Samira
Zaroudi, Ph.D.

Doctoral Lecturer
Phone number
212-484-1186
Room number
NB 6.65.27

Areas of expertise

Faculty Expertise: topics/keywords

Bayesian inference, Multivariate Time Series Analysis, Machine Learning, Clustering, Bayesian Statistics, High dimensional Data Analysis, Actuarial Sciences, Principal Component Analysis, Factor Analysis, Copula Models and Dependencies

Education

Ph.D. in Statistics
MSc in Mathematics
MSc in Actuarial Science
BSc in Statistics

Courses Taught

MAT 301 Probability & Mathematical Statistics I
MAT 302 Probability and Mathematical Statistics II
MAT 455 Data Analysis
MAT 141 Pre-Calculus
FCM 705 Mathematical Statistics for Forensic Scientists (FOS 705)

 

Scholarly Work

Published papers

2025 Zaroudi, S., Safari-Katesari, H., and Samadi, S.Y., Bayesian copula factor regression models for time series mixed data. Bayesian Analysis, 1(1), 1-31 2025. DOI: https://doi.org/10.1214/25-BA1518.

2021 Zaroudi, S., Faridrohani, M., Behzadi, M. H., and Safari-Katesari, H., (2021), Copula-based modeling for IBNR claim loss reserving, Scientia Iranica, DOI: 10.24200/SCI.2021.54706.3878.


2021 Safari-Katesari, H., Samadi, S.Y., and Zaroudi, S., (2020), Modelling count data via
copulas, Statistics, 54 (6), 1-27, DOI: https://doi.org/10.1080/02331888.2020.1867140.

2021 Safari-Katesari, H., and Zaroudi, S., (2021), Analysing the impact of dependency on conditional survival functions using copulas, Statistics in Transition New Series, 22(1), 217-226, DOI: https://doi.org/10.21307/stattrans-2021-013.

2020 Safari-Katesari, H. and Zaroudi, S., (2020), Count copula regression model using generalized beta distribution of the second kind, Statistics in Transition New Series, 21(2), 1-12, DOI: https://doi.org/10.21307/stattrans-2020-011.

2018 Zaroudi, S., Faridrohani, M., and Behzadi, M., (2018), A Copula Approach for Finding the Type of Dependency with Mortality Force Function in Insurance Market, Journal of Advances and Applications in Statistics, 53(2), 103-121, DOI:
http://dx.doi.org/10.17654/AS053020103.

2018 Zaroudi, S., Behzadi, M., and Faridrohani, M., (2018), Application of Copula in Life Insurance, International Journal of Applied Mathematics and Statistics, 57(3), pp. 162-168.

2016 Safari-Katesari, H. and Zaroudi, S., (2016), Effects of coverage choice by predictive modeling on frequency of accidents, Caspian Journal of Applied Sciences Research, 5(3).