بخش دوم
توصيف فعاليتهاي انجام يافته برنامه و دستاوردها به تفکيک
الف. عملکرد پژوهشي شامل
مقالات سفارش شده از اعضای قطب علمی ریاضی در جلسات شورای هماهنگی قطب.
1- Safaei, M., Neisy, A., Nematollahi, N., Generalized Componentwise Splitting Scheme For Option Pricing Under The Heston-Cox-Ingersoll-Ross Model, Journal of Statistical Theory and Applications, In Press, Uncorrected Proof DOI: https://doi.org/10.2991/jsta.d.191209.001; ISSN 1538-78
2- Mahmoudpour, N., Neisy, A., Peymany, M., A Model for Earthquake Swap Pricing and Its Sensitivity Analysis in Iran, Journal of Financial Engineering and Management Securities, Volume 10, Issue 41 , pp. 433-455, Autumn 2019.
3- Azimi, S., Neisy, A., Mohammadi, T., Studying the Role of Structural Shocks on the Fluctuations of Crude Oil Prices, Applied Theories Economics, Volume 6, Issue 1 , Serial Number 20, pp. 241-264, Spring 201
4- Neisy, A., Bidarvand, M., An Inverse Finance Problem of Estimating Volatility In American Option Pricing Under Jump-Diffusion Dynamics, Journal of Mathematical Modeling (JMM), Print ISSN 2345-394X, Online ISSN2382-9869, University of Guilan Press, Vol. 7, No. 3, pp. 287-304, 2019.
5- M. A. Shahrokhabadi, Neisy, A., E. Perracchione_ M. Polato, Learning with reduced kernel-based methods: Environmental and financial applications, Dolomites Research Notes on Approximation, ISSN 20356803 – Padova University Press, Volume 12, pp 12–27, 2019.
6- Neisy, A., Sharifian, S., A numerical solution for the new model of time fractional bond pricing : using a multiquadric approximation method, Bulletin of Computational Applied Mathematics (Bull CompAMa), Submitted Date: 2019/23/11.
7- Sattari, A., Hanafizadeh, P., Controlled preparation of compound droplets in a double rectangular co-flowing microfluidic device , (2020) Colloids and Surfaces A: Physicochemical and Engineering Aspects, 602, art. no. 125077
8- Gholamian, E., Hanafizadeh, P., Ahmadi, P., Mazzarella, L. A transient optimization and techno-economic assessment of a building integrated combined cooling,heating and power system in Tehran , (2020) Energy Conversion and Management, 217, art. no. 112962
9- Sadipour, M., Hanafizadeh, P., Sadeghy, K., Sattari, A., Effect of Aortic Wall Deformation with Healthy and Calcified Annulus on Hemodynamic Performance of Implanted On-X Valve , (2020) Cardiovascular Engineering and Technology, 11 (2), pp. 141-161.
10- Farsi, M., Karbalaee M, S., Kowsary, F., Hanafizadeh, P., Effect of radial injection on heat transfer of a Taylor–Couette–Poiseuille flow , (2020) Numerical Heat Transfer, Part B: Fundamentals, 77 (3), pp. 271-285.
11- Hanafizadeh, P., Harati Nik, M.R., Configuration of Data Monetization: A Review of Literature with Thematic Analysis , (2020) Global Journal of Flexible Systems Management, 21 (1), pp. 17-34. Cited 1 time.
12- Kholghi, S.A., Hanafizadeh, P., Karbalaee M., S., Ashjaee, M. , Analysis of air flow and heat transfer in a winding using porous medium approach , (2020) International Communications in Heat and Mass Transfer, 112, art. no. 104485.
13- Taghavi-Fard, M.T., Hanafizadeh, P., Soofi, J.B., Yoosefvand, A. Model of acceptance of E-health services, (2020) Journal of Education and Community Health, 7 (1), pp. 51-58.
14- Vu, K., Hanafizadeh, P., Bohlin, E. , ICT as a driver of economic growth: A survey of the literature and directions for future research , (2020) Telecommunications Policy, 44 (2), art. no. 101922, . Cited 1 time.
