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    An econometric panel data-based approach for housing price forecasting in Iran

    , Article International Journal of Housing Markets and Analysis ; Volume 4, Issue 1 , 2011 , Pages 70-83 ; 17538270 (ISSN) Hadavandi, E ; Ghanbari, A ; Mirjani, S. M ; Abbasian, S ; Sharif University of Technology
    Abstract
    Purpose: The purpose of this paper is to estimate long-run elasticities for housing prices in Tehran's (capital of Iran) 20 different zones relative to several explanatory variables available for use such as land price, total substructure area, material price, etc. Moreover, another goal of this paper is to propose a new approach to deal with problems which arise due to a lack of proper data. Design/methodology/approach: The data set is gathered from "The Municipality of Tehran" and "The Central Bank of Islamic Republic of Iran (CBI)". One-way fixed effects and one-way random effects approaches (which are panel data approaches) are applied to model housing price forecasting function in... 

    A hybrid method of neural networks and genetic algorithm in econometric modeling and analysis

    , Article Journal of Applied Sciences ; Volume 8, Issue 16 , 2008 , Pages 2825-2833 ; 18125654 (ISSN) Hasheminia, H ; Akhavan Niaki,S. T ; Sharif University of Technology
    2008
    Abstract
    In this study a hybrid method of neural networks-genetic algorithms is proposed and applied in an economical case study. The results of this study show that the proposed hybrid algorithm is a more efficient modeling approach compared to either a single neural network method or a single genetic algorithm approach. Since modeling based on the observed data is also employed in other fields of science, the application of the proposed method is not restricted only to economics. © 2008 Asian Network for Scientific Information  

    A genetic algorithm approach to find the best regression/econometric model among the candidates

    , Article Applied Mathematics and Computation ; Volume 183, Issue 1 , 2006 , Pages 337-349 ; 00963003 (ISSN) Hasheminia, H ; Akhavan Niaki, T ; Sharif University of Technology
    2006
    Abstract
    Although statistical modeling is a common task in different fields of science, it is still difficult to estimate the best model that can accurately describe inherent characteristics of a system for which historical or experimental data are available. Since we may classify estimating techniques as optimizations, we can model this problem as an optimization problem and solve it by a new heuristic algorithm like neural networks, genetic algorithms, and tabu search or by classic ones such as regression and econometric models. In this paper, we propose a new type of genetic algorithm to find the best regression model among all suggested and evaluate its performances by an economical case study. ©... 

    Econometric Model of Housing Prices

    , M.Sc. Thesis Sharif University of Technology Mirmohamadali, Zahra Sadat (Author) ; Kiyanfar, Farhad (Supervisor)
    Abstract
    Housing is among the most primary fundamental needs of the household ,which consumes a high Proportion of the household expenditure and therefore it remains An important topic in macro economical analysis. Estimating and determining housing prices in different urban , areas is also important for planning .Estimations are also use in many decision making and process for the urban , regional , public, privet and organizational policy making. Due to the heterogeneity housing prices and the fact that it’s prices are affected by it’s characteristics , in this research housing prices of a few regions in tehran metropoly are assessed by the hedonic price model using macro and micro... 

    Comparative Evaluation of High Speed Railway Productivity in Different Regions and Recommendation of a Domestic Strategy for Iran

    , M.Sc. Thesis Sharif University of Technology Alimoradi, Zahra (Author) ; Eshraghnya Jahromi, Abdolhamid (Supervisor)
    Abstract
    This thesis presents the comparative evaluation of high speed railway productivity in different countries and recommends a domestic strategy for Iran. The main goal of the research is the comparative evaluation of the productivity and efficiency in the high-speed railway systems of different countries, using multi objective decision-making process and data envelopment analysis. Finally, the result of analysis shows that, Japan, China, France and Spain have consequently obtained the best efficiency of high speed railway.
    After that, Japan high speed railway system is evaluating and analyzing of productivity in its life cycle. The last part of the research establishes an approach to find... 

