Educational records
#
Course
University
City
Country
Graduation Date
Total mean
1
B.Sc: Pure Mathematics
University of Tabriz
Tabriz
Iran
2000
2
M.Sc: Applied Mathematics
Amirkabir University of Technology
Tehran
Iran
2002
3
PhD: Applied Mathematics
Amirkabir University of Technology
Tehran
Iran
2009
Theses supervised
#
Title
Persons
1
On the numerical solution of time fractional Blak-Scholes partial differential equation using Meshless method
فاطمه فصیحی
2
predicting option pricing under randrom fluctation models and random interest rates with deep learninig model
زهرا مولائی راد
3
Evaluating catastrophic risk and CAT bonds pricing methods
فاطمه صفایی
Theses advised
#
Title
Persons
1
Optimal trading strategy considering the stochastic price impact and incorporating signals
عاطفه صادقی
2
Applications of artificial neural networks in financial and economic Time-series
نقیب اله مقیمی
3
The Covid-19 pandemic and its effects on the stock market as the black swan: case study Iran capital market.
نازنین رحیم دل مفرد
4
Calibration and solution of ordinary differential equation in finance by artificial neural network method
مریم محمدقلی
5
Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic
ثمره جوادی زنگی
6
The use of deep learning methods in predicting the macro economic
محمدرضا کریمی مفتح
7
EXtension asymptotic methods for option pricing with long term maturities
محمد اصغرنژاد خوئی
Published articles
#
Paper title
Writer
Magazine title
Publish year
Publish type
Article type
1
Collocation method based on radial basis functions via symmetric variable shape parameter for solving a particular class of delay differential equations
Asadollah Torabi Giklou, Mojtaba Ranjbar, Mahmoud Shafiee, Vahid Roomi
Computational Methods for Differential Equations
2022
Full Text
2
Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations
M. Shahmoradi, D. Ahmadian, Mojtaba Ranjbar
Computational and Applied Mathematics
2021
Full Text
3
VIM-Padé technique for solving nonlinear and delay initial value problems
Asadollah Torabi Giklou, Mojtaba Ranjbar, Mahmoud Shafiee, Vahid Roomi
Computational Methods for Differential Equations
2021
Full Text
4
Polynomial differential quadrature method for numerical solution of the generalized Black-Scholes equation
Zahra sarvari, Mojtaba Ranjbar, Shahram Rezapour, , ,
mathematical analysis and convex optimization
2021
Full Text
Presented articles
#
Title
Writer
Conference
Date
Presentation type
1
The numerical solution of time fractional Black - Scholes partial differential equation using RBFs method via variable shape parameter strategy
Fatemeh Fasihi, Mojtaba Ranjbar
The 8the FinAct_IRAN internathional conferance on Financial and Acturial mathematics - Iran
1402/04/27
Oral
2
Symmetric Variable Shape Parameter Strategy for Radial 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
3
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
4
NUMERICAL SOLUTION OF NONLINEAR PDES WITH PROPORTIONAL DELAY USING RBF METHOD BASED ON VARIABLE SHAPE PARAMETER STRATEGY
Mojtaba Ranjbar, Vahid Roomi
11th International Eurasian Conference on Mathematical Sciences and Applications (IECMSA-2022),
1401/06/07
Oral