15- Hanafizadeh, P., Mehri, S., Hasanabadi, H. , Value creation analysis using atomic business models: The case of Digikala e-retailer – Part B , (2020) Journal of Information Technology Teaching Cases.
16- Mosayeb Motlagh, M., Azimi, P., Amiri, M., Madraki, G. An efficient simulation optimization methodology to solve a multi-objective problem in unreliable unbalanced production lines , (2019) Expert Systems with Applications, 138, art. no. 112836, . Cited 2 times.
17- Hadipour, H., Amiri, M., Sharifi, M. Redundancy allocation in series-parallel systems under warm standby and active components inrepairable subsystems, (2019) Reliability Engineering and System Safety, 192, art. no. 106048, . Cited 4 times.
18- Dehghani, M., Vahdat, V., Amiri, M., Rabiei, E., Salehi, S. A multi-objective optimization model for a reliable generalized flow network design , (2019) Computers and Industrial Engineering, 138, art. no. 106074, . Cited 1 time.
22- Golestaneh, R., Fekri, R., Amiri, M., Sajjad, R. A Multi-Objective Model for Optimizing Iranian Bank Portfolio Investment Considering ResistiveEconomy Criteria , (2019) Proceedings of 2019 15th Iran International Industrial Engineering Conference, IIIEC 2019,art. no. 8720649, pp. 7-13.
23- Ghazinoory, S., Amiri, M., Ghazinoori, S., Alizadeh, P. Designing innovation policy mix: a multi-objective decision-making approach, (2019) Economics of Innovation and New Technology, 28 (4), pp. 365-385. Cited 1 time.
24- Parsaiyan, S., Amiri, M., Azimi, P., Taqhavi Fard, M.T. Developing a multi-method simulation model of a green closed-loop supply chain and determiningpricing and advertising policy against a competitor, (2019) 10 (4), pp. 283-322.
25- Dehghan, E., Amiri, M., Shafiei Nikabadi, M., Jabbarzadeh, A. Novel robust fuzzy programming for closed-loop supply chain network design under hybriduncertainty, (2019) Journal of Intelligent and Fuzzy Systems, 37 (5), pp. 6457-6470.
26- Pourkarim Guilani, P., Azimi, P., Shari, M., Amiri, M.Redundancy allocation problem with a mixed strategy for a system with k-out-of-n subsystems andtime-dependent failure rates based on Weibull distribution: An optimization via simulation approach, (2019) Scientia Iranica, 26 (2C), pp. 1023-1038. Cited 1 time.
27- Keshavarz-Ghorabaee, M., Govindan, K., Amiri, M., Zavadskas, E.K., Antuchevičienė, J., An integrated type-2 fuzzy decision model based on waspas and seca for evaluation of sustainablemanufacturing strategies, (2019) Journal of Environmental Engineering and Landscape Management, 27 (4), pp. 187-200. Cited 1 time.
28- Tabatabaei, M.H., Amiri, M., Ghahremanloo, M., Keshavarz-Ghorabaee, M., Zavadskas, E.K., Antucheviciene, J. Hierarchical decision-making using a new mathematical model based on the best-worst method , (2019) International Journal of Computers, Communications and Control, 14 (6), pp. 710-725.
29- Tabatabaei, M.H., Amiri, M., Khatami Firouzabadi, S.M.A., Ghahremanloo, M., Keshavarz-Ghorabaee, M., Saparauskas, J. A new group decision-making model based on bwm and its application to managerial problems [Article@Naujas grupinio sprendimų priėmimo modelis, paremtas gbm, ir jo pritaikymas vadovavimo problemų sprendimui], (2019) Transformations in Business and Economics, 18 (2), pp. 197-214. Cited 2 times.
30- Hanafizadeh, P., Mehri, S., Hasanabadi, H., Analyzing value creation by applying the Change Strategies of Atomic Business Models (Part B) (Case Study: Digikala E-Retailer), Journal of Information Technology Teaching Cases, forthcoming, (ISI –Thomson Reuters – Emerging Sources Citation Index, SCOPUS), (AJG: 1, INFO MAN), (2019).
