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AHMADIAN, DAVOOD

AHMADIAN, DAVOOD  

STAT - DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"  

Personale esterno ed autonomi  

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Risultati 1 - 11 di 11 (tempo di esecuzione: 0.025 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
Corrigendum to “Pricing Asian options under the mixed fractional Brownian motion with jumps” Shokrollahi, F.; Ahmadian, D.; Ballestra, L. V. 9999-01-01 MATHEMATICS AND COMPUTERS IN SIMULATION - 1.04 Replica / breve intervento (e simili) -
Forecasting Volatility Using Hybrid Machine Learning Method: Sequencing Block, Multi-layer Perceptron, and Bayesian Optimization Ahmadian, Davood; Chalak Qazani, Mohammad Reza; Parvini, Navid; Norouzi, Vahid; Ballestra, Luca V...incenzo; Pedrammehr, Siamak 9999-01-01 COMPUTATIONAL ECONOMICS - 1.01 Articolo in rivista -
An interpretable BNN framework with alpha divergence and normalizing flows for customer lifetime prediction using personality traits Norouzi, Vahid; Ahmadian, Davood; Ballestra, Luca Vincenzo; Almasizadeh, Jaafar 2026-01-01 NEUROCOMPUTING - 1.01 Articolo in rivista -
Forecasting Cryptocurrency Prices Using Support Vector Regression Enhanced by Particle Swarm Optimization Parvini, Navid; Ahmadian, Davood; Ballestra, Luca Vincenzo 2025-01-01 COMPUTATIONAL ECONOMICS - 1.01 Articolo in rivista -
Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods Rahimi, Vaz'he; Ahmadian, Davood; Ballestra, Luca Vincenzo 2024-01-01 APPLIED MATHEMATICS AND COMPUTATION - 1.01 Articolo in rivista -
Forecasting Cryptocurrency Prices Using Support Vector Regression Enhanced by Particle Swarm Optimization Parvini, Navid; Ahmadian, Davood; Ballestra, Luca Vincenzo 2024-01-01 COMPUTATIONAL ECONOMICS - 1.01 Articolo in rivista -
Pricing Asian options under the mixed fractional Brownian motion with jumps Shokrollahi, F.; Ahmadian, D.; Ballestra, L. V. 2024-01-01 MATHEMATICS AND COMPUTERS IN SIMULATION - 1.01 Articolo in rivista Asianoption_MFBMwithjumps31clean.pdf
A Monte-Carlo approach for pricing arithmetic Asian rainbow options under the mixed fractional Brownian motion Ahmadian D., Ballestra L. V., Shokrollahi F. 2022-01-01 CHAOS, SOLITONS & FRACTALS - 1.01 Articolo in rivista 1-s2.0-S0960077922002338-main.pdf
An extremely efficient numerical method for pricing options in the Black–Scholes model with jumps Ahmadian, Davood; Ballestra, Luca Vincenzo; Karimi, Nader 2021-01-01 MATHEMATICAL METHODS IN THE APPLIED SCIENCES - 1.01 Articolo in rivista -
The finite element method: A high-performing approach for computing the probability of ruin and solving other ruin-related problems Ahmadian D.; Ballestra L.V. 2021-01-01 MATHEMATICAL METHODS IN THE APPLIED SCIENCES - 1.01 Articolo in rivista -
Pricing geometric Asian rainbow options under the mixed fractional Brownian motion Ahmadian D.; Ballestra L.V. 2020-01-01 PHYSICA. A - 1.01 Articolo in rivista -