دوشنبه 4 بهمن 1395

پروفایل شخصی - اسماعیل امیری

تاریخ تولد :

صندوق پستی :

شماره اتاق :

شماره تلفن دفتر : 1376

وبگاه شخصی :

رایانامه : e_amiri at ikiu dot ac dot ir

دانشکده : دانشکده علوم پایه

گروه آموزشی : آمار

درجه علمی : دانشیار

آمار بازدید : 39859


Dr. Esmail Amiri Assistant professor Department of Statistics, Imam Khomeini International University, Ghazvin, Iran. Email: e_amiri at ikiu dot ac dot ir e_amiri@yahoo.com Mobile Phone: 098-9123810414 Published Books [1] Amiri, E. (2002) Essentials of Statistics: Translation of the book "Essentials of Statistics, by Stephan, A. Book" into Persian. ISBN: 964- 90300-8-5, Imam Khomeini International University, Ghazvin, Iran. [2] Amiri, E. (2003) Stochastic Processes: Translation of the book "Stochas tic Processes, by J. Medhi, second edition" into persian. ISBN: 964-8285-70- 5, Sayah Gostar, Ghazvin, Iran. [3] Amiri, E. (2004) Statistics and probability: Text book in Persian. ISBN:964-8285-65-9, Volume I, Sayah Gostar, Ghazvin, Iran. [4] Amiri, E. (2005) Statistics and probability: Text book in Persian, Volume II, ISBN:964-502-030- 1, Sayah Gostar, Ghazvin, Iran. [5] Amiri, E. (2008) Statistics and probability: Text book in Persian, 2edition, ISBN:978-964-502-43-1, Sayah Gostar, Ghazvin, Iran. Published Papers in Journals [1] Amiri, E. (2007) Computational Methods of Living standards. ANDISHE-ye AMARI: Expository Journal of Iranian Statistical Society, Vol. 12, No. 2,Autumn & Winter, pp. 42-55. [2] Sarebanha, M. R., Amiri, E. and Molae Nezhad, (2010) Effects Of Smoothing profit in formation of price bubble in the Tehran Stock Exchange, Journal of Accounting Research, Quarterly of the Iranian Accounting Association, volume 2, Number 6, summer 2010. [4] Amiri, E. (2010), Modeling and Forecasting Volatility in a Bayesian approach: Maximum Simulated Likelihood Methods and Applications, Editor: William H. Greene , Advances in Econometrics, Volume 26, 323-356. [5] Amiri, E. (2011) Modeling volatility of growth rate in atmospheric carbon dioxide concentrations in a Bayesian approach, Environmental and Ecological Statistics, 18 (4), pp 735-755 Working papers [1 ] Amiri, E. (1995) Convergence diagnostic for Markov Chain Monte Carlo (MCMC) by Kullback- Liebler information divergence. EBMS Working paper, University of Swansea. [3 ] Amiri, E. (1996) An application of Bayesian model choice based on predictive distributions Via MCMC methods to Threshold Autoregressive models. EBMS working paper, university of Swansea. [4 ] Amiri, E.(1996) Random generation of the delay, the threshold and the order of each regime in a Bayesian analysis of threshold autoregressive models via MCMC. EBMS Working paper, university of Swansea. Book review [1 ] Amiri, E. (1997) Review of the book "Markov processes for stochastic Modeling by Ki- jima Masaaki, Austral. J. Statist., 39(3), 367-370, 1997. Published Papers in Conferences [1 ] Amiri, E. (1995) A convergence diagnostic for MCMC, International conference of Mixtures, Aussios, France(1995). [2 ] Amiri, E. (1998) Lag selection of regimes in a Bayesian analysis of Threshold Autoregressive models Via MCMC, Proceeding of the 4th Iranian Statistics conference, Tehran(1998). [3 ] Amiri, E. (2000) Bayesian Model selection via Markov Chain Monte Carlo with applications in non-linear time series, Proceeding of the Fifteenth Australian Statistical conference, Adelaide, 2000. [4 ] Amiri, E. (2000) Forecasting with general Nonlinear Autoregressive models, Proceeding of the 31 th Iranian Mathematics conference. Tehran, 2000. [5 ] Amiri, E. (2000) Measuring Social Security performance in Iran. Proceeding of the International conference of Statistics, Development