31- Hanafizadeh, P., and Mehri, S., Hasanabadi, H., Analyzing Value Creation in Electronic Retailer (Part A)(Case Study: Digikala), Journal of Information Technology Teaching Cases, forthcoming, (ISI –Thomson Reuters – Emerging Sources Citation Index, SCOPUS), (AJG: 1, INFO MAN), (2019).
32- Hanafizadeh, P., Mehrabioun, M., A Systemic Framework for Business Model Design and Development -Part B: Practical Perspective, Systemic Practice and Action Research, upcoming, (ISI –Thomson Reuters, Impact Factor: 0.797, Grad two and classified in Organization Studies subfield based on ABS journal quality, (ERA B), (AJG: 2, ORG STUD), Scimago Ranked Q2, (2019).
33- Hanafizadeh, P., Marjaei, S. A., Trends and turning points of banking: a timespan view, Review of Managerial Science, upcoming, (ISI –Thomson Reuters. Impact Factor: 2.393), (AJG: 2, ETHICS-CSR-MAN, Scimago Ranked Q1) doi.org/10.1007/s11846-019-00337-4, (2019).
34- Hanafizadeh, P., Ghamkhari, F., Elicitation of Tacit Knowledge Using Soft Systems Methodology , (2019) Systemic Practice and Action Research, 32 (5), pp. 521-555. Cited 1 time.
35- Hanafizadeh, P., Shahin, A., Sajadifar, M. Robust Wagner–Whitin algorithm with uncertain costs, (2019) Journal of Industrial Engineering International, 15 (3), pp. 435-447.
36- Hanafizadeh, P., Karbalaee M., S., Attarpour, R., Ashjaee, M. , A criterion for the effect of parallel mode rotation on non- isothermal flow through square channel , (2019) International Journal of Heat and Mass Transfer, 139, pp. 343-350. Cited 2 times.
37- Hanafizadeh, P., Khosravi, B., Badie, K., Global discourse on ICT and the shaping of ICT policy in developing countries, (2019) Telecommunications Policy, 43 (4), pp. 324-338. Cited 2 times.
38- Gharedaghi, H., Dousti, A., Hanafizadeh, P., Ashjaee, M. , Numerical investigation of temperature increment effect on bubble dynamics in stagnant water and Al 2 O 3 nanofluid column , (2019) Particulate Science and Technology, 37 (3), pp. 292-302
39- Hanafizadeh, P., Hatami, P., Bohlin, E. , Business models of Internet service providers, (2019) NETNOMICS: Economic Research and Electronic Networking, 20 (1), pp. 55-99.
40- Sattari, A., Hanafizadeh, P. , Bubble formation on submerged micrometer-sized nozzles in polymer solutions: An experimental investigation, (2019) Colloids and Surfaces A: Physicochemical and Engineering Aspects, 564, pp. 10-22. Cited 5 times.
41- Ramin, H., Hanafizadeh, P., Ehterami, T., AkhavanBehabadi, M.A., Life cycle-based multi-objective optimization of wall structures in climate of Tehran, (2019) Advances in Building Energy Research, 13 (1), pp. 18-31. Cited 1 time.
42- Hanafizadeh, P., Mehrabioun, M. , A Systemic Framework for Business Model Design and Development -Part B: Practical Perspective, (2019) Systemic Practice and Action Research, .
43- Hanafizadeh, P., Hatami, P., Bohlin, E., Business models of Internet service providers , (2019) NETNOMICS: Economic Research and Electronic Networking, .
44- Hanafizadeh, P., Sattari, A., Hosseinidoost, S.E., Molaei, M., Ashjaee, M., A method for detecting bubbles in two-phase gas-liquid flow, (2019) Journal of Computational and Applied Research in Mechanical Engineering, 9 (1), pp. 45-56.
45- Mehrdoust, F.,Pricing S&P500 barrier put option of American type under Heston-CIR model with regime switching, (2019) Journal of Financial Engineering.
46- Mehrdoust, F., An efficient variance reduction-based simulation algorithm for pricing arithmetic Asian options, Annals of financial economics, 2019
47- Mehrdoust, F., American option pricing under double Heston stochastic volatility model: simulation and strong convergence analysis, Journal of statistical computation and simulation, 2019
48- Mehrdoust, F., On the existence and uniqueness of the solution to the double Heston model equation and valuing lookback option, Journal of Computational and Applied Mathematics, Accepted, 2019
49- Mehrdoust, F., Pricing multi-asset American option under Heston-CIR diffusion model with jumps,(2019) Communications in Statistics – Simulation and Computation.
