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Yasaman Malekiyourtchi

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Telefon: 55238500
Avdeling: Bunnfisk

Curriculum Vitae

I graduated from the Department of Statistics at Amirkabir University of Technology (Tehran Polytechnic) and have over ten years of academic and research experience as an Assistant Professor of Statistics at the Department of Statistics, Alzahra University, Tehran, Iran.
My Ph.D. research focused on locally self-similar processes, a subclass of non-stationary stochastic processes, with an emphasis on time–frequency spectrum estimation. These processes arise in various real-world applications such as financial markets, internet traffic, and dynamic systems where statistical properties evolve over time.
My publication record includes articles in peer-reviewed journals in probability and statistics, as well as conference proceedings. In addition to my doctoral work, I have conducted research on probability density function (PDF) estimation for non-stationary processes, which is particularly relevant in signal processing and streaming data contexts (e.g., ATM transactions, internet data), where stochastic characteristics change over time.
I have extensive teaching experience across a wide range of courses, including Probability and Measure Theory (graduate level), Probability Theory, Stochastic Processes, Time Series Analysis, Mathematical Statistics, Statistical Methods, Computational Statistics with R, Design and Analysis of Experiments, and applied statistics courses for Engineering, Economics, Psychology, and other fields.
I have also supervised both graduate and undergraduate students in their research projects. Through my roles as an Orientation Leader and Academic Adviser, I have developed strong skills in communication, leadership, and problem-solving. Student evaluations consistently highlight my enthusiasm, subject knowledge, and ability to create an inclusive and engaging learning environment. I am highly motivated by research and creative problem solving.

Research and Professional Activities
Previous Work (Stock Assessment and Time Series Research)
* Worked with stock assessment models, including SAM (State-space Assessment Model) and Stock Synthesis (SS3), using R.
* Contributed to the analysis of Saithe, Cod, and Shrimp stocks.
* Applied expertise in Statistics to integrate statistical modeling with fisheries stock assessment.
* Authored one scientific paper focused on stock prediction using time series analysis combined with stock assessment models.

Current Research Focus
* Member of the AI and Analysis Group.
* Applying knowledge in Statistics, Probability Theory, and Stochastic Processes to Artificial Intelligence (AI), Machine Learning methods, and advanced data analysis.
* Focused on integrating statistical theory with modern AI approaches to enhance predictive modeling and analytical frameworks.

Core Competencies
* Statistical Modeling
* Time Series Analysis
* Stochastic Processes
* Stock Assessment Models (SAM, SS3)
* R Programming
* Machine Learning and AI (applied)
* Probability Theory

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
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