For Better Performance Please Use Chrome or Firefox Web Browser

My Curriculum Vitae

Curriculum Vitae

 

Dr. Safieh Mahmoodi

 

Department of Mathematical Sciences, Isfahan University of Technology, Isfahan, Iran

Phone: +98-311-3913609               Cell phone:+98-913-8042881

Fax: +98-311-3912602

Email: mahmoodi@cc.iut.ac.ir           Web page: www.mahmoodi.iut.ac.ir

Public URL: http://scholar.google.com/citations?user=Qw1hKHwAAAAJ

 

 

 

Education and Employment

 

 

Assistant Professor

Department of Mathematical Sciences, Isfahan University of Technology, Isfahan, Iran.

 

 

2005-present

 

 

 

Postdoctoral Fellow (Applied Probability and Stochastic Modeling)

.

2009

 

Doctorate of Philosophy (Probability Theory and Stochastic Processes)                             

Shiraz University, Shiraz, Iran

2000-2005

 

Dissertation topic: On the Spectral Characterization of Vector Valued Stable Random Measures

 

 

Master of Science (Statistics)

Isfahan University of Technology, Isfahan, Iran.

1995-1998

 

Thesis topic: Non-Informative Priors

 

 

Bachelor of Science (Statistics)

Shiraz University, Shiraz, Iran.

 

1991-1995

 

Research Interests

 

 

 

Stochastic Processes and Modelling, Stable Processes and Random Measures, Applied Probability, Queuing Theory, Markov Processes, Matrix analytic methods, Large Deviations Theory, Statistical Inferences. Time Series Analysis

 

 

Publications

 

 

 

Doctoral Dissertation

On the Spectral Characterization of Vector Valued Stable Random Measures, 2005

 

Master’s Thesis

Non-Informative Priors, 1998

 

Journal Articles

 

  • Mahmoodi, S., Stability of Limit distributions. (In persian) Andisheye Amari, Vol. 8, No.1, 2003.
  • Soltani, A. R., Mahmoodi, S., Characterization of Multidimensional Stable Random Measures by Means of Vector Measures. Stochastic Analysis and Applications. Vol. 22, No. 2, pp 449-457, 2004.
  • Mahmoodi, S., Garmsiri, S., The Convergence of Sample Autocorrelation Function of Stationary SαS Processes, (In persian), Andisheye Amari. 2007.
  • Golestaneh, S., Mahmoodi, Estimation of Spectral Measures in Stable Random Vectors, Proceedings of the 7th Seminar on Probability and Stochastic Processes, 2009.
  • Sharifdoost, M., Mahmoodi, S., Pasha, E., A Statistical Test for Time Reversibility of Stationary Finite-State Markov Chains, Journal of Applied Mathematical Sciences , Vol 3,No 52, 2009.
  • Mahmoodi, S., Sharifdoost, M., A new procedure to characterize the reversibility of Markov chains, Proceedings of the 7th Seminar on Probability and Stochastic Processes, 2009.
  • Mahmoodi, S., Soltani. A. R., A Representation of the Characteristic Functional of Stable Random Measures with Values in Sazanov Spaces, Bulletin of Iranian Mathematical Sciences. 2010.
  • Mahmoodi, S., Golestaneh, F, Estimation of Spectral Measures in Stable Random Vectors, (In Persian), Andysheye Amari, 2010.
  • Mahmoodi, S., Chashianiani, S., Tail decay rate of stationary distribution in Random Walk processes (in persian), Proceedings of the 8th Seminar on Probability and Stochastic Processes, 2011.
  • Mahmoodi, S., Independence and Spectral Properties of Rate Matrix in GI/M/1-Type Markov Chains with Countable Phase Space. Proceedings of the 8th Seminar on Probability and Stochastic Processes, 2011
  • Hejazi, S. M., Sheikhzadeh, M., Abtahi, S. A., Mahmoodi, S.  and Malekian, V. , Using an Artificial Neural Network to Analyze Shear Behavior of Loop-Formed Fiber Reinforced Soil Composites, Journal of Industrial Textiles, 2012.
  • Mahmoodi, S.,Sharifdoost, M., On Time Reversibility of Linear Time Series, to appear in Journal of Mathematical Extension.
  • Latouche, G., Mahmoodi, S., Taylor, P. G., Level-phase independent stationary distributions for GI/M/1-type Markov chains with infinitely-many phases, Performance Evaluations, 2013.
  • Mahmoodi, S. Soltani. A. R., An Extension Theorem for Finite Positive Measures on Surfaces of Finite Dimensional Unit Balls in Hilbert Spaces. Bulletin of Iranian Mathematical Sciences, 2014.
  • Parvardeh, A., Mohammadi Jouzdani, N.,  Mahmoodi, S.,  Soltani, A. R.,  First order autoregressive periodically correlated model in Banach spaces: Existence and central limit theorem, Journal of Mathematical Analysis and ApplicationsVolume 449, Issue 11 May 2017Pages 756-768
  • Mahmoodi, S., Mohammadi Jouzdani,N., Parvardeh, A., Existence of  Hilbert valued periodically correlated autoregressive processes of order one, Bulletin of Iranian Mathematical Sciences, 2018 .
  • Hamed Ranjkesh, S., Mahmoodi, S., A new cumulative shock model with Damage and Inter-Arrival Time Dependencies Journal: Reliability Engineering and System Safety, 2018
  • Kamali, R. ,Mahmoodi, S., Jahandideh M.T., Optimizationofmulti-periodportfoliomodelafterfittingbest distribution, Finance Research Letters, 2019.
  • Mahmoodi, S., Soltani, A., The Structure of SαS Simple Random Measures and Random Processes. (in preparation).