50- Bayani, o., Mohammadi, T., Bahrami, J., Tavakolian, H., “Effect of Shock Factors Affecting Financial Crises in Iran’s Economy: Vector Autoregressive Model with Time – Varying Parameters”,(2019) Quarterly Journal of Economical Modeling, Vol. 13, No. 46, Pages 45-72. (http://eco.iaufb.ac.ir/article_667934_en.html)
51- Shakeri, A., Bahrami, J., Taherpoor, J., Taleblou, R., Derakhshan, H., “Social Media, Herd Behavior and Exchange Rate Volatility: A Simulation”, (2019) Journal of Financial Economics, Vol. 13, No. 47, Pages 85-111. (https://www.sid.ir/en/journal/ViewPaper.aspx?ID=691700)
52- Pakniyat, M., Bahrami, J., “Banks Engagement in Housing Investment in Iran’s Oil Based Economy: DSGE Approach”, (2019) Iranian Energy Economics, Vol. 8, No. 29, Pages 27-67. (http://jiee.atu.ac.ir/article_9916.html)
53- Ghasemi, A., Bahrami, J., Shabani Jafroodi, S., “Asset-Liability Dynamic GAP Forecasting, applying Adaptive Neuro-Fuzzy Inference System (ANFIS) and Autoregressive Fractionally Integrated Moving Average (ARFIMA) Model: Case Study of a Private Bank in Iran”,(2019) Journal of Financial Economics, Vol. 12, No. 45, Pages 93-126. (https://www.sid.ir/en/journal/ViewPaper.aspx?ID=664483)
54- Bahrami, J., Aghayan, B.S., Jahangard, E,. “Inflation Behavior of Tradable and Non-Tradable: Dynamic Stochastic General Equilibrium (DSGE) Approach”, (2019) Quarterly Journal of Economical Modeling, Vol. 12, No. 43, Pages 25-50. (http://www.eco.iaufb.ac.ir/article_627511_en.html)
55- Mohammadi, S., Rashidinia, J.,Solving Fractional Diffusion Equations by Sinc And Radial Basis Function , (2019) Asian-European Journal of Mathematics , https://doi.org/10.1142/S1793557120501016
56- Zadvan, H., Rashidinia, J., Tension spline method for the solution of elliptic equations, (2019) Journal of Taibah University for Science 13 (1), 604-610 .
57- Rashidinia, J., Rasoulizadeh, M.N., Numerical methods based on radial basis function-generated finite difference (RBF-FD) for solution of GKdVB equation, Wave Motion 90 (2019): 152-167 .
58- Rashidinia, J., Maleknejad, K., Jalilian, H., Convergence analysis of Non-polynomial Spline functions for the Fredholm integral equation International Journal of Computer Mathematics, 1-15 20 2019.
59- Rashidinia, J., Khasi, M., Stable Gaussian radial basis function method for solving Helmholtz equations, Computational Methods for Differential Equations 7 (1), 138-151 2019.
60- Momenzade, N., Vahidi, A.R., Babolian, E., A Nmerical Method for Solving Stochastic Volterra-Fredholm Integral Equation, Iranian J. of Mathematical Sciences and Informatics, 2019.
61- Zafarghandi, F.S., Mohammadi, M., Babolian, E., Javadi, s., Radial basis functions method for solving the fractional diffusion equations, Applied Mathematics and Computation 342, 2019, pp. 224-246.
62- Erfani, S., Babolian, E., Javadi, S., Shamsi, M., Stable evaluations of fractional derivative of the Muntz-Legendre polynomials and application to fractional differential equations, J. of Computational and Applied Mathematics 348, 2019, pp. 70-88.
63- Gholami, S., Babolian, E., Javidi, M., Fractional pseudospectral integration/differentiation matrix and fractional differential equations, Applied Mathematics and Computation 343, 2019, pp. 314-327.
