3 papers
math.PR2019
Certain Semi-Lévy Driven CARMA Processes: Estimation and Forecasting
N. Modarresi, S. Rezakhah, M. Mohammadi
Continuous-time autoregressive moving average (CARMA) process driven by simple semi-Lévy process has periodically correlated property with many potential application in finance. In…
math.PR2018
Semi-Levy driven continuous-time GARCH process
M. Mohammadi, S. Rezakhah, N. Modarresi
We study the class of semi-Levy driven continuous-time GARCH, denoted by SLD-COGARCH, process. The statistical properties of this process are characterized. We show that the state…
cs.CV2018
Deep Multiple Instance Learning for Airplane Detection in High Resolution Imagery
Mohammad Reza Mohammadi
Automatic airplane detection in aerial imagery has a variety of applications. Two of the significant challenges in this task are variations in the scale and direction of the airpla…