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    Permutation approach, high frequency trading and variety of micro patterns in financial time series

    , Article Physica A: Statistical Mechanics and its Applications ; Vol. 413, issue , 2014 , pp. 25-30 ; ISSN: 03784371 Aghamohammadi, C ; Ebrahimian, M ; Tahmooresi H ; Sharif University of Technology
    Abstract
    Permutation approach is suggested as a method to investigate financial time series in micro scales. The method is used to see how high frequency trading in recent years has affected the micro patterns which may be seen in financial time series. Tick to tick exchange rates are considered as examples. It is seen that variety of patterns evolve through time; and that the scale over which the target markets have no dominant patterns, have decreased steadily over time with the emergence of higher frequency trading  

    Stability analysis of elastic launch vehicles with fuel sloshing in planar flight using a BEM-FEM model

    , Article Aerospace Science and Technology ; Volume 53 , 2016 , Pages 74-84 ; 12709638 (ISSN) Noorian, M. A ; Haddadpour, H ; Ebrahimian, M ; Sharif University of Technology
    Elsevier Masson SAS  2016
    Abstract
    A numerical model is developed for investigation of coupled dynamics of fuel contained elastic launch vehicles in planar atmospheric flight. Finite element method along with the linear quasi-steady piston aerodynamic theory is used for developing an aeroelastic model. A reduced order boundary element model is used for modeling the liquid sloshing in tanks. The interaction of sloshing and aeroelasticity is studied using stability analysis of the coupled system. Results show that the slosh-aeroelastic coupling in an elastic launch vehicle occurs for low tank filling ratios and may lead to decreasing the system damping. Due to more interactions between the slosh and rigid body modes, larger... 

    Simultaneous analytical solution of the complete system of double-inlet pulse tube refrigerator

    , Article Journal of Thermophysics and Heat Transfer ; Volume 26, Issue 2 , 2012 , Pages 337-344 ; 08878722 (ISSN) Ghahremani, A. R ; Saidi, M. H ; Ebrahimian, M ; Sharif University of Technology
    2012
    Abstract
    Double-inlet pulse tube refrigerators are one of the most common types of cryocoolers. There are several advantages of double-inlet pulse tube refrigerators, such as not having moving parts, reliability, and long life. Double-inlet pulse tube refrigerators have been used in several applications such as cooling the semiconductors, infrared sensors, and astronomical detectors. In the recent decade, several research efforts have been performed to investigate double-inlet pulse tube refrigerators. Generally, most of them are experimental or numerical, and the recent literature survey shows there is not an analytical solution for the complete system of a double-inlet pulse tube refrigerator,... 

    Dynamic effects of trade barriers with speculation on foreign currency: The case of Iran

    , Article International Economics ; Volume 167 , 2021 , Pages 151-173 ; 21107017 (ISSN) Rahmati, M. H ; Ebrahimian, M ; Madanizadeh, S. A ; Sharif University of Technology
    Elsevier B.V  2021
    Abstract
    This paper presents a small open economy, dynamic general equilibrium model with cash-in advance constraint and a currency attack to explain the dynamic effects of changes in trade barriers in the short and long run. The model is calibrated using data on macroeconomic variables in Iran's economy from 1990 to 2013 to identify and analyze the effects of barriers imposed on trade. We analyze the effects of counterfactual fiscal, monetary and exchange rate policies in response to trade barriers and show how the economy would respond in different time horizons. We also evaluate the effects of eliminating each of the factors causing this stagflation. Our findings show that the short-term drop in...