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    Idiosyncratic return volatility and the role of firm fundamentals: A cross-country analysis

    , Article Global Finance Journal ; Volume 50 , 2021 ; 10440283 (ISSN) Ebrahim Nejad, A ; Hoseinzade, S ; Sharif University of Technology
    Elsevier B.V  2021
    Abstract
    We investigate the relation between fundamental idiosyncratic volatility and stock returns idiosyncratic volatility using data from 56 countries. We find a strong positive relation between fundamental idiosyncratic volatility and idiosyncratic volatility of returns. This association, however, seems to be entirely concentrated in the developed economies, and we find no effect in the emerging markets. Specifically, fundamental idiosyncratic volatility does not lead to more idiosyncratic return volatility in countries with poor legal institutions and weak shareholder protection laws. © 2021 Elsevier Inc  

    Sleepy-LRU: extending the lifetime of non-volatile caches by reducing activity of age bits

    , Article Journal of Supercomputing ; Volume 75, Issue 7 , 2019 , Pages 3945-3974 ; 09208542 (ISSN) Ghaemi, S. G ; Ahmadpour, I ; Ardebili, M ; Farbeh, H ; Sharif University of Technology
    Springer New York LLC  2019
    Abstract
    Emerging non-volatile memories (NVMs) are known as promising alternatives to SRAMs in on-chip caches. However, their limited write endurance is a major challenge when NVMs are employed in these highly frequently written caches. Early wear-out of NVM cells makes the lifetime of the caches extremely insufficient for nowadays computational systems. Previous studies only addressed the lifetime of data part in the cache. This paper first demonstrates that the age bits field of the cache replacement algorithm is the most frequently written part of a cache block and its lifetime is shorter than that of data part by more than 27×. Second, it investigates the effect of age bits wear-out on the cache... 

    Odor Emission from Evaporation Ponds:Investigation of Pollution Measures

    , M.Sc. Thesis Sharif University of Technology Zeighami, Mohammad Amir (Author) ; Kariminia, Hamid-Reza (Supervisor) ; Borghei, Mehdi (Supervisor)
    Abstract
    Odor caused by the release of volatiles from refinery waste, causing environmental pollution and health hazards may occur. Refinery wastewater project in Saeakhs (Khangiran) has been studied. Contaminated water in evaporation ponds at the plant accumulates due to the large volume of incoming water and slow evaporation in summer the water will smell unpleasant. Odor from the ponds due to wind scattered around the refinery and residents will be put at risk. Several tests to identify the source of the odor was designed and implemented. Among these methods, microalgae growth, the import of oil products such as aromatic compounds or mercaptans, and bacterial growth, for each of the hypotheses... 

    A Decomposition Formula for Option Price in the Heston Model

    , M.Sc. Thesis Sharif University of Technology Sarmadi, Saeed (Author) ; Zohuri Zangeneh, Bijan (Supervisor) ; Zamani, Shiva (Co-Advisor)
    Abstract
    By means of classical Itô calculus, we decompose option prices as the sum of the classical Black–Scholes formula, with volatility parameter equal to the root-meansquare future average volatility, plus a term due to correlation and a term due to the volatility of the volatility. This decomposition allows us to develop first- and second-order Approximation formulas for option prices and implied volatilities in the Heston volatility framework, as well as to study their accuracy for short maturities.Numerical examples are given  

    Evaluation Of Nano-sorbents for Removal of Ethyl-benzene from Exhaust of Soil Vapor Extraction (SVE)System

    , M.Sc. Thesis Sharif University of Technology Jangodaz, Elnaz (Author) ; Sayf Kordi, Ali Akbar (Supervisor) ; Alaiee, Ebrahim (Supervisor) ; Tasharrofi, Saiedeh (Co-Advisor)
    Abstract
    Volatile organic compounds are major cause of air pollution. In this work, Nano porous material named MIL-101(Fe), MIL-53(Fe), MIL-101(Fe) and MIL-88(Fe) as an adsorbent for the removal of ethyl benzene have been synthesized hydrothermally. The materials were characterized by Fourier-transform infrared (FT-IR) spectroscopy, Surface Analysis Systems (ASAP), and x-ray diffraction (XRD) analysis. Adsorption isotherms of ethyl benzene on the materials were measured experimentally in case of 0-1000ppm concentration of ethyl benzene in air and pressure 1 atmosphere. The mixture of air and VOC (ethyl benzene) with concentration of 100, 250, 500 and 1000 ppm and flow rate of 400, 1030, 1525 and 2025... 

