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Reza H.


Библиография книг автора

Schlankness Reza H.
Schlankness
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Investigations on Cleaning and Restoring of Old Masonry Buildings Reza H. Zhang B.
Investigations on Cleaning and Restoring of Old Masonry Buildings
In this study, a series of physical and chemical tests were conducted to investigate, evaluate and improve the building cleaning efficiency....
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Applications of Statistical Engineering Tools in Financial Time Series Reza H.
Applications of Statistical Engineering Tools in Financial Time Series
Statistical engineering has capabilities. In this note, we (Reza Habibi) survey the application of statistical engineering in financial time series. The first chapter considers the filtering of a diffusion process. The second chapter is designed to study the adaptive filter and its applications....
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Applications of Stochastic Models in Finance Reza H.
Applications of Stochastic Models in Finance
This note contains some applications of stochastic models in finance. For example, we survey Markov Decision Processes, Bayesian Networks, Adaptive Control, Black-Scholes Pricing methods. This note involves the change point analysis in some financial models, risk management, portfolio selection and credit scoring in financial institutions....
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Change Point Detection in a General Class of Distributions Reza H.
Change Point Detection in a General Class of Distributions
This research paper considers a change point analysis in a general class f distributions. It considers an extension of a work in change point analysis based on quasi-Bayesian approach in exponential family of distributions. However, I considered other change point models such as the epidemic change point....
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