64- Mockary, S., Babolian, E., Vahidi, A.R., A fast numerical method for fractional partial differential equations, Advances in Difference Equations 2019.
65- Yousefi, A., Javadi, S., Babolian, E., Moradi, E., Convergence analysis of the Chebyshev-Legendre spectral method for a class of Fredholm fractional integro-differential equations, J. of Computational and Applied Mathematics 358, 2019, pp. 97-110.
66- Khaksarfard, M., Ordokhani, Y., Babolian, E., An approximate method for solution of nonlocal boundary value problems via Gaussian radial basis functions, SeMA Journal 76910, 2019, pp. 123-142.
67- Asgari, Z., Toutounian, F., Babolian, E., Tohidi,E., An extended block Golub-Kahan algorithm for large algebraic and differential matrix Riccati equations, Computers & Mathematics with Applications, 2019.
68- Entezari, M., Abbasbandy, S., Babolian, E., Numerical Solution of Fractional Partial Differential Equations with Normalized Bernestein Wavelet Method, Applications & Applied Mathematics, 14 (2), 2019.
69- Khaleghi, M., Babolian, E., Abbasbandy, S., An Effective Numerical Technique for Solving Second Order Linear Two-Point Boundary Value Problems with Deviating Argument, International J. of Industrial Mathematics 11 (4),2019.
70- Rafieayanzadeh, H., Mohammadi, M., Babolian, E., Numerical solution of singularly perturbed parabolic problems by a local kernel-based method with an adaptive algorithm, J. of Mathematical Modeling 7 (3), 2019.
71- Yousefi, A., Javadi, S., Babolian, E., A computational approach for solving fractional integral equations based on Legendre collocation method, Mathematical Sciences 13 (3), 2019.
72- Asgari, Z., Toutounian, F., Babolian,E., Tohidi, E., LSMR iterative method for solving one—and two-dimensional linear Fredholm integral equations, Computational and Applied Mathematics 28 (3), 135, 2019.
73- Mohammadinejad, R., Neisy, A., Spread option pricing using two jump-diffusion interest rates, Scientific Bulletin, Series A Applied Mathematics and Physics, Series A, Vol. 82, Iss. 1, ISSN 1223-7027, pp.171-182, 2020.
74- Sharifian, S.,Soheili, A., Neisy, A., Numerical solution of fractional Black-Scholes equation by using Radial Basis Function (RBF) approximation method, Journal of Mathematical Research- Kharazmi University, Vol. 6, No 4, 2020.
75- Soltani, M., Tabatabaeian, S. H., Hanafizadeh, P., Bamdadsoofi, J., Outcome and Impact Indicators for Nanotechnology Policies, Journal of Science and Technology Policy Management, forthcoming (Scimago Ranked Q2, SCOPUS). (2020)
76- Vu, K., Hanafizadeh, P,. Bohlin, E., ICT as a Driver of Economic Growth: A Survey of the Literature and Directions for Future Research, Telecommunications Policy, 44(2), forthcoming, (ISI –Thomson Reuters. Impact Factor: 2.00, Grad two and classified in Sector Studies subfield based on ABS journal quality), (ERA B), (AJG: 1, SECTOR), Scimago Ranked Q1. (2020). (Research Funders: Government of Singapore Ministry of Education, Grant numbers: R603000320115).
77- Hanafizadeh, P,. Harati Nik, S. M., Configuration of Data Monetization: A Review of Literature with Thematic Analysis, Global Journal of Flexible Systems Management, 21(1), 17-34, (Scimago Ranked Q1, SCOPUS).(2020)
78- Hanafizadeh, P., Zare Lavasan, A., A Systematic Literature Review on IT Outsourcing Decision and Future Research Directions, Journal of Global Information Management, 28(2), 160-201. (ISI –Thomson Reuters, Impact Factor: 1.098, SCOPUS, Grad two and classified in Information Management subfield based on ABS journal quality), (ERA A), (AJG: 2, INFO MAN, Scimago Ranked Q2), (2020).
79- Hanafizadeh, P., Hatami, P., Bohlin, E., Business Model of Internet Service Providers, NETNOMICS: Economic Research and Electronic Networking, 20(1), 55-99, (Scimago Ranked Q3, SCOPUS). (ABDC C), (AJG: 1, ECON), (2019).