    Investigating the Effect of Sanctions on Iranian Economy Using System Dynamics Approach

    , M.Sc. Thesis Sharif University of Technology Samad Motlagh, Sajjad (Author) ; Kianfar, Farhad (Supervisor)
    Abstract
    Developing and progressing excavation technology, and distillation and petroleum technology as fuel cause chemical and hydrocarbonic materials have been given an important role in human life. Having petroleum expanded, its effect in countries’ economics has been highlighted and found a substantial role in countries’ development. Iran, considering 11% extractable petroleum reserves which is equivalent to 138 billion barrel, is known as an oil rich country. The petroleum has an eminent role in country’s economics and is the main country’s income source and the most important exports. With regard to the high technology needed for petroleum exploration and purification, Iran requires foreign... 

    , M.Sc. Thesis Sharif University of Technology Aminian, Mina (Author) ; Kianfar, Farhad (Supervisor)

    Modeling Spatial Variation of Housing Prices in Tehran (Zone8)

    , M.Sc. Thesis Sharif University of Technology MoniriJavid, Salimeh (Author) ; Souri, Davood (Supervisor)
    Abstract
    This study estimates a hedonic model for the price of housing in the city of Tehran. Using 1340 observations from the eighth region of the city as a sample and applying geographically weighted regression, the study shows that hedonic price function regardless of space variation in house price, leads to spatial autocorrelation in the error term of the model. Thus geographically weighted regression method can deal with this problem and is able to explain more than 76% of the variation in housing prices. Additionally, almost all three structural (floor area, kind of housing appearance and type of houses), environmental (distance from nearest hospital, park, school, health club and mosque) and... 

    Modelling and Forecasting Exchange Rates via Econometrics Models and Neural Networks

    , M.Sc. Thesis Sharif University of Technology Sofiazizi, Aziz (Author) ; Kianfar, Farhad (Supervisor)
    Abstract
    Due to the significance of exchange rates in economic policy making, different patterns have been proposed so as to explain the behavior, provide ways to model and deliver tools to forecast different exchange rates. Using a novel approach, this thesis tries to investigate the behavior of exchange rates by identifying time series nature of exchange rates, and performing nonlinear test for daily data between years 2003 to2006. In this study, we try to model and forecast the daily exchange rates by the use of Artificial Neural Networks (ANN). We also compare the results with ARIMA model outputs based on measures for forecasting accuracy. 80 percent of the daily data, that is, 1160 days from... 

    Economical Evaluation of Smart Asynchronous Measuring and Remote Reading Instrument and its application in Reducing Operation, Maintenance and Expansion of Urban Distribution Substation

    , M.Sc. Thesis Sharif University of Technology Sabeti Nezhad, Abbas (Author) ; Ehsan, Mehdi (Supervisor)
    Abstract
    Making distribution networks smart includes all appropriate hardware and software devices for controlling and making operation of the network optimized. (SCADA system, distribution management, communication equipments, substation automation, monitoring equipments, etc). Monitoring and management of electricity distribution networks enable us to control and record events in the operation. Equipments in the distribution substations, will be under full time monitoring and hence, we would be able to protect them against over loads, over voltages, load unbalances and inefficient usage of transformers capacity and other distribution instruments. It also enables us to manage operation switchings,... 

    Forecasting Market Liquidity by Dynamic Arrival Rates of Infomred and Uninformed Trades

    , M.Sc. Thesis Sharif University of Technology Mahdikhani, Ehsan (Author) ; Zamani, Shiva (Supervisor) ; Hagh Panah, Farshad (Supervisor)
    Abstract
    In this research, we propose a dynamic econometric microstructure model of trading, and we investigate how the dynamics of trades and trade composition interact with the evolution of market liquidity. We estimate a bivariate generalized autoregressive intensity process for the arrival rates of informed and uninformed trades for fifty actively traded stocks in Tehran Stock Exchange over one year of transaction data. Our results show that both informed and uninformed trades are highly persistent, but that the uninformed arrival forecasts respond negatively to past forecasts of the informed intensity. Our estimation generates daily conditional arrival rates of informed and uninformed trades,... 

    How People's Sentiment and Attention Affect the Return of Bitcoin?

