Gå til hovedinnhold

Yasaman Malekiyourtchi

me
Forsker
Telefon: 55238500
Avdeling: Bunnfisk

Curriculum Vitae

I graduated from the Department of Statistics at Amirkabir University of Technology (Tehran Polytechnic), and I have been working ten years, as an assistant professor of Statistics, pursuing both academic and research work at Department of Statistics in Alzahra University, Tehran, Iran.

My Ph.D. thesis was mostly focused on locally self-similar processes which are a sub-class of non-stationary processes and their time-frequency spectrum estimation. Locally self-similar processes may come from stock-market data, internet traffic and some situations where the statistical features of the system vary in time during some scales.
 
  My publication record includes articles published in both peer-reviewed probability and statistics journals and conference proceedings. In addition to my Ph.D. research experience and other publications, I am currently working on probability density (PDF) estimation of non-stationary processes which is an important and practical issue in signal processing area and is applicable for situations that we are dealing with streaming data such as ATM transactions, internet data, etc, where the stochastic feature of the process may change in time. 

Moreover, I have extensive teaching experience including a variety of courses such as Probability and Measure Theory (for graduate students), Probability courses, Stochastic Processes, Time-series Analysis, Mathematical Statistics, Statistical Methods, Computational Statistics with R, Design and Analysis of Experiments, and number of Statistical courses for other fields such as engineering, Economics, Phycology, etc.
 
  I have also supervised graduate and undergraduate students in their research projects. As an Orientation Leader and Adviser, I have developed excellent communication, problem solving, and leadership skills. My experience in teaching would be beneficial as the teaching evaluations revealed that the students appreciated my enthusiasm and knowledge of the field, as well as my ability to lead tutorial discussions in an inclusive manner.   I have always enjoyed research and creative problem solving.

Currently, I am working on stock assessment models, such as SAM and Stock Synthesis (SS3), using R platforms. I have worked in Saithe, Cod and Shrimp stocks and I applied my knowledge in Statistics to model stocks using these. I am supposed to be an expert in stock assessment models at  IMR (combination of Statistics with Stock assessment models). I am writing two papers focusing prediction of stocks using time series analysis and stock assessment models. I am going to apply my background on stochastic process and signal processing on a joint project with Økosystemakustikk in the next six months.

Publikasjoner

Vitenskapelige artikler (NVI)

2024

A Solution to Determine the Optimal Number of Discrete Prolate Spheroidal Sequences in Nonstationary Earthquakes Ground-Motion Model

Maral Karbaschi , Yasaman Maleki , and Zakariya Waezi
Bulletin of Earthquake Science and Engineering
2019

Detection of Long-Range Correlations and Trends between Earthquakes in California

Yasaman Maleki, Mostafa AllamehZadeh
Journal of Seismology and Earthquake Engineering 21 (3) p. 65-75
2019

Optimal Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-Similar Processes Using Hermite Functions

Yasaman Maleki
Journal of Theoretical Probability 32 (1) p. 202-215
2018

Time-Dependent Scaling Patterns in Sarpol-e Zahab Earthquakes

Yasaman Maleki, Mostafa Allamehzadeh
Journal of Seismology and Earthquake Engineering 20 (2) p. 21-27
2018

Generalized Likelihood Ratio Test for Detection of Multivariate DSI Processes

Yasaman Maleki
Theory of Stochastic Processes 23 (1) p. 53-65
2017

Scale Parameter Estimation of Discrete Scale Invariant Processes

Yasaman Maleki
Theory of Stochastic Processes 22 (38) p. 62-70
2017

Optimal Covariance Estimation of Discrete-Time Locally Self-Similar Processes in Time-Scale and Ambiguity Domains

Yasaman Maleki
Communications in Statistics -Theory and Methods 46 (10) p. 4700-4712
2016

Discretization of Continuous Time Discrete Scale Invariant Processes: Estimation and Spectra

Saied Rezakhah, Yasaman Maleki
Journal of Statistical Physics 164 (2) p. 438-448
2015

The Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-similar Processes

Yasaman Maleki, Saied Rezakhah
Communications in Statistics – Theory and Methods 44 (23) p. 4983-5004

