Hamidreza Maleki Almani

Occupation

Hamidreza Maleki Almani is a University Teacher at the Department of Mathematics and Statistics, School of Technology and Innovations, University of Vaasa. He has been a former Doctoral Researcher, Doctoral Student, Researcher, and Project Researcher at the University of Vaasa. He had been a University Teacher at the University of Guilan, and a Teacher Assistant at the Sharif University of Technology.

Research Area

Probability Theory, Stochastic Processes,

Mathematical Finance, Econometrics, Business Mathematics,

Mathematical Physics, Quantum Theory,

Teaching Modules

Probability, Statistics, Machine Learning, Time Series Analysis, Actuarial Mathematics,

Financial Systems, Econometrics, Business Mathematics, Mathematics in Economics, Mathematics in Management,

Calculus, Differential Equations, Mathematical Engineering, Discrete Mathematics,

Linear Programming, MATLAB Programming, R Programming

Biography

Hamidreza was born in Rasht, Iran. He passed his school time and had his diploma in Mathematics and Physics in his home city. He started his academic career with his degree of B.Sc. in Pure Mathematics at the University of Guilan, where he improved the records of the north of Iran in the national mathematical Olympiads and competitions. With a high rank in Iran's M.Sc. entrance exam, he entered the elite university of Iran, the Sharif University of Technology. He opted for Mathematical Physics in Quantum Theory at the beginning of his master studies, however; the modern applications of Probability Theory and Stochastic Analysis motivated him to have his M.Sc. of Applied Mathematics in Mathematical Finance. He persisted in his level with an excellent rank in Iran's Ph.D. entrance exam and published a novel study on fractional stochastic processes. To pursue his ideas, he came to the University of Vaasa in 2019 as a visiting researcher and has had successful publications as well as teaching activities. This led him to an acceptance to the Doctoral Programme at the University of Vaasa, winning three positions, and a grant.

Education

Diploma in Mathematics and Physics, Hadaf High School, Rasht, Iran

B.Sc. in Pure Mathematics, Differential Geometry, University of Guilan, Rasht, Iran

M.Sc. in Applied Mathematics, Mathematical Finance, Sharif University of Technology, Tehran, Iran
M.Sc. Thesis: CIR Model of Interest Rate and its Numerical Solution by Stochastic Polygonal Euler Method

Doctoral in Applied Mathematics, Mathematical Finance, Tarbiat Modares University, Tehran, Iran

Ph.D. in Mathematics and Statistics, Business Mathematics, University of Vaasa, Finland (ongoing)
Ph.D. Dissertation: Modern Stochastic Gaussian Models and Applications to Finance

Projects and Collaborations:

1. Department of Mathematics and Statistics: Hedging Strategies
2. Department of Finance and Accountant: Tailed Distributions
3. Department of Energy Technology: Temperature Distribution
4. Department of Electricity: Signal Processing

Publications

1. H. M. Almani, F. Shokrollahi, and T. Sottinen (2024) Hedging in jump-diffusion model with transaction costs. Preprint Arxiv: 2408.10785. https://doi.org/10.48550/arXiv.2408.10785
2. Vasudev, A. Kakoee, M. Axelsson, H. M. Almani, J. Hyvonen, and M. Mikulski (2024) Advancing autonomy of chemical kinetics based multizone models for reactivity controlled compression ignition engines. Energy Conversion and Management, Elsevier. https://doi.org/10.1016/j.enconman.2024.118562
3. Almani, H. M., Shokrollahi, F., & Sottinen, T. (2024) Prediction of Gaussian Volterra processes with compound Poisson jumps. Statistics & Probability Letters, 110054. https://doi.org/10.1016/j.spl.2024.110054
4. Almani, H. M., & Sottinen, T. (2024) Parameter Estimation for Multi-mixed Fractional Ornstein–Uhlenbeck Processes by Generalized Method of Moments. Preprint ArXiv: 2401.05114. https://doi.org/10.48550/arXiv.2401.05114
5. Almani, H. M., & Sottinen, T. (2023) Multi-mixed fractional Brownian motions and Ornstein–Uhlenbeck processes. Modern Stochastics: Theory and Applications, v10, pp. 343-366. https://doi.org/10.15559/23-VMSTA229
6. Almani, H.M., Hosseini, S.M., Tahmasebi, M. (2020) Fractional Brownian motion with two-variable Hurst exponent. Journal of Computational and Applied Mathematics, 388, 113262, https://doi.org/10.1016/j.cam.2020.113262

Lecture Articles and Posters:

1. H. M. Almani, and T. Sottinen, Integral Representation for Multi-Mixed Gaussian Integral Processes on R, 11th World Congress of Probability and Statistics, 2024, Bochum, Germany
2. H. M. Almani, and T. Sottinen, Integral Representation for Multi-Mixed Gaussian Integral Processes on R, 9th European Congress of Mathematics, 2024, Sevilla, Spain
3. H. M. Almani, F. Shokrollahi, and T. Sottinen, Hedging in jump-diffusion model with transaction costs, 9th European Congress of Mathematics, 2024, Sevilla, Spain
4. H. M. Almani, F. Shokrollahi, and T. Sottinen, Hedging in jump-diffusion model with transaction costs, Finnish Summer School on Probability and Statistics, 2024, Lammi, Finland
5. Prediction of Gaussian Volterra processes with compound Poisson jumps. Finnish Mathematical Days, 2024, Helsinki, Finland
6. Parameter Estimation for Multi-mixed Fractional Ornstein–Uhlenbeck  Processes by Generalized Method of Moments, 43rd Conference on Stochastic Processes and their Applications, 2023, Lisbon, Portugal
7. Parameter Estimation for Multi-mixed Fractional Ornstein–Uhlenbeck  Processes by Generalized Method of Moments, Finnish Summer School on Probability and Statistics, 2023, Lammi, Finland
8. Multi-mixed fractional Brownian motions and Ornstein–Uhlenbeck processes, International Conference of Probability and Mathematical Physics, 2022, Helsinki, Finland
9. Multi-mixed fractional Brownian motions and Ornstein–Uhlenbeck processes, Finnish Summer School on Probability and Statistics, 2022, Lammi, Finland

10.  Time-Variable Hurst index of FBM, 4th Conference of Mathematical Finance, 2019, Yazd University, Yazd, Iran

11.  Stochastic Euler Approximation for the CIR Model of Interest Rate, Workshop of "Financial and Actuarial Mathematics (FINACT-IRAN)", 2014, Institute for Research in Fundamental Sciences (IPM), Tehran, Iran

12.  Stochastic Differential Equations with Holder Continuous Coefficients and Euler Approximation for Them, Workshop of "Stochastic Processes", 2014, University of Isfahan, Isfahan, Iran

13.  CIR model of Interest Rate and Its Numerical Solution, Seminar of "Mathematics and Humanities and Financial Mathematics", 2014, Allameh Tabatabaei University, Tehran, Iran

Publications and expert tasks