    , M.Sc. Thesis Sharif University of Technology Dolatzadeh, Hirad (Author) ; Aslani, Shirin (Supervisor) ; Talebian, Masoud (Co-Supervisor)
    Abstract
    With the huge growth of cryptocurrencies in recent years, the attention of investors has been drawn to predict and invest in it. Because of the high volatility of this market, which includes a large share of Bitcoin, there is a need for good forecasting in it. Although past studies have been able to accurately predict the price of Bitcoin using fundamental variables and variables related to the blockchain network, less attention has been paid to the use of variables related to investor sentiments in this market. In this research, variables widely used in the literature that show the emotions and attention of investors, such as sentiment analysis of Twitter texts, Google search index,... 

    Optimization of biomass waste gasification combined heat and power system

    , Article EPEC 2010 - IEEE Electrical Power and Energy Conference: "Sustainable Energy for an Intelligent Grid", 25 August 2010 through 27 August 2010, Halifax, NS ; 2010 ; 9781424481880 (ISBN) Fakhimghanbarzadeh, B ; Marzi, H ; Abolghasem, H ; Sharif University of Technology
    2010
    Abstract
    The objective of the research done in this paper was to determine cost of the power and heat system with pressurized fluidized bed gasifier using exergoexonomic appraisal techniques. Exergetic efficiency maximization was approached with use of multi-objective evolutionary optimization methods which were designed such that the costs were minimized in line with the exergoeconomic plans. The results of this method were also compared to methods that employ iterative techniques. Results showed an almost 12.28% improvement in exergetic efficient that the system could reach through utilization of the multi-objective evolutionary algorithm  

    Spatio-Temporal Variation of Climate Change and its Impacts on Agriculture in Iran

    , M.Sc. Thesis Sharif University of Technology Malaekeh, Morteza (Author) ; Safaie, Ammar (Supervisor) ; Shiva, Layla (Co-Supervisor)
    Abstract
    The relative lack of research concerning the potential impacts of climate change on different sectors in developing countries, especially the Middle Eastern countries, as the essential prerequisite of climate policy actions has made these countries the frontline against climate impacts. To fill this gap, in the first phase, we first analyzed spatial distributions and trends in thirty-seven hydro-climatic mean and extreme indices across Iran based on the state-of-the-art reanalysis datasets (ERA5-Land and AgERA5) at the county level from 1986 to 2015 using several nonparametric approaches such as multiple modified Mann-Kendall statistical tests and Sen’s Slope estimator. Their interannual... 

    Imperialist competitive algorithm for solving non-convex dynamic economic power dispatch

    , Article Energy ; Volume 44, Issue 1 , 2012 , Pages 228-240 ; 03605442 (ISSN) Mohammadi Ivatloo, B ; Rabiee, A ; Soroudi, A ; Ehsan, M ; Sharif University of Technology
    Abstract
    Dynamic economic dispatch (DED) aims to schedule the committed generating units' output active power economically over a certain period of time, satisfying operating constraints and load demand in each interval. Valve-point effect, the ramp rate limits, prohibited operation zones (POZs), and transmission losses make the DED a complicated, non-linear constrained problem. Hence, in this paper, imperialist competitive algorithm (ICA) is proposed to solve such complicated problem. The feasibility of the proposed method is validated on five and ten units test system for a 24 h time interval. The results obtained by the ICA are compared with other techniques of the literature. These results... 

    Investigating Daylight Saving Time (DST)Impacts on the Electricity Power Consumption in Iran

    , M.Sc. Thesis Sharif University of Technology Ramezani, Iman (Author) ; Hajipour, Ehsan (Supervisor)
    Abstract
    This thesis examines the impact of daylight saving time policy on electricity consumption in Iran. After World War I, many countries gradually implemented annual time change laws to extend daylight availability. This involved moving a specific amount of time (usually one hour) forward in early spring and back in early autumn. Historically, the majority of the electricity load on power grids was due to lighting, so this decision made sense. However, with technological advances and diversification of electricity usage, this decision is now being questioned, particularly in light of air conditioning loads, which make up a large part of electricity usage in Iran. These loads have the potential...