    Reduced graphene oxide–melamine formaldehyde as a highly efficient platform for needle trap microextraction of volatile organic compounds

    , Article Microchemical Journal ; Volume 157 , 2020 Dorabadi Zare, F ; Allahdadlalouni, M ; Baktash, M. Y ; Bagheri, H ; Sharif University of Technology
    Elsevier Inc  2020
    Abstract
    A superhydrophobic extractive phase was prepared and packed in a needle trap microextraction device for extraction of volatile organic compounds, followed by their determination by gas chromatography. The superhydrophobic phase was prepared by surface modification of melamine formaldehyde (MF) sponge embedded by reduced graphene oxide (rGO). The overall properties of the modified MF along with its high sorption capacity and low cost fabrication were indicative of its feasibility to be highly suitable for extraction of organic pollutants. The determined water contact angle (>150o) from the surface of melamine formaldehyde–reduced graphene oxide (MF–rGO) revealed its high affinity toward... 

    Biodegradation of aromatic hydrocarbons in a compost biofilter

    , Article Journal of Chemical Technology and Biotechnology ; Volume 78, Issue 7 , 2003 , Pages 795-801 ; 02682575 (ISSN) Torkian, A ; Dehghanzadeh, R ; Hakimjavadi, M ; Sharif University of Technology
    2003
    Abstract
    Two laboratory-scale biofilters filled with the same type of packing material were operated at different gas flow rates and influent concentrations of toluene and xylene in order to investigate their performance in treating waste gas streams. The columns contained a mixture of municipal compost as a base material and wood chips as a bulking agent in an 80:20 ratio; the porosity was 54%. Microbial acclimation was achieved by addition of nutrient-enriched solution along with pollutants for a week by daily mixing and natural aeration. During the start-up of the systems with inlet concentrations of 20 and 70 ppm for toluene and xylene, respectively, high biomass growth resulted in pressure drops... 

    Emerging non-volatile memory technologies for future low power reconfigurable systems

    , Article 9th International Symposium on Reconfigurable and Communication-Centric Systems-on-Chip, ReCoSoC ; 26-28 May , 2014 , pp. 1-2 ; 9781479958108 Ahari, A ; Asadi, H ; Tahoori, M. B ; Sharif University of Technology
    Abstract
    Non-volatile memory (NVM) technologies are promising alternatives to traditional CMOS memory technologies. While NVMs were primarily studied to be used in the memory hierarchy, they can also provide benefits in reconfigurable systems such as Field-Programmable Gate Arrays (FPGAs). In this paper, we investigate the applicability of different NVM technologies for the configuration bits of FPGAs and propose a power-efficient reconfigurable architecture based on Phase Change Memory (PCM). Quantitative analysis for various FPGA architectures using different memory technologies shows the benefits of the proposed scheme  

    Captopril: Reducing the pressure of bit flips on hot locations in non-volatile main memories

    , Article Proceedings of the 2016 Design, Automation and Test in Europe Conference and Exhibition, DATE 2016, 14 March 2016 through 18 March 2016 ; 2016 , Pages 1116-1119 ; 9783981537062 (ISBN) Jalili, M ; Sarbazi Azad, H ; Sharif University of Technology
    Institute of Electrical and Electronics Engineers Inc  2016
    Abstract
    High static power consumption and insufficient scalability of the commonly used DRAM main memory technology appear to be tough challenges in upcoming years. Hence, adopting new technologies, i.e. non-volatile memories (NVMs), is a proper choice. NVMs tolerate a low number of write operations while having good scalability and low static power consumption. Due to the non-destructive nature of a read operation and the long latency of a write operation in NVMs, designers use read-before-write (RBW) mechanism to mask the unchanged bits during write operation in order to reduce bit flips. Based on this observation that some specific locations of blocks are responsible for the majority of bit... 

    WIPE: wearout informed pattern elimination to improve the endurance of NVM-based caches

    , Article Proceedings of the Asia and South Pacific Design Automation Conference, ASP-DAC, 16 January 2017 through 19 January 2017 ; 2017 , Pages 188-193 ; 9781509015580 (ISBN) Asadi, S ; Hosseini Monazzah, A. M ; Farbeh, H ; Miremadi, S. G ; Sharif University of Technology
    Institute of Electrical and Electronics Engineers Inc  2017
    Abstract
    With the recent development in Non-Volatile Memory (NVM) technologies, several studies have suggested using them as an alternative to SRAMs in on-chip caches. However, limited endurance of NVMs is a major challenge when employed in the caches. This paper proposes a data manipulation technique, so-called Wearout Informed Pattern Elimination (WIPE), to improve the endurance of NVM-based caches by reducing the activity of frequent data patterns. Simulation results show that WIPE improves the endurance by up to 93% with negligible overheads. © 2017 IEEE  

    Investigating the effects of process variations and system workloads on endurance of non-volatile caches

