Publications

Journal Papers

Hejazi, S. A.; Jackson K. R.; Guojun Gan; "A Spatial Interpolation Framework for Efficient Valuation of Large Portfolios of Variable Annuities," Journal of Quantitative Finance and Economics, July 2017 [PDF]


Hejazi, S. A.; Jackson K. R.; "Efficient Valuation of SCR via a Neural Network Approach," Journal of Computational and Applied Mathematics, March 2017 [PDF]


Hejazi, S.A.; Jackson, K.R.; "A Neural Network Approach to Efficient Valuation of Large Portfolio of Variable Annuities," Journal of Insurance: Mathematics and Economics, 2016 [PDF]

Conference Papers

Hejazi, S.A.; Liang, B.; "Throughput Analysis of Multiple Access Relay Channel under Collision Model," In the proceeding of 29th IEEE International Conference on Computer Communications (INFOCOM, main conference), pp.1756-1764, Mar. 2010 [PDF]


Mahabadi, A. A.; Hejazi, S. A.; Akhaee, M. A.; Eshghi, M.; "A Combinational Adaptive Noise Canceller Using Filter Bank," In the proceeding of 6th International Symposium on Image and Signal Processing and Analysis, pp. 461-464, Sep. 2009 [PDF]


Hejazi, S.A.; Kazemi, R.; Ghaemmaghami, S., "Isolated Persian digit recognition using a hybrid HMM-SVM," In the proceeding of International Symposium on Intelligent Signal Processing and Communications Systems (ISPACS), pp.1-4, Feb. 2008 [PDF]


Sahraeian, S.M.E.; Akhaee, M.A.; Hejazi, S.A.; Marvasti, F., "Contourlet based image watermarking using optimum detector in the noisy environment," In the proceeding of 15th IEEE International Conference on Image Processing (ICIP), pp.429-432, Oct. 2008 [PDF]


Book Chapters

Behnia, F., The Technology of Displays Nass, 2007 (in Farsi). I co-authored two chapters about OLED displays and E-PAPER displays.

Talks

"A Framework For Efficient Valuation of Large Portfolios of Unit-linked Insurance Products", The AMMCS-CAIMS Congress, Waterloo, 2015 [PPTX]


"A Neural Network Approach to Efficient Valuation of Large VA Portfolios", Southern Ontarion Numerical Analysis Day (SONAD), Waterloo, 2016 [PPTX]