80- Hanafizadeh, P., Shahin, A., Sajadifar, M., Robust Wagner Whitin Algorithm with Uncertain Costs, Journal of Industrial Engineering International, 15(3), 435-447. (Scimago Ranked Q2, SCOPUS), (2019).
81- Hanafizadeh, P., Ghamkhari, F., Elicitation of Tacit Knowledge using Soft Systems Methodology, Systemic Practice and Action Research, 32(5), 521–555. (ISI –Thomson Reuters, Impact Factor: 0.797, Grad two and classified in Organization Studies subfield based on ABS journal quality, (ERA B), (AJG: 2, ORG STUD), Scimago Ranked Q2, (2019).
82- Mehrdoust, F., American Option Pricing under the Markov Regime-Switching Heston Model, Mathematical Reports, Accepted paper, 2020
83- F. Mehrdoust, F., European option pricing under multifactor uncertain volatility model, Soft Computing, 2020
84- Mehrdoust, A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds, Journal of Computational and Applied Mathematics, 2020.
85- Mehrdoust, F., An uncertain exponential Ornstein-Uhlenbeck interest rate model with uncertain CIR volatility, Bulletin of the Iranian Mathematical Society, 2020.
86- Mehrdoust, F., A mixed fractional Vasicek model and pricing Bermuda option on zero-coupon bonds, Journal of the Indian Academy of Sciences, SADHANA, 2020.
87- Mehrdoust, F., Long memory version of stochastic volatility jump-diffusion model with stochastic intensity, Applied Economics Studies, 2020.
88- Zanous Pegah, P., Bahrami, J., Tavakkolian, H., Mohammadi, T., (2020). “Investigating the Performance of Currency Regimes in Production and Inflation Fluctuations under International Financial Integration Conditions for Iran: Using a DSGE Model”, Quarterly Journal of New Economy and Trade, Vol. 14, Issue 3, Serial Number 7, Pages 1-25. (http://jnet.ihcs.ac.ir/article_4990.html)
89- Rasoulizadeh, M. N., Rashidinia, J., Numerical solution for the Kawahara equation using local RBF-FD meshless method , Journal of King Saud University – Science 32 (2020) 2277–2283.
90- Barikbin, M.S., Vahidi, A.R., Damercheli, T., Babolian, E., An iterative shifted Chebyshev method for nonlinear stochastic Ito-Volterra integral equations, J. of Computational and Applied Mathematics, 2020, 112912.
91- Saeedi, L., Tari Marzabad, A., Babolian, E., A Study on Functional Fractional Integro-Differential Equations of Hammerstein Type, Computational Methods for Differential Equations, 2020, pp. 173-193.
92- Zeinal, E., Babolian, E., Damercheli, T., Direct methods for solving time-varying delay systems, Mathematical Sciences 14 (2), 2020, pp. 159-166.
93- Erfani, S., Babolian, E., Javadi, S., Error estimates of generalized spectral iterative methods with accurate convergence rates for solving systems of fractional two-point boundary value problems, Applied Mathematics and Computation 364, 2020, 124638.
94- Zohrehvandi, S., Khalilzadeh, M., Amiri, M., Shadrokh, S., A heuristic buffer sizing algorithm for implementing a renewable energy project, (2020) Automation in Construction, 117, art. no. 103267, .
95- Amiri, M., Hashemi-Tabatabaei, M., Ghahremanloo, M., Keshavarz-Ghorabaee, M., Zavadskas, E.K., Antucheviciene, J. A new fuzzy approach based on BWM and fuzzy preference programming for hospital performance evaluation: A case study, (2020) Applied Soft Computing Journal, 92, art. no. 106279
96- Ghahremanloo, M., Hasani, A., Amiri, M., Hashemi-Tabatabaei, M., Keshavarz-Ghorabaee, M., Ustinovičius, L. A novel DEA model for hospital performance evaluation based on the measurement of efficiency, effectiveness, and productivity, (2020) Engineering Management in Production and Services, 12 (1), pp. 7-19.