,IRAN ,
Rahim Mahmoudvand ,Determining Retention Limits in Reinsurance Using Bayesian Approach ,Satellite Meeting of ISI-Committee on Risk Analysis ,2017/07/10 ,Portugal ,
Rahim Mahmoudvand ,Modelling Financial Data Using Modified Laplace Distribution ,Satellite Meeting of ISI-Committee on Risk Analysis ,2017/07/10 ,Portugal ,
Rahim Mahmoudvand ,Is the Exchange Rate Predictable in Long-Run: Experiences from Iranian Currency? ,ISBIS 2019 Satellite Conference ,2019/08/15 ,Malaysia ,
mehraneh khodamoradpour,Rahim Mahmoudvand, ,How Will Climate Change on Lake Urmia Affect the Growth of Crops? ,EGU General Assembly 2019 ,2019/04/06 ,Austria ,
Rahim Mahmoudvand ,Applications of Stochastic Ordering in Insurance: Challenges and Needs ,The 3rd Int'l Conference on Statistics, Mathematical Modelling and Analysis ,2020/11/06 ,China ,
Jorge Basilio,Amilcar Oliveira,Rahim Mahmoudvand ,An Overview of The Systemic Risk Measures ,17th International Conference of Numerical Analysis and Applied Mathematics ,2019/09/23 ,Greece ,
Rahim Mahmoudvand ,Visualization with QlikView (how to make dashboard) ,y-BIS 2019 Conference: ISBIS Young Business and Industrial Statisticians Workshop on Recent Advances in Data Science and Business Analytics ,2019/09/25 ,Turkey ,
Rahim Mahmoudvand ,Highlighting a Mathematical Property of Sample ACF for Time Series Analysis ,y-BIS 2019 Conference: ISBIS Young Business and Industrial Statisticians Workshop on Recent Advances in Data Science and Business Analytics ,2019/09/25 ,Turkey ,
Rahim Mahmoudvand ,Change point detection using Singular Spectrum Analysis ,ISBIS 2021 Satellite Conference ,2021/05/07 ,The Netherland ,
Rahim Mahmoudvand ,THE IMPACT OF WEBINAR ADVERTISING ON THE LOYALTY OF THE PARTICIPANTS ,8th Seminar on the Theory of Reliability and Its Applications ,2022/05/18 ,Iran ,
Rahim Mahmoudvand ,Risk Comparison Using Stochastic Ordering ,The 12th National Statistics Conference ,2020/12/19 ,Iran ,
Rahim Mahmoudvand ,Estimating Autocorrelation Function using Singular Spectrum Analysis ,16th Iranian Statistics Conference ,2022/08/24 ,Iran ,
Rahim Mahmoudvand ,Singular Spectrum Analysis based on Box plot Time Series ,54th Annual Iranian mathematics conference ,2023/08/23 ,Iran ,
Rahim Mahmoudvand ,On the quality of data for insurance studies ,The 8the FinAct_IRAN internathional conferance on Financial and Acturial mathematics ,2023/07/18 ,Iran ,

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