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PAPERS PUBLISHED IN ISI's JOURNALs
  1. R Farnoosh, M Bakhshmohammadlou"A note on the hedging of options by Malliavin calculus in a jump-diffusion market" Bulletin of the Iranian Mathematical Society, 2018,
  2. A Hajrajabi, AR Yazdanian, R Farnoosh"Nonlinear autoregressive model with stochastic volatility innovations: Semiparametric and Bayesian approach" Journal of Computational and Applied Mathematics, 2018,
  3. Maryam Behboudi, Rahman Farnoosh, Mohammad Ali Oghabian"Model-based estimation of dynamic functional connectivity in resting-state functional magnetic resonance imaging" Mathematical Sciences, 2017,
  4. Rahman Farnoosh, Mahmood Parsamanesh"Disease Extinction and Persistence in a Discrete-time SIS Epidemic Model with Vaccination and Varying Population Size" Filomat, 2017,
  5. Rahman Farnoosh, Mahmood Parsamanesh"Stochastic differential equation systems for an SIS epidemic model with vaccination and immigration" Communications in Statistics-Theory and Methods, 2017,
  6. Rahman Farnoosh, Mahtab Hajebi, Seyed Javad Mortazavi"A Semiparametric Estimation for the Nonlinear Vector Autoregressive Time Series Model." Applications & Applied Mathematics, 2017,
  7. Rahman Farnoosh, Amirhossein Sobhani, Mohammad Hossein Beheshti"Efficient and fast numerical method for pricing discrete double barrier option by projection method" Computers & Mathematics with Applications, 2017,
  8. Rahman Farnoosh, Amirhossein Sobhani, Hamidreza Rezazadeh"An orthogonal basis expansion method for solving path-independent stochastic differential equations" Arxiv, 2017,
  9. R FARNOOSH, M HAJEBI"SEMI-PARAMETRIC ESTIMATION OF THE STRATEGIC GOODS (OPEC OIL PRICE)" JOURNAL OF NEW RESEARCHES IN MATHEMATICS, 2017,
  10. J Amiri, R Farnoosh, MH Behzadi, SJ Mortazavi"A Sequential Semiparametric Estimation for Nonlinear Function in the Functional Autoregressive Model" Indian Journal of Science and Technology, 2016,
  11. R Farnoosh, P Nabati, M Azizi"Simulating and Forecasting OPEC Oil Price Using Stochastic Differential Equations"Journal of New Researches in Mathematics, 2016,
  12. N Nematollahi, R Farnoosh, Z Rahnamaei"Location-scale mixture of skew-elliptical distributions: Looking at the robust modeling" Statistical Methodology, 2017,
  13. Rahman Farnoosh, Mohamadtaghi Rahimi, Pranesh Kumar"Removing noise in a digital image using a new entropy method based on intuitionistic fuzzy sets" Fuzzy Systems, 2016,
  14. Rahman Farnoosh, Hamidreza Rezazadeh, Amirhossein Sobhani, M Hossein Beheshti"A numerical method for discrete single barrier option pricing with time-dependent parameters" Computational Economics, 2016,
  15. Sedigheh Danesh, Rahman Farnoosh, Tahereh Razzaghnia"Fuzzy nonparametric regression based on an adaptive neuro-fuzzy inference system" Neurocomputing, 2016,
  16. SEDIGHEH DANESH, RAHMAN FARNOOSH, TAHEREH RAZZAGHNIA"fuzzy parameter estimation via fuzzy weights and linear programming" ADVANCES IN MATHEMATICAL MODELING, 2016,
  17. Rahman Farnoosh, Amirhossein Sobhani, Hamidreza Rezazadeh, Mohammad Hossein Beheshti"Numerical method for discrete double barrier option pricing with time-dependent parameters" Computers & Mathematics with Applications, 2015,
  18. Siavash Pirzadeh Nahooji, Rahman Farnoosh, Nader Nematollahi"Bayesian Nonlinear Regression Models based on Slash Skew-t Distribution" European Online Journal of Natural and Social Sciences, 2015,
  19. Rahman Farnoosh, Hamidreza Rezazadeh, Amirhossein Sobhani, Maryam Behboudi"Analytical solutions for stochastic differential equations via Martingale processes" Mathematical Sciences, 2015,
  20. Rahman Farnoosh, Morteza Ebrahimi"Testing homogeneity of mixture of skew-normal distributions via Markov chain Monte Carlo simulation" Research Journal of Applied Sciences, Engineering and Technology, 2015
  21. Rahman Farnoosh, Mahboubeh Aalaei, Morteza Ebrahimi"Combined probabilistic algorithm for solving high dimensional problems" Stochastics An International Journal of Probability and Stochastic Processes, 2015,
  22. RAHMAN FARNOOSH, Arezo Hajrajabi"Skew Normal State Space Modeling of RC Electrical Circuit and Parameters Estimation based on Particle Markov Chain Monte Carlo" JOURNAL OF STATISTICAL RESEARCH OF IRAN, 2015,
  23. Rahman Farnoosh, Mahboubeh Aalaei"NEW ADAPTIVE MONTE CARLO ALGORITHM FOR PARALLEL SOLUTION OF LARGE LINEAR SYSTEMS WITH APPLICATIONS" PROCEEDINGS OF THE ROMANIAN ACADEMY SERIES A-MATHEMATICS PHYSICS TECHNICAL SCIENCES INFORMATION SCIENCE, 2015,
  24. R Farnoosh, M Hajebi, SJ Mortazavi"A Semiparametric Estimation for Regression Functions in the Partially Linear Autoregressive Time Series Model" Applications & Applied Mathematics, 2014,