    , Article 13th IEEE International Symposium on Defect and Fault Tolerance in VLSI and Nanotechnology Systems, DFT 2017, 23 October 2017 through 25 October 2017 ; Volume 2018-January , 2018 , Pages 1-6 ; 9781538603628 (ISBN) Hosseini Monazzah, A. M ; Farbeh, H ; Miremadi, S. G ; Cadence; IEEE; IEEE Computer Society; IEEE Fault-Tolerant Computing Technical Committee; IEEE Test Technology Technical Council (TTTC) ; Sharif University of Technology
    Institute of Electrical and Electronics Engineers Inc  2018
    Abstract
    With the development of Non-Volatile Memory (NVM) technologies in recent years, several studies suggest using them as an alternative for SRAMs in on-chip caches. One of the main challenges in replacing SRAMs with NVMs is limited endurance of NVMs (i.e. the maximum allowed number of write operations in an NVM cell). The endurance of NVM caches is directly affected not only by workload behaviors, but also by process variations (PVs). Several studies characterized the endurance of NVM caches but they do not consider the simultaneous effects of the PVs and the workloads. In this paper, we propose a high-level framework to investigate the endurance of NVM caches affected by the per-cell endurance... 

    Supervisory control of an anaerobic digester subject to drastic substrate changes

    , Article Chemical Engineering Journal ; Volume 391 , 2020 Ghofrani Isfahani, P ; Valverde Pérez, B ; Alvarado Morales, M ; Shahrokhi, M ; Vossoughi, M ; Angelidaki, I ; Sharif University of Technology
    Elsevier B.V  2020
    Abstract
    Anaerobic digestion (AD) is a green technology that has been applied for many years. One of the main problems in this process is controlling these bioreactors to maximize methane production. A supervisory control strategy has been proposed to improve the methane production rate in an anaerobic digestion process while minimizing the risk of process failure in the presence of several drastic feedstock changes. The inner loop consisted of a feedback control that manipulated the feed flow rate for achieving the desirable methane production rate. A rule based control strategy was used as supervisory control loop. This controller received the total volatile fatty acids concentration in the reactor... 

    Performance and Power-Efficient Design of Non-Volatile Shared Caches in Multi-Core Systems

    , M.Sc. Thesis Sharif University of Technology Shafahi, Mohammad Hassan (Author) ; Sarbazi Azad, Hamid (Supervisor)
    Abstract
    Emerging memory technologies such as STT-RAM, PCM and resistive RAM are probable technologies for caches and main memories of the future multi-core architectures. This is because of their high density, low leakage current and non-volatility. Nevertheless, the overhead of latency and energy consumption of write operation in these technologies are the main open problems. Previous works have suggested various solutions, in architecture and circuit levels, to reduce the writing overheads. In this research, we study the integration of STT-RAM in 3-dimensional multi-core environments; and propose solutions to address the problem of writing overheads when using this technology in cache... 

    Optimization and Modification of the Nanostructures Adsorbent for Reduction voc in Flue Gas (Benzene, Toluene, Xylene, Ethyl Benzene)

    , M.Sc. Thesis Sharif University of Technology Azaribeni, Adel (Author) ; Sayf Kordi, Ali Akbar (Supervisor) ; Mahdyarfar, Mohammad (Supervisor) ; Tasharrofi, Saiedeh ($item.subfieldsMap.e)
    Abstract
    In this study, In order to reduce volatile organic component (benzene, toluene, xylene and ethyl benzene) some appropriate nanostructures were used. First the appropriate nano structures were identified, then modified and optimized and finally characterized by XRD, SEM, ASAP. Appropriate nano adsorbent such as nano active carbon, single wall and multi wall nano carbon tubs , nano fiber carbon, graphene oxide, aluminum oxide particles, nano-zinc oxide , titanium oxide particles, 13x zeolite and extruded nano carbon tubes, were prepared and optimized, than evaluated from perspective of the crystal structure, surface area and porosity. nano active carbon, single wall and multi wall nano carbon... 

    Ivestigation of Some Properties of Lienard Equations

    , M.Sc. Thesis Sharif University of Technology kanigolzari, Anvar (Author) ; Hesaaraki, Mahmoud (Supervisor)
    Abstract
    In this thesis , we consider the generalized lienard system (dx/dt=1/(a(x)) [h(y)-F(x)])¦(dy/dt=-a(x)g(x) )and under suitable assumptions on a , F , g , h we obtain sufficient and necessary conditions for the intersection of all orbits with the vertical isocline y=F(x) . using these conditions we give some sufficient condition for the oscillation of solutions . then existence and uniqueness of periodic solutions for a kind of lienard equation with a deviating argument are studied . finally we study existence and uniqueness of limit cycles for the generalized lienard system(x ̇=ϕ(y)-F(x))¦(y ̇=-g(x))
     

