Publications of Ali Aghamohammadi

Publications in Journals

International ISI	19. A. Aghamohammadi and M. Bahmani Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors Communications in Statistics - Theory and Methods (2022) DOI: https://doi.org/10.1080/03610926.2022.21.
International ISI	18. A. Aghamohammadi, H. Dadashi, Mahdi Sojoudi, Meysam Sojoudi, and M. Tavoosi Optimal portfolio selection using quantile and composite quantile regression models Communications in Statistics - Simulation and Computation (2022) DOI: https://doi.org/10.1080/03610918.2022.20.
International ISI	17. Shirin Shahbaz, Jaber Azami, Ali Aghamohammadi, Andero Rico and Kiazar Ahmed Sumon Length-mass relationships for macroinvertebrates in the Choghakhor international wetland, Iran Biologia Vol. 76 (2021) PP. 645-653.
International ISI	16. H. Emami and A. Aghamohammadi Elliptical difference based ridge and Liu type estimators in partial linearmeasurement error models, Communications in Statistics –Theory and Methods Vol. 50 Issue 21 (2021) PP. 4913-4933.
International ISI	15. Ali Aghamohammadi Bayesian analysis of dynamic panel data by penalizedquantile regression Statistical Methods and Applications Vol. 27 (2018) PP. 91-108.
International ISI	14. A. Ahamohammadi A Bayesian Multiple Comparison Procedure for Simply Ordered Treatment Medians Communications in Statistics - Simulation and Computation Vol. 47 (2018) PP. 939-953.
International ISI	13. Aghamohammadi, A., Mohammadi, S. Bayesian analysis of penalized quantile regression for Longitudinal data Statistical Papers Vol. 58 (2017) PP. 1035-1053.
International ISI	12. Aghamohammadi, A. and M.R., Meshkani Bayesian quantile regression for skew-normal linear mixed models Communications in Statistics –Theory and Methods Vol. 46 (2017) PP. 1095-1097 DOI: 2.
International ISI	11. Aghamohammadi, A., M.R., Meshkani Gibbs sampling method for the Bayesian adaptive elastic net Comnucation in Statistics- Simulation and Computation Vol. 46 (2017) PP. 4264-4273.
International ISC	10. Shami, M., Aghamohammadi, A. Identify and studying the relationship between internationalization and performance of great economic firms admitted to the stock exchange market of a country through Bayesian model (the case study of automobile industry) Applied mathematics in engineering, managment and technology (2014) PP. 156-139.
International ISC	9. Aghamohammadi, A., Meshkani, M. R., Mohammadzade, M. A Bayesian Approach to Successive Comparisons Journal of Data Science Issue 541 (2010) PP. 553-25.
داخلي-ISC	8. حمید رضایی، حوریه احدی و علی آقامحمدی مقایسۀ شاخص های رشد زبانی و آگاهی واژگانی کودکان دوزبانه آذری و فارسی کم شنوا با همتایان طبیعی مجله علوم پیراپزشکی و توانبخشی مشهد دوره 9 (1399) صفحات 41-51.
داخلي-ISC	7. سید علی رضا کازرونی، حسین اصغر پور، علی آقامحمدی و الهام ذکایی علمداری ، بررسی اثرات فساد بر منحنی زیست ‌محیطی کورنتس مطالعه موردی کشورهای توسعه یافته و درحال توسعه فصلنامه تحقیقات مدلسازی اقتصادی دانشگاه خوارزمی دوره 37 (1398) صفحات 7-38.
داخلي-ISC	6. علیرضا کازرونی، حسین اصغر پور، علی آقامحمدی، الهام ذکایی بررسی تاثیر فساد اداری بر انتشار دی اکسیدکربن در کشورهای توسعه یافته و در حال توسعه فصلنامه مطالعات اقتصاد انرژی دوره 59 (1397) صفحات 35-54.
داخلي-ISC	5. علی آقامحمدی ، میثم سجودی، مهدی سجودی و محمد جواد طاووسی معیار ریسک جدید Glue Var و برآورد آن با استفاده از رگرسیون چندکی ترکیبی مجله مهندسي مالي و مديريت اوراق بهادار دوره 31 (1396) صفحات 1-17.
داخلي-ISC	4. علی آقامحمدی و سکینه محمدی رگرسیون چندکی بیزی با تاوان لاسو سازوار برای داده های پانلی پویا مجله اندیشه آماری دوره 21 شماره 2 (1395) صفحات 11-23.
داخلي-ISC	3. علی آقامحمدی و میثم سجودی برآورد معیارهای ارزش در معرض خطر و میانگین ارزش در معرض با استفاده از مدل رگرسیون چندکی ترکیبی مجله علوم آماری دوره 10 شماره 2 (1395) صفحات 185-202.
داخلي-ISC	2. علی آقامحمدی و سکینه محمدی رگرسیون چندکی بیری با تاوان الاستیک نت سازوار برای داده طولی مجله پژوهش¬های ریاضی مصاحب دوره 1 شماره 2 (1394) صفحات 1-16.
داخلي-ISC	1. علی آقامحمدی و سکینه محمدی )، رگرسیون چندکی بیزی با تاوان لاسو و لاسوی تطبیق پذیر برای داده های طولی دودویی مجله علوم آماری دوره 9 شماره 2 (1394) صفحات 149-167.

