1
Erfan Salavati, Maedeh Hosseini, "Predicting Stock Price Direction Using Machine Learning Methods ", 7th Seminar of Mathematics and Humanities (Financial Mathematics), May 2022
2
Nader Karimi, Hirbod Assa, Erfan Salavati, Hojatollah Adibi, "Optimal trading strategy from an agricultural producer perspective: Calibration and regularization ", The 7th FINACT-IRAN National Conference on Financial and Actuarial Mathematics, August 2021
3
Samira Amiriyan, Erfan Salavati, "Option Pricing in the Fractional Stochastic Volatility Models Using Malliavin Calculus ", 52nd Annual Iranian Mathematics Conference, August 2021
4
Erfan Salavati, Mahnaz Manteghipour, "Improving Chain-Ladder Method Using Count of Issued Policies ", 4th Conference on Advances in Enterprise Architecture, November 2020
5
Erfan Salavati, "Mean Field Games in Finance ", The 6 th FINACT-IRAN National Conference and 4 th Workshop on Financial
and Actuarial Mathematics, February 2020
6
Alireza Fallahi, Erfan Salavati, Adel Mohammadpour, "S&P500 Stock Selection via Factor Analysis and Principal Component Analysis ", The 6 th FINACT-IRAN National Conference and 4 th Workshop on Financial
and Actuarial Mathematics, February 2020
7
Samira Amiriyan, Erfan Salavati, "Fractional Stochastic Volatility Models and Applications in Pricing ", The 6 th FINACT-IRAN National Conference and 4 th Workshop on Financial
and Actuarial Mathematics, February 2020
8
Nader Karimi, Hirbod Assa, Erfan Salavati, "An Investigation of Demand for Agricultural Commodities in the Presence of Future Markets ", The 6 th FINACT-IRAN National Conference and 4 th Workshop on Financial
and Actuarial Mathematics, February 2020
9
, Erfan Salavati, "Optimazation portfolio under uncertain condition ", The 6 th FINACT-IRAN National Conference and 4 th Workshop on Financial
and Actuarial Mathematics, February 2020
10
Hamid Maadani, Adel Mohammadpour, Erfan Salavati, "A Black-Litterman Model Using LINEX Loss Function ", The 21th workshop on APPLIED STOCHASTIC PROCESSES Alzahra university November 19-21 2019, November 2019
11
Alireza Fallahi, Erfan Salavati, "Sufficient nonlinear forecasting using factor models ", Vienna Congress on Mathematical Finance, September 2019
12
Amineh Shekaramiz, Erfan Salavati, "A Generalized Martingale Transport Problem and it’s Application in Option Pricing ", The 50th Annual Iranian Mathematics Conference, August 2019
13
Amineh Shekaramiz, Erfan Salavati, "Contagion in Financial Networks ", The 50th Annual Iranian Mathematics Conference, August 2019
14
Amineh Shekaramiz, Erfan Salavati, "A Generalized Martingale Transport Problem and its Application in Option Pricing ", The 12th Seminar On Probability and Random Processes, August 2019
15
Erfan Salavati, "An Extension of the Cardioid Distributions on Circle ", The 50th Annual Iranian Mathematics Conference, August 2019
16
Samira Amiriyan, Erfan Salavati, "Pricing European Options in Fractional Stochastic Volatility Model ", The 12th Seminar On Probability and Random Processes, August 2019
17
Amineh Shekaramiz, Erfan Salavati, "Contagion in Financial Networks ", The 12th Seminar On Probability and Random Processes, August 2019
18
Amineh Shekaramiz, Erfan Salavati, "Contagion in Financial Networks ", 4th Conference on Financial Mathematics and Applications, June 2019
19
Erfan Salavati, Amineh Shekaramiz, "A Generalized Martingale Transport Problem and its Application in Option Pricing ", 4th Conference on Financial Mathematics and Applications, June 2019
20
Alireza Fallahi, Erfan Salavati, "A Sufficient Forecasting Method Using Factor Models and its Application to Iranian Macroeconomic Indices ", The 5th FINACT-IRAN National Conference on Financial and Actuarial Mathematics, December 2018
21
Amirsalar Vahidi Asgari, Erfan Salavati, Seyedeh Niloofar Ebrahimi, "Credit risk of bank loan case study in iran ", The 5th finact-iran conference on financial and actuarial mathematics, December 2018
22
Hossein Javdan Fard, Erfan Salavati, "Equilibrium of Competing Large Traders in an Order Book ", The 5th finact-iran conference on financial and actuarial mathematics, December 2018
23
Erfan Salavati, Mahsan Hajimazdarani, Amineh Shekaramiz, "Contagion in Financial Networks ", The 5th finact-iran conference on financial and actuarial mathematics, December 2018
24
Erfan Salavati, Amineh Shekaramiz, "Subhedging of compound options, using optimal mass transport ", The 5th finact-iran conference on financial and actuarial mathematics, December 2018
25
Erfan Salavati, "Stochastic Differential Equations with Discontinuous Coefficients ", 20th Workshop on Applied Stochastic Processes, April 2018
26
Kasra Alishahi, Erfan Salavati, "Strong Coupling Property for Markov Processes ", 19th Workshop on Applied Stochastic Processes, November 2017
27
Omid Naghshine Arjmand, Erfan Salavati, Mohammad Zaremohammadkhani, "Detecting Bubbles in Tehran Stock Exchange ", Modern Methods in Insurance Pricing and Industrial Statistics, September 2017
28
Erfan Salavati, "Collocation Method for Random Ordinary Differential Equations with Boundary Values ", 11th Seminar on Probability and Stochastic Processes, August 2017
29
Erfan Salavati, "Current Trends in Portfolio Optimization ", New Challenges in Applied Mathematics, August 2017
30
Omid Naghshine Arjmand, Erfan Salavati, Mohammad Zaremohammadkhani, "Detecting Bubbles in Iran Stock Market ", 4th FINACT-IRAN Conference on Financial and Actuarial Mathematics, July 2017
31
Erfan Salavati, "Collocation Method for Stochastic Partial Differential Equations ", 18th Workshop On Applied Stochastic Processes, May 2017
32
Erfan Salavati, "An Extension of the Yamada-Watanabe Theorem on One-dimensional SDEs ", 13th International Seminar on Differential Equations, Dynamical Systems and Applications, July 2016