Behrouz Fathi Vajargah

According to our database, Behrouz Fathi Vajargah authored at least 23 papers between 2000 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model.

Behrouz Fathi-Vajargah, Mohammad Mirzazadeh, Sara Ghasemalipour

Soft Comput., 2021

2020

Monte Carlo method for the real and complex fuzzy system of linear algebraic equations.

Behrouz Fathi-Vajargah, Zeinab Hassanzadeh

Soft Comput., 2020

2019

Fuzzy simulation of European option pricing using mixed fractional Brownian motion.

Sara Ghasemalipour, Behrouz Fathi-Vajargah

Soft Comput., 2019

2018

The mean chance of ultimate ruin time in random fuzzy insurance risk model.

Sara Ghasemalipour, Behrouz Fathi-Vajargah

Soft Comput., 2018

Image Encryption Based on Permutation and Substitution Using Clifford Chaotic System and Logistic Map.

Behrouz Fathi Vajargah, Mohadeseh Kanafchian, Vassil Alexandrov

J. Comput., 2018

Novel Monte Carlo Algorithm for Solving Singular Linear Systems.

Behrouz Fathi Vajargah, Vassil Alexandrov, Samaneh Javadi, Ali Hadian

Proceedings of the Computational Science - ICCS 2018, 2018

2016

Improved Markov Chain Monte Carlo method for cryptanalysis substitution-transposition cipher.

Behrouz Fathi Vajargah, Mohadeseh Kanafchian

Monte Carlo Methods Appl., 2016

Random fuzzy numbers generation with cubic Hermit membership function and its application in simulation.

Behrouz Fathi-Vajargah, Sara Ghasemalipour

Int. J. Comput. Sci. Math., 2016

2015

Reducing Periodicity of Fuzzy Markov Chains Based on Simulation Using Halton Sequence.

Behrouz Fathi Vajargah, Maryam Gharehdaghi

Commun. Stat. Simul. Comput., 2015

New Modified Scrambled Faure Sequences.

Behrouz Fathi Vajargah, Asghar Eskandari Chechaglou

Commun. Stat. Simul. Comput., 2015

2013

Optimal Halton Sequence via Inversive Scrambling.

Behrouz Fathi Vajargah, Asghar Eskandari Chechaglou

Commun. Stat. Simul. Comput., 2013

2011

New hybrid Monte Carlo methods and computing the dominant generalized eigenvalue.

Behrouz Fathi Vajargah, Farshid Mehrdoust

Int. J. Comput. Math., 2011

Matrix balancing and robust Monte Carlo algorithm for evaluating dominant eigenpair.

Behrouz Fathi Vajargah, Farshid Mehrdoust

Comput. Sci. J. Moldova, 2011

Partitioning Inverse Monte Carlo Iterative Algorithm for Finding the Three Smallest Eigenpairs of Generalized Eigenvalue Problem.

Behrouz Fathi Vajargah, Farshid Mehrdoust

Adv. Numer. Anal., 2011

2008

Stochastic inverse matrix computation with minimum variance of errors.

Behrouz Fathi Vajargah

Appl. Math. Comput., 2008

2007

A new algorithm with maximal rate convergence to obtain inverse matrix.

Behrouz Fathi Vajargah

Appl. Math. Comput., 2007

A way to obtain Monte Carlo matrix inversion with minimal error.

Behrouz Fathi Vajargah

Appl. Math. Comput., 2007

Different stochastic algorithms to obtain matrix inversion.

Behrouz Fathi Vajargah

Appl. Math. Comput., 2007

New advantages to obtain accurate matrix inversion.

Behrouz Fathi Vajargah

Appl. Math. Comput., 2007

2006

Parallel Monte Carlo computations for solving SLAE with minimum communications.

Behrouz Fathi Vajargah, Kianoush Fathi Vajargah

Appl. Math. Comput., 2006

2004

Monte Carlo Method for Finding Bayesian Parameters Estimation.

Behrouz Fathi Vajargah

Proceedings of the International Conference on Parallel and Distributed Processing Techniques and Applications, 2004

Monte Carlo Simulation and Statistical Inference.

Maryam Sharifdoost, Behrouz Fathi Vajargah

Proceedings of the International Conference on Parallel and Distributed Processing Techniques and Applications, 2004

2000

Bayesian modelling of variability in expert to expert opinion using parallel Monte Carlo methods.

Ray Gallagher, Behrouz Fathi Vajargah

Proceedings of the International Conference on Parallel and Distributed Processing Techniques and Applications, 2000