Presentations in Seminars & Congress
National	16. Aghamohammadi, A. and Bigdeli, M. Composite quantile regression for randomly censored data, The 48^th annual Iranian Mathematics Conference, August 22-25, 2017, University of Hamedan, Hamedan, Iran. 2017.
National	15. Aghamohammadi, A. Portfolio selection via regularization methods, The 48^th annual Iranian Mathematics Conference, August 22-25, 2017, University of Hamedan, Hamedan, Iran. 2017.
National	14. Aghamohammadi, A. and Minaei, M. Bayesian inference in exponentiatedWeibull model under progressively type II censored data. 57^th Annual Iranian Mathematics Conference, 28-31 August, Kharazmi University. 2016.
National	13. Aghamohammadi, A. and Bonyadi, M. Bayesian inference and prediction of order statistics for Weibull model. proceeding of 13^th Iranian Statistical Conference, ShahidBahonar University of Kerman, 23-25 August 2016, pp 112-118. 2016.
National	12. Aghamohammadi, A. and Chogoli, E. Robust statistical methods for portfolio selection, Proceeding of 4^th Seminar ofMathematics and Humanities, Financial Mathematics,and Humanities, Financial Mathematics, 11-12, May 2016, AllamehTabataba'i University, pp 156-161. 2016.
National	11. Aghamohammadi, A. and Sojudi, M. Bayesian analysis of CO-VAR using linear and single-index regression models. Proceeding of 4th Seminar of Mathematics and Humanities, Financial Mathematics, 11-12, May 2016, AllamehTabataba'i University. Pp 6-10. 2016.
National	10. Aghamohammadi, A. and Sojudi,M Glue Var and its estimation using composite quantile regression proceeding of 4^thSeminar of Mathematics and Humanities, Financial Mathematics, 11-12, May 2016. 2016.
National	9. Aghamohammadi, A. and Sojudi, M Composite quantile regression model and adaptive penalized procedure for estimating Value-at-Risk. The 2^ndFINACT-IRAN Conference on Financial and Actuarial Mathematics, August 15-17. 2015, IPM, Tehran, Iran. 2015.
National	8. Aghamohammadi, A. and Amiri, S. Bayesian quantile regression for censored mixed models, The 8^th Statistical Conference Payamnoor University, FEB 25-26, Tehran Iran. 2015.
National	7. Aghamohammadi, A. and Shafaghi, S. Bayesian quantile regression for binary data with Lasso penalty, The 2^nd National Conference on Applied Research in Mathematics and Physics, August 4-5, Tehran, Iran. 2015.
National	6. Aghamohammadi, A. and Najafi, F. Variable selection using reversible jump Markov chain Monte Carlo method The 45^th Annual Iranian Mathematics Conference, August 26-29, (2014) 2014.
International	5. Aghamohammadi,A. A Bayesian approach to successive comparisons of ration of scale parameters for exponential families 22nd Annual conference of the international environ metrics society University of Heydarabad, Hydarabad-India July 2013.
National	4. Aghamohammadi, A. Density estimation through maximum entropy approach 9th Iranian statistical conference Tehran-Iran 2011.
National	3. Aghamohammadi, A., Saleh por,F. Bayesian portfolio selection 3rdConferance on financial mathematics and applications University of Semnan, Semnan -Iran 2011.
National	2. Aghamohammadi, A., Ramezani, M. Portfolio selection using Bayesian model averaging 5th Iranian conference on applied mathematics University of Hamedan, Hamedan-Iran 2012.
National	1. Aghamohammadi, A., Shabzende, M. Reduction of portfolio risk using adjusting on Eigen space of covariance matrix 5th Iranian conference on applied mathematics University of Hamedan, Hamedan-Iran 2012.