 

Lecture notes

 

  • Introduction to time series, IUT, in Persian
  • Introduction to stochastic processes, IUT, in Persian.

 

Conference Presentations and Seminars

 

  • Stability of Limiting Distribution, the 4th Iranian Seminars on Probability & Stochastic Processes, in University of Gorgan, Iran, 2003.
  • Characterization of Banach Valued Stable Random Measures, The 8th Iranian Statistical Conference, in Shiraz University, Iran, 2006, (with A. Soltani).
  • Banach Valued Stable Random Measures, The First Workshop in Applied Stochastic Processes, Isfahan University of Technology, Iran, 2007.
  • A New Representation for Characteristic Functional of Banach Valued Stable Random Measures, The 14th Applied Probability Society of INFORMS Conference, in Eindhoven, The Netherlands, 2007, (with A. Soltani).
  • Simple Processes, The 3th workshop in Applied Stochastic Processes, Shiraz University, Iran, 2008.
  • The structure of simple SαS random measure and processes, The 9th Iranian Statistical Conference, 2008.
  • Testing Reversibility of Markov Chains, Proceedings of the 7th Seminar on Probability and Stochastic Processes, 2009, (with M. Sharifdoost).
  • GI/M/1 Markov chains with a level-phase independent stationary distribution, The 3th Meeting of the EURO working Group on Stochastic Modeling, Nafplio, Greece, 2010. (with Guy Latouche).
  • Large Deviations technique for Markov chains, Departmental Seminars, 2010.
  • Level-Phase Independence in GI/M/1-Type Markov Chains with Countable Phase Space, 8th Iranian seminar in stochastic and probability, 2011
  • Heavy-tailed distribution and Processes, The 8th workshop in Applied Stochastic Processes, 2011
  • Large Deviations theory for Markov chains, IPM. 2011.
  • A Survey on Large Deviation theory for Stochastic Processes, The 10th workshop in Applied Stochastic Processes, University of Mazandaran, 2012.
  •  

 

 

ExperienceS

 

 

 

Advised PhD students projects

 

 

Sept 2005-present

 

  • Dynamic modeling and prediction of arc furnace reactive power in order to use in SVC control algorithm, Heidar Samet, IUT. (second co-advisor)
  • Entropy, Goodness of fit test, Reversibility, Maryam Sharifdoost. (second advisor)
  • A New algorithm for exact simulation of stationary distribution of Markov chains, Leili Oskui, (present, second co-advisor)
  • Neda Mohammadi, (present, super advisor)

 

Advised Master students projects

 

  • Growth Rates of Sample Autocovariance Function of Stationary Symmetric α Stable Processes, Sara Garmsiri, IUT.
  • Simple Processes and Simple Random Measures, Hosein Rahmati, Isfahan University of Technology.
  • Symmetric-Skewed Distributions, Farideh Alimohammadi, IUT.
  • Analysis of Stable Time Series, Somayeh Taghizadeh, Isfahan University of Technology.
  • Statistical properties of the Sharp ratio, Mehran Farrahikia, Isfahan University of Technology.
  • Estimation of the Spectral Measure of a Stable Random Vector, Fatemeh Golestaneh, IUT.
  • Availability of Repairable systems, Golriz, IUT.
  • Tail decay rate of stationary distribution in certain QBDs, Somayeh Chashiani, IUT
  • Matrix analytic methods, Motahhare Sadaate NasreAzadani, IUT.
  • Stationary tail asymptotic in GI/G/1 queues, Somayeh Khodai, IUT.
  • Adjusted Method of Moments, Zahra Momenin, IUT.
  • Estimation and Modeling with Phase Type Distributions, Esmail Bashkar, IUT.

 

 

 

Courses Taught

 

Undergraduate Courses

  • Stochastic Processes
  • Time Series Analysis
  • Mathematical Statistics 1 and 2
  • Introduction to Probability 1 and 2
  • Nonparametric Statistics
  • Introduction to Mathematics
  • Mathematics in Lab with Maple
  • Statistical Methods for Social Sciences
  • Probability and Statistics for Engineers
  • Computer programming for Social Sciences

 

 

 

 

Graduate Courses

  • Introduction to Queuing Theory
  • Applied Stochastic Processes
  • Theory of Probability and Measure
  • Discussions on Stochastic Processes (Stable processes)
  • Analysis of Time Series
  • Stochastic Processes

 

 

 

 

 

Other Positions

 

  • Mathematics teacher in high school, 1998-2001.
  • Teacher trainer, 2002.
  • Head of the research team in Infinite Dimensional Processes, Gaussian, Stable, PC and Simple, http://www.workshopstochastics.com, 2007-present.
  • Member of the Research Team in Structural Representation for Stable Processes. 2007-present.
  • Organizer and scientific secretary of the first workshop in applied stochastic processes, Isfahan University of Technology, 2007.
  • Students Statistics Competitions Team Leader, Department of Mathematical Sciences, IUT, 2008-2009, 2010-present.
  • Course advisor of undergraduate students, 2010-2012.
  • Course advisor of graduate students, 2013-present
  • Member of different  committees of the department for several years, Department of Mathematical Sciences, IUT

 

 

Honors and Grants

 

 

 

 

 

  • Scholarship for PhD from Iran Ministry of Science, Research and Technology. 2003-2004
  • Research grant from Isfahan University of Technology for two years.2005-2006
  • Post-Doctoral fellowship from ULB, Belgium,  2009

 

 

 

 

 

 

 

 

                   

 

 

تحت نظارت وف بومی