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Personal Information

Parisa Nabati

Assistant  Professor

Department of science

Urmia University of Technology

Band High Way, P.O. Box 57155-419, Urmia, Iran
Email: p.nabati@uut.ac.ir

Education

 Ph. D. Applied Mathematics, Probability and Statistics, Iran University of Science and Technology, Tehran, Iran, 2012.

Thesis: The analytical and numerical solution of some SDEs with various noises and estimating of parameters

 M. Sc. Applied Mathematics, Numerical Analysis, Iran University of Science and Technology, Tehran, Iran, 2005.

Thesis: The studying of sea waves and their effects on moving floaters

 B. Sc. Applied Mathematics, Iran University of Science and Technology, Tehran, Iran, 2003.

Professional skills

  • Matlab Programming
  • Numerical Simulation

Research Interests

  • Stochastic Differential Equations
  • Stochastic Calculus in Finance
  • Finance mathematics 
  • Partial Differential Equations
  • Time series and Stochastic Processes

JOURNAL PAPERS

     
1. P.Nabati, P. Fakhraeepour, R. Taghizadeh, Simulating exchange rate volatility in Iran using stochastic differential equations, Int. J. Industrial Mathematics, 2018, (ISC).
2. P.Nabati, R. Farnoosh, Stochastic pAerspective and parameter estimation for RC and RLC electrical circuits, International Journal of Nonlinear analysis and Applications, 2018, (ISI).
3. P. Nabti, H. Azadfar, New truncated Milstein approximation of solution of stochastic differential equations, Communications on advansed comptational science with applications, 2018. 
4. P.Nabati, R. Farnoosh, M. Azizi, Simulating and forecasting OPEC oil prices using stochastic differential equations, Journal of new researches in mathematics, 2016.
5. P. Nabati, R. Farnoosh, A. Hajrajabi,  Parameter Estimation for RL Electrical Circuits based on Least square and Bayesian Approaches, The International Journal for Computation and Mathematics in Electrical and Electronic Engineering , 2012, (ISI).
6. P. Nabati, R. Farnoosh, A stochastic perspective to random ship heave motion, Iranian Journal of Science and Technology, 2012, (ISI).
7.P. Nabati,  R. Farnoosh, A stochastic perspective of  RL electrical circuit using different noise terms, The International Journal for Computation and Mathematics in Electrical and Electronic Engineering , 2011, (ISI).

8. P. Nabati, A. Shidfar, Numerical study for solving heave and pitch equations of a ship, Kuwait Journal of Science and Engineering , 2007, (ISI).

CONFERENCE PAPER
 

1. محمد امین تیزنا، پریسا نباتی، بررسی الگوریتم گاوس جردن جهت به دست آوردن معکوس ماتریس، نهمین سمینار جبر خطی و کاربردهای آن، دانشگاه تبریز، تیر 1396.

2. حامد آزادفر، پریسا نباتی, حل عددی معادلات دیفرانسیل تصادفی غیر خطی حاکم بر بازارهای مالی ، دومین کنفرانس ملی ریاضی مهندسی پیشرفته با تکنیکهای ریاضی، فروردین 1396.

3. پویا فخرایی پور، پریسا نباتی، رحیم تقی زاده ،شبیه سازی نرخ ارز در ایران با استفاده از معادلات دیفرانسیل تصادفی، دومین کنفرانس ملی ریاضی مهندسی پیشرفته با تکنیکهای ریاضی، دانشگاه آزاد ارومیه، ایران، فروردین1396 

   4. P. Nabati, S. Narimani, Modeling of option price using Blach-Scholes formula, 4’th Seminar of Mathematics and Humanities, Financial Mathematics, Allameh Tabataba’i University, Tehran, Iran, 11-12 May, 2016.

   5. پریسا نباتی، معصومه عزیزی، بررسی مدلهای مختلف معادلات دیفرانسیل تصادفی در قیمت گذاری و پیش بینی آتی بازارهای نفت، چهارمین همایش ریاضیات و علوم انسانی، دانشگاه علامه طباطبایی تهران، ایران، اردیبهشت 1395

   6. P. Nabati, Asymptotic behavior of least square estimator for stochastic diffential equation arisen from RL electrical circuits, 10’th seminar probability and stochastic processes, Yazd University, yazd, Iran, 2015.

   7. P. Nabati, The Comparison Statistical Estimation for HIV Infected People with Different Noise Terms, The 45th Iranian mathematics conference, Semnan, Iran, 2014.

   8. P. Nabati, R. Farnoosh,  Uncertainty estimation for stochastic differential equation arisen from Iranian, 8th seminar probability and stochastic processes, Gilan University, Rasht, Iran, 2011.

   9. P. Nabati, R. Farnoosh, Semi parametric estimation for stochastic differential equation arisen from RL electrical circuit, The 7th Iranian International Workshop on Stochastic Processes, Iran University of science and Technology, 2010.

   10. P. Nabati, R. Farnoosh, Comparisons Numerical Simulation of Stochastic Differential Equation with white and colored noise in ship heave motion, 41th Iranian International Conference on Mathematics University of Urmia, Iran, 12-15 September 2010.

  11. P. Nabati, R. Farnoosh, Modeling RLC Electrical Circuits By Stochastic Differential Equations, 10th Iranian Statistical Conference, Tabriz University, 2010.

   12. P. Nabati, R. Farnoosh, Application of stochastic differential equations models for solving ship roll motion, International Conferences of mathematical sciences, Istanbul, Turkey, 2009.

    13. P. Nabati, R. Farnoosh, Stochastic Differential Equation Theory Applied to Random Heave Ship motion, 7th Seminar on Probability and stochastic Processes, Esfahan, Iran, 2009.

    14.  P. Nabati, A. Shidfar, Application of Integral Equation method for solving heave and pitch motion, The 1st National conference of mathematics and its Applications, 2008.

PROJECTS

              1. Modeling Financial Markets with Stochastic Differential Equations, P. Nabati, Urmia University of Technology, 2014.

    2. The comparison statistical estimation for HIV infected people in Iran with different noise terms, P. Nabati, R. Farnoosh, Young research group, 2011.    

    3.  Investigating Design & Manufacturing of Composite Tube & Reservoir with Fitting Tools, P. Nabati, k. Seyedpour, Islamic Azad University, 2005

Teaching Experience

Bs. Course

  • Probability and Statistics in Engineering
  • General Mathematics
  • Differential Equations
  • Numerical Calculations.

M. Sc. Course

  • Numerical Methods in Linear Algebra
  • Mathematical Finance
  • Probability for Finance

Language Proficiency

  1. Persian : Fluent (Native Language)
  2. Azari: Fluent (Mother language)
  3. English : Excellent
  4. Turkish: Excellent

MEMBERSHIP IN SCIENTIFIC SOCIETIES

  • Member of Iranian Mathematical Society
  • Member of Iranian Statistical Society
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