Sharif Digital Repository

An agent-based model is employed for simulating the price of oil futures. The model proceeds as follows: On each time step agents choose their rule for price expectation formation. Next, they bid and ask based on their price and trend expectations. The new price is formed using “the market mechanism”. Finally, the time steps forward and the process is repeated in the next day. The agents use 6 different rules to make price and trend expectations. Brent future prices in a 2-year-period (2010-2011) and in 2012 are used for model calibration and validation, respectively. It was shown that market participants weigh U.S. stocks data more than other factors, while OECD stock’s data were not that... 

The tendency towards using activity-based models to predict trip demand has increased dramatically over recent years. However, these models have suffered from insufficient data for calibration, and the intrinsic problems of traditional methods impose the need to search for better alternatives. This paper discusses ways to process cell phone spatio-temporal data in a manner that makes it comprehensible for traffic interpretations and proposes methods on how to infer urban mobility and activity patterns from the aforementioned data. The movements of each subscriber are described by a sequence of stops and trips, and each stop is labelled by an activity. The types of activities are estimated... 

The tendency towards using activity-based models to predict trip demand has increased dramatically over recent years. However, these models have suffered from insufficient data for calibration, and the intrinsic problems of traditional methods impose the need to search for better alternatives. This paper discusses ways to process cell phone spatio-temporal data in a manner that makes it comprehensible for traffic interpretations and proposes methods on how to infer urban mobility and activity patterns from the aforementioned data. The movements of each subscriber are described by a sequence of stops and trips, and each stop is labelled by an activity. The types of activities are estimated... 

Applying an appropriate formal model to specify software architecture makes a reliable foundation to formally verify non-functional properties and therefore, leads to early detection of defects. In this paper we make a comparison between automata-based models and evaluate their abilities to model different aspects of components interaction in software architectures. We try to use Team automata as a middleware to formally specify well-known architectural descriptions in UML2.0. A Limitation of current automata models, so called "actions interleaving" is also discussed and some approaches to overcome this limitation described. © Springer-Verlag Berlin Heidelberg 2007  

Context constructing bespoke software development methodologies for specific project situations has become a crucial need, giving rise to Situational Method Engineering (SME). Compared with Software Engineering, SME has a long way to go yet; SME approaches are especially deficient as to support for modeling, portability, and automation. Model-Driven Development (MDD) has been effectively used for addressing these issues in Software Engineering, and is also considered a promising approach for resolving them in SME. Objective This paper aims to address the shortcomings of existing SME approaches by introducing a novel MDD approach, specifically intended for SME purposes, that uses a... 

In order to guarantee the security of industrial control system (ICS) processes, the proper functioning of the programmable logic controllers (PLCs) must be ensured. In particular, cyber-attacks can manipulate the PLC control logic program and cause terrible damage that jeopardize people’s life when bringing the state of the critical system into an unreliable state. Unfortunately, no remote attestation technique has yet been proposed that can validate the PLC control logic program using a physics-based model that demonstrates device behavior. In this paper, we propose PLCDefender, a mitigation method that combines hybrid remote attestation technique with a physics-based model to preserve the... 

The kinematics information from imaging, if combined with optimization-based biomechanical models, may provide a unique platform for personalized assessment of trunk muscle forces (TMFs). Such a method, however, is feasible only if differences in lumbar spine kinematics due to differences in TMFs can be captured by the current imaging techniques. A finite element model of the spine within an optimization procedure was used to estimate segmental kinematics of lumbar spine associated with five different sets of TMFs. Each set of TMFs was associated with a hypothetical trunk neuromuscular strategy that optimized one aspect of lower back biomechanics. For each set of TMFs, the segmental... 

Marketing managers concern that Word-of-Mouth (WOM) can affect the efficiency of sales promotion policy. Sales promotion might also amplify the strength of WOM which further complicates decision-making. In this study, we deploy an agent-based simulation optimization framework to find an efficient sales promotion plan in the presence of WOM for launching re-purchasable products. In this model, consumers' purchase decisions are influenced by price history, availability and satisfaction of the consumers, and positive/negative WOM. We show that taking WOM on board while determining the promotion plan can significantly increase the net present value. However, amplifying WOM might damage the... 

The current study proposes a simple constitutive model that integrates the kinetics of precipitation during static aging and the kinetics of precipitate dissolution during preheating to deformation temperature to predict the hot flow behavior of AA6063 alloy. The model relates the flow behavior of the age-hardenable alloy to the alloy chemistry, thermal history as well as deformation temperature, strain, and strain rate by means of a physically based model. Different aging conditions, including supersaturated solid solution and overaging conditions with different deformation parameters, were assessed. Each part of the model was in good agreement with those of experimental and other model... 

Accurate value determination of natural gas viscosity plays a key role in its management as it is one of the most important parameters in natural gas engineering calculations. In this study, a comprehensive model is suggested for prediction of natural gas viscosity in a wide range of pressures, temperatures, densities and compositions. The new model can be applicable for gases containing heptane plus and non-hydrocarbon components. It is validated by the 2011 viscosity data from 18 different gas mixtures. Compared to existing similar models and correlations, its results are quite satisfactory