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mohammed kamel mohammed alhagyan

PhD in financial mathematis Lecturer Department of Mathematics College of Sciences In Aflaj
  • Aflaj
  • 011-588-7469
  • m.alhagyan@psau.edu.sa
  • Curriculum Vitae
  • Publications

Education

  • PhD in financial mathematic

Research Interests

  • Financial mathematics
  • statistic

Experience

  • 2008 - 2010 - Trainer - Education Expert( Nejran University)
  • 2010 - 2011 - Trainer - Education Expert (King SAud University)
  • 2-11-2013 - until now - lecturer - Prince Sattam Bin Abdulaziz University

Publications

  • Alhagyan, M. K. M. (2018). Modeling financial environments using geometric fractional Brownian motion model with long memory stochastic volatility (Doctoral dissertation, Universiti Utara Malaysia).
  • Alhagyan, M., Misiran, M., & Omar, Z. (2015). Content analysis of stochastic volatility model in discrete and continuous time setting.
  • Alhagyan, M., Misiran, M., & Omar, Z. (2016). Estimation of Geometric Fractional Brownian Motion Perturbed by Stochastic Volatility Model.
  • Alhagyan, M., Misiran, M., & Omar, Z. (2017). Surveying the Best Volatility Measurements to Forecast Stock Market. Applied Mathematical Sciences, 11(23), 1113-122
  • Alhagyan, M., Misiran, M., & Omar, Z. (2016). Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application onKLCIزOption Pricing.
  • Alhagyan, M., Misiran, M., & Omar, Z. (2016). New Proof of the Theorem of Existence and Uniqueness of Geometric Fractional Brownian Motion equation. Global Journal of Pure and Applied Mathematics,
  • Alhagyan, M., Misiran, M., & Omar, Z. (2018). New Proof for the Theorem of Existence and Uniqueness of a Class of Fractional Stochastic Differential Equations.
  • Alhagyan, M., Misiran, M., & Omar, Z. (2020). Efficient estimators for geometric fractional Brownian motion perturbed by fractional OrnsteinUhlenbeck process.
  • Al-Duais, F., & Alhagyan, M. (2020). Bayesian Estimates Based On Record Values Under Weighted LINEX Loss Function.
  • Alhagyan, M., Misiran, M., & Omar, Z. (2020). Discussions on continuous stochastic volatility models.
  • Alhagyan, M., Al-Duais, F. (2020) Forecasting The Performance Of Tadawul All Share Index (Tasi) Using Geometric Brownian Motion And Geometric Fractional Brownian Motion.
  • Alhagyan, m., Misiran, m., & Omar, Z. (2021). The effects of stochastic volatility and long memory towards mortgage insurance models: an empirical study.
  • Al-Duais, F., & Alhagyan, M. (2021). Bayesian Estimations of The Parameters and Reliability Function Of Weibull Distribution Based On Record Values Under Weighted LINEX Loss Function.
  • Accepted to pu blish: Al-Duais, F., & Alhagyan, M. Non-Linear Programming to Determine Best Weighted Coefficient of Balanced LINEX Loss Function Based on Lower record Values.

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