Faglige foredrag

2020

The Optimal Time-Frequency Kirkwood-Rihaczek Spectrum Estimation

Yasaman Maleki
15th Iranian Statistics Conference, Yazd University, Yazd, Iran
2019

Estimation and Comparison of Two Hurst Parameter Estimators, based on Hilbert-Haung Transform and Generalized Hurst Exponent in Financial Time Series

Mahdiyeh Rezaee, Yasaman Maleki
International Conference on Recent Achievements in Mathematical Science, Yazd University, Yazd, Iran
2019

Hurst Parameter Estimation of Earthquakes in Sar Pol-e Zahab

Mahdiyeh Rezaee, Yasaman Maleki
3rd Iranian Conference on Mathematical Physics, Qom, Iran
2019

Long-Range Correlations and Trends Between Consecutive Earthquakes

Mostafa AllamehZadeh, Yasaman Maleki
8th International Conference on Seismology & Earthquake Engineering, International Institute of Earthquakes Engineering and Siesmology
2019

Stochastic Modelling and Spectral Estimation of Locally Self-Similar Processes: A Case Study in Modelling Bird Chirp Signals

Yasaman Maleki
12th Seminar on Probability and Stochastic Processes, Semnan University, Semnan, Iran
2019

Recognition of Multivariate Locally Stationary Processes in Cognitive Radio Signals

Soraya Teymouri, Yasaman Maleki
12th Seminar on Probability and Stochastic Processes, Semnan University, Semnan, Iran
2019

Two Methods in Wigner-Ville Spectrum Estimation of LSPs

Gazal Ganbari, Yasaman Maleki
12th Seminar on Probability and Stochastic Processes, Semnan University, Semnan, Iran
2018

A New Time-Frequency Method in Cross-Term Reduction of Scale Invariant Wigner Spectrum

Yasaman Maleki
48th Annual Iranian Mathematics Conference, Iran University of Science and Technology, Tehran, Iran
2018

Detection of Multivariate Discrete Scale Invariant Processes Using GLR Test

Yasaman Maleki
International Conference on Mathematics (ICOM)/Minisymposuim on Approximate Theory, Fatih Sultan University, Istanbul, Turkey
2018

Optimal Estimation of Scale Invariant Wigner Spectrum Using Multitapers

Yasaman Maleki
International Conference on Mathematics (ICOM)/Minisymposuim on Approximate Theory, Fatih Sultan University, Istanbul, Turkey
2017

A Non-parametric Estimator of Covariance Function for Parameterized Family of Locally Self-Similar Processes

Yasaman Maleki
10th International Workshop on Bayesian Inference in Stochastic Processes, Bocconi University, Milan, Italy
2016

Optimal Scale Invariant Wigner Cross-Spectrum Estimation

Yasaman Maleki
2nd International Conference on Research Engineering, Science and Technology, United Arab Emirates, Dubai
2015

Hurst Parameter Estimation of a Certain Discrete Scale Invariant Processes

Yasaman Maleki
The 8th Statistical Conference, Payam-e Noor University, Tehran, Iran

Rapporter og avhandlinger

2024

Benchmark workshop on selected haddock and saithe stocks (WKBGAD)

Paul Bouch, Meaghan Bryan, Harriet S. Cole, Gjert Endre Dingsør, Helen Dobby, Elise Eidset, Hans Gerritsen, Jane Aanestad Godiksen, Daniel Howell, Kieran Hyder, Andrzej Jaworski, Ruth Kelly, Alexander Kempf, Yasaman Malekiyourtchi, Alessandro Orio, Andrea Perreault, Zachary Radford, Yves Reecht, Arved Staby, Marc Taylor, Helga Bára Mohr Vang, Lies Vansteenbrugge, Jonathan White
ICES Scientific Reports 6
2024

Benchmark workshop on selected haddock and saithe stocks (WKBGAD)

Paul Bouch, Meaghan Bryan, Elise Eidset, Jane Aanestad Godiksen, Daniel Howell, Yasaman Malekiyourtchi, Yves Reecht, Arved Staby
ICES Scientific Reports 6
Er denne profilen din? Rediger denne profilen (logg inn)