and Human rights, Montreux,Swiss(2000). [6 ] Amiri, E. (2001) A convergence diagnostic for assessment and numerical accuracy of multivariate outputs of Markov Chain Monte Carlo (MCMC) methods. Proceeding of the international conference of ISI2001, Korea. [7 ] Amiri, E. (2002) Bayesian Automatic Parameter Estimation of Thresh- old Autoregressive(TAR)Models using Markov Chain Monte Carlo(MCMC), Proceeding of Computational Statistics, Berlin (2002), Editors:H_ardle, W. and R_onz B.,p 189-193 [8 ] Amiri, E. (2003) Modeling via Stochastic Differential Equations, Proceeding of the work shop on differential equations and their applications in industry,International university, Iran. [9] Amiri, E.(2003) Trans-dimensional Markov Chain Monte Carlo Methods for Model selection in the Bayesian study of Threshold Autoregressive models, Bulletin of the International Statistical Institute, 54th Session, Contributed papers, Book 1, Berlin. [10] Amiri, E. (2004) Assessing Living standards in Iran. Proceeding of the IAOS-IASS joint conference on: Poverty, social exclusion and development: A statistical perspective, Amman, Jordan. [11] Amiri, E. (2006) Stochastic volatility models with STAR volatilities in a Bayesian approach: Abstract of the 17th Symposium of IASC on Computational Statistics(28 August - 1 September 2006), Rome, Italy. [12] Amiri, E. (2007) Comparison of Smooth Transition Stochastic volatility models with Markov Switching Stochastic volatility models in a Bayesian approach: Program and Abstracts of the International conference of Applied Statistics(23 - 26 September 2007), Ribno(Bled), Slovenia. [13] Amiri, E. (2008) Bayesian study of Stochastic volatility models with STAR volatilities and Leverage effect: Proceedings of the International workshop on Inference and Estimation in Probabilistic Time-Series Models(18 -20 June 2008), pages 1-9, Isaac Newton Institute for Mathematical Sciences, University of Cambridge, U.K. [14] Amiri, E. (2009)Bayesian Volatility Forecasting in the Tehran Stock Market. The proceedings of the International Conference on Financial Theory and Engineering (ICFTE 2009), December 28-30, 2009, Dubai, UAE. [15] Amiri, E. (2009) Bayesian Modeling Volatility of Growth Rate in Atmospheric Carbon Dioxide Concentrations. Proceedings of the Second International Conference on Environmental and Computer Science(ICFTE2009), pages 86-90, December 28-30, 2009, Dubai, UAE. [16] Amiri, E. (2010) Simulation based Inference on Stochastic Volatility Models in an Environmental Study, Proceedings of the International Conference on Environmental Engineering and Applications (ICEEA2010), pages 229-233, 10-13 September 2010, Singapore. [17] Amiri, E. (2011) Nonlinear Modeling of River Flow, Proceedings of the International Conference on Water, Energy and Environment(ICWEE2011), 14-17 November 2011, American University of Sharjah, UAE. Membership in the International Associations. 1. International Association of Survey Statisticians (IASS). 2. International Association for Statistical Computing (IASC). 3. Iranian Mathematical Society (IMS). 4. Iranian Statistical Society (ISS). 5. Senior Member of International Association of Computer Science and Information Technology(IACSIT) Research projects 1. Markov Chain Monte Carlo convergence Diagnostic (2000) 2. Internal evaluation of Mathematics and Statistics Department(2003) 3. Assessing living standards in Iran(2005) 4. Bayesian study of stochastic volatility models with Gamma errors(2005) 5. Comparison of smooth Transition stochastic volatility models with Markov Switching stochastic volatility models(2007) 6. Modeling stock market exchange returns with GARCH models (2011)