  25. R Farnoosh, A Hajrajabi"Hidden state estimation in the state space model with first-order autoregressive process noise" Iranian Journal of Science and Technology, 2014,
  26. Seyedeh Zahra Aghamohammadi, Ahad Jamalizadeh, R Farnoosh, N Balakrishnan"Prediction based on linear combinations of order statistics and bivariate concomitants in the case of multivariate elliptical distributions" Journal of Statistical Computation and Simulation, 2014,
  27. R Farnoosh, M Aalaei, "A Stochastic Algorithm to Solve Multiple Dimensional Fredholm Integral Equations of the Second Kind", Bulletin of the Iranian Mathematical Society 40 (2), 2014,
  28. A Nademi, R Farnoosh, "Mixtures of autoregressive-autoregressive conditionally heteroscedastic models: semi-parametric approach", Journal of Applied Statistics 41 (2), 275-293, 2014,
  29. R Farnoosh, A Hajrajabi, " Estimation of parameters in the state space model of stochastic RL electrical circuit", Compel-The international journal for computation and mathematics in, 2013,
  30. R Farnoosh, P Nabati, " A stochastic perspective to random ship heave motion based on different noises", Iranian Journal of Science and Technology Transaction A-Science 37 (A3), 211-217, 2013,
  31. SJ Mortazavi, R Farnoosh, " The Prediction Nonlinear-Autoregressive Model for Annual Ring Width of Pinus Eldarica with Semi-Parametric Approach", World Applied Sciences Journal 26 (6), 783-787, 2013,
  32. R Farnoosh, P Nabati, A Hajirajabi, " Parameters estimation for RL electrical circuits based on least square and Bayesian approach", Compel-The international journal for computation and mathematics in, 2012,
  33. Z Rahnamaei, N Nematollahi, R Farnoosh, " The Location-Scale Mixture Exponential Power Distribution: A Bayesian and Maximum Likelihood Approach", Journal of Applied Mathematics 2012,
  34. R Farnoosh, J Ghasemian, OS Fard, " A modification on ridge estimation for fuzzy nonparametric Regression", Iranian Journal of Fuzzy Systems 9 (2), 75-88, 2012,
  35. R Farnoosh, J Ghasemian, O Solaymani Fard," Integrating Ridge-type regularization in fuzzy nonlinear regression", Computational & Applied Mathematics 31 (2), 323-338, 2012,
  36. R Farnoosh, SJ Mortazavi, " A semiparametric method for estimating nonlinear autoregressive model with dependent errors", Nonlinear Analysis: Theory, Methods & Applications 74 (17), 6358-6370, 2011,
  37. R Farnoosh, P Nabati, R Rezaeyan, M Ebrahimi, " A stochastic perspective of RL electrical circuit using different noise terms", Compel-The international journal for computation and mathematics in, 2011,
  38. R Farnoosh, M Ebrahimi, "Monte Carlo simulation via a numerical algorithm for solving a nonlinear inverse problem", Communications in Nonlinear Science and Numerical Simulation 15 (9), 2436-2444, 2010,
  39. R Farnoosh, A Fallah, A Hajrajabi, "Bayesian Estimation of Penalty Function in Homogeneity Test of Mixture Models", Journal of Statistical Sciences 2 (2), 229-243, 2009,
  40. R Farnoosh, A Aghajani, P Azhdari, "Contraction theorems in fuzzy metric space", Chaos, Solitons & Fractals 41 (2), 854-858, 2009,
  41. R Farnoosh, E Morteza, "Monte Carlo simulation for solving Fredholm integral equations", Kybernetes 38 (9), 1621-1629, 2009,
  42. R Farnoosh, M Ebrahimi, M Attari, "Complexity of Monte Carlo method in application to Fredholm integral equations of the second kind.", Journal of Advanced Research in Scientific Computing 1 (1), 2009,
  43. Farnoosh, R. and Ebrahimi, M. (2008), "Monte Carlo method for solving Fredholm integral equations of the second kind", Applied Mathematics and Computation, Vol. 195, Issue 1, pp. 309-315.
  44. Morteza Ebrahimi, Rahman Farnoosh and Somayeh Ebrahimi, Biological applications and numerical solution based on Monte Carlo method for a two-dimensional parabolic inverse problem, Applied Mathematics and Computation, (2008)
  45. R Farnoosh, B Zarpak, "Image segmentation using Gaussian mixture model", IUST International Journal of Engineering Science 19 (1), 29-32, 2008,
  46. R. Farnoosh, M. Ebrahimi, Monte Carlo method via a numerical algorithm to solve a parabolic problem, Applied Mathematics and Computation, 190, (2007) 1593-1601.
  47. IL Dryden, R Farnoosh, CC Taylor, "Image segmentation using Voronoi polygons and MCMC, with application to muscle fibre images", Journal of Applied Statistics 33 (6), 609-622, 2006,
  48. E Pasha, R Farnoosh, A Fatemi, "Fuzzy entropy as cost function in image processing", Proceedings of the 2nd IMT-GT Regional Conference on Mathematics, Statistics ..., 2006,
  49. CC Taylor, IL Dryden, R Farnoosh, "The K?Function for Nearly Regular Point Processes", Biometrics 57 (1), 224-231, 2001,
  50. Monte Carlo simulation via a numerical algorithm for solving a nonlinear inverse problem<, Communications in Nonlinear Science and Numerical Simulation, Vol. 15 (2009), 2436-2444.