Sharif Digital Repository

We report on a study of the Tehran Price Index (TEPIX) from 2001 to 2006 as an emerging market that has been affected by several political crises during the recent years, and analyze the non-Gaussian probability density function (PDF) of the log returns of the stock prices. We show that while the average of the index did not fall very much over the time period of the study, its day-to-day fluctuations strongly increased due to the crises. Using an approach based on multiplicative processes with a detrending procedure, we study the scale-dependence of the non-Gaussian PDFs, and show that the temporal dependence of their tails indicates a gradual and systematic increase in the probabilityof... 

In this paper, statistical speech enhancement using hidden Markov model (HMM) is studied and new techniques for applying non-Gaussian distributions are proposed. The superiority of using non-Gaussian distributions in online adaptive noise suppression algorithms has been proven; however, in this study, this approach is formulated in an HMM-based mean-square error estimator (MMSE) estimator in which a priori models are trained in an off-line manner. In addition, an analytical study of using different distributions other than autoregressive (AR) Gaussian distribution, such as Laplace, is presented in order to construct an accurate HMM as a priori model for discrete Fourier transform and...