Personal information

Other IDs

Scopus Author ID: 8713897000

Activities

Collapse all

Employment (1)

Sharif University of Technology: Tehran, Tehran, IR

2002-01-01 to present | Associate Professor (Graduate School of Management and Economics)
Employment
Source: Self-asserted source
Shiva Zamani

Education and qualifications (1)

Sharif University of Technology: Tehran, Tehran, IR

2000-08-28 to present | PhD (Mathematics and Computer Science)
Education
Source: Self-asserted source
Shiva Zamani

Professional activities (1)

Sharif University of Technology: Tehran, Tehran, IR

2000-12-30 to present | Associate Professor (Graduate School of Management and Economics)
Membership
Source: Self-asserted source
Shiva Zamani

Works (8)

Winner Strategies in a Simulated Stock Market

International Journal of Financial Studies
2023-05-30 | Journal article
DOI: 10.3390/ijfs11020073
Contributors: Ali Taherizadeh; Shiva Zamani
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Encoded Value-at-Risk: A machine learning approach for portfolio risk measurement

Mathematics and Computers in Simulation
2022-12 | Journal article
DOI: 10.1016/j.matcom.2022.07.015
Contributors: Hamid Arian; Mehrdad Moghimi; Ehsan Tabatabaei; Shiva Zamani
Source: check_circle
Crossref

Encoded value-at-risk: A predictive machine for financial risk management

arXiv
2020 | Other
EID:

2-s2.0-85098822056

Part of ISSN: 23318422
Contributors: Arian, H.; Moghimi, M.; Tabatabaei, E.; Zamani, S.
Source: Self-asserted source
Shiva Zamani via Scopus - Elsevier

Encoded Value-at-Risk: A Predictive Machine for Financial Risk Management

SSRN
2020 | Other
DOI: 10.2139/ssrn.3712704
EID:

2-s2.0-85110742343

Part of ISSN: 15565068
Contributors: Arian, H.; Moghimi, M.; Tabatabaei, E.; Zamani, S.
Source: Self-asserted source
Shiva Zamani via Scopus - Elsevier

The uncertain shape of grey swans: Extreme value theory with uncertain threshold

arXiv
2020 | Other
EID:

2-s2.0-85098839338

Part of ISSN: 23318422
Contributors: Arian, H.; Poorvasei, H.; Sharifi, A.; Zamani, S.
Source: Self-asserted source
Shiva Zamani via Scopus - Elsevier

Weak differentiability of solutions to SDEs with semi-monotone drifts

Bulletin of the Iranian Mathematical Society
2015 | Journal article
EID:

2-s2.0-84939486199

Part of ISBN:

1017060X 10186301
Contributors: Tahmasebi, M.; Zamani, S.
Source: Self-asserted source
Shiva Zamani via Scopus - Elsevier

Reaction-diffusion equations with polynomial drifts driven by fractional brownian motions

Stochastic Analysis and Applications
2010 | Journal article
DOI: 10.1080/07362994.2010.515483
EID:

2-s2.0-78049502695

Part of ISBN:

07362994 15329356
Contributors: Zamani, S.
Source: Self-asserted source
Shiva Zamani via Scopus - Elsevier

Random motion of strings and related stochastic evolution equations with monotone nonlinearities

Stochastic Analysis and Applications
2005 | Journal article
DOI: 10.1080/SAP-200044453
EID:

2-s2.0-24344506671

Part of ISBN:

07362994
Contributors: Zamani, S.; Zangeneh, B.Z.
Source: Self-asserted source
Shiva Zamani via Scopus - Elsevier
How many people are using ORCID?