    Modeling the formation of traditional and non-traditional secondary organic aerosols from in-use, on-road gasoline and diesel vehicles exhaust

    , Article Journal of Aerosol Science ; Volume 124 , 2018 , Pages 68-82 ; 00218502 (ISSN) Esmaeilirad, S ; Hosseini, V ; Sharif University of Technology
    Elsevier Ltd  2018
    Abstract
    In this study, we implement a numerical model to predict secondary organic aerosol (SOA) formation from semi- and intermediate-volatility organic compounds emitted from in-use gasoline and diesel vehicles. The model is formulated based on the volatility basis set (VBS) approach, and it accounts for OH oxidation of unspeciated low-volatility organics, which are classified by their volatility. This model incorporates SOA formation data from smog chamber and emission measurements of vehicle exhaust in a Hybrid framework to calculate the contribution of both traditional and non-traditional SOA precursors to total SOA formation observed in photo-oxidation experiments. Emission and SOA formation... 

    MASTER: Reclamation of hybrid scratchpad memory to maximize energy saving in multi-core edge systems

    , Article IEEE Transactions on Sustainable Computing ; Volume 7, Issue 4 , 2022 , Pages 749-760 ; 23773782 (ISSN) Shekarisaz, M ; Hoseinghorban, A ; Bazzaz, M ; Salehi, M ; Ejlali, A ; Sharif University of Technology
    Institute of Electrical and Electronics Engineers Inc  2022
    Abstract
    Most modern multi-core edge devices work in outdoor situations with limited power supplies like energy harvester and batteries. Therefore, energy consumption is a fundamental issue in which the memory subsystem has a significant role. Scratchpad memories (SPM) can provide a broad potential for energy saving. Still, due to the insufficient SPM capacity in such edge devices, a rigorous SPM data allocation scheme is necessary to reduce the energy consumption of the memory subsystem. Emerging non-volatile memories (NVMs) are very useful to reduce the energy consumption of the memory subsystem. Compared with SRAM, NVMs have lower leakage power and higher density, but the read and write latencies... 

    Derivative Pricing by Using Stochastic Volatility Model

    , M.Sc. Thesis Sharif University of Technology Jahangiri, Eshagh (Author) ; Zohuri Zangeneh, Bijan (Supervisor) ; Zamani, Shiva (Co-Supervisor)
    Abstract
    Option Pricing is one of the most challenging topics in the world of Finance. There are a lot of option pricing models such as Black-Scholes model, Binomial Trees model, Monte Carlo method and Stochastic Volatility model. The last one is the most famous among all of them. The profound financial crisis generated by the collapse of Lehman Brothers and the European sovereign debt crisis in 2011 have caused negative values of government bond yields both in the USA and in the EURO area. Therefore, Option Pricing Models should consider this fact. The stochastic volatility model of Oosterlee et al, notice a dynamic for interest rate and heeds interest rate as a stochastic factor. However, it does... 

    Optimization of solid-phase microextraction of volatile phenols in water by a polyaniline-coated Pt-fiber using experimental design

    , Article Analytica Chimica Acta ; Volume 581, Issue 1 , 2007 , Pages 71-77 ; 00032670 (ISSN) Mousavi, M ; Noroozian, E ; Jalali Heravi, M ; Mollahosseini, A ; Sharif University of Technology
    2007
    Abstract
    Solid-phase microextraction (SPME) coupled to gas chromatography (GC) was applied to the extraction of phenol and some of its volatile derivatives in water samples. The SPME fiber consisted of a thin layer of polyaniline, which was electrochemically coated on a fine Pt wire. The stability of the coating was such that it could be used at temperatures as high as 325 °C, without any deterioration. The effects of various parameters affecting the extraction efficiency were studied, simultaneously. From these, optimization of the extraction temperature, extraction time, coating thickness, sample pH, salt concentration and desorption time was carried out by means of a (26-2) fractional factorial... 

    Efficient post-plasma catalytic degradation of toluene via series of Co–Cu/TiO2 catalysts

    , Article Research on Chemical Intermediates ; Volume 48, Issue 10 , 2022 , Pages 4227-4248 ; 09226168 (ISSN) Ayub, K. S ; Zaman, W. Q ; Miran, W ; Ali, M ; Abbas, Z ; Mushtaq, U ; Shahzad, A ; Yang, J ; Sharif University of Technology
    Springer Science and Business Media B.V  2022
    Abstract
    Volatile organic compounds (VOCs) represent a very important class of pollutants that causes serious health effects. There is an urgent requirement to establish efficient technologies that can reduce and control VOCs. Non-thermal plasma (NTP) is an emerging technology that can decompose low concentration VOCs. However, the low efficiency and high power cost are major hindrances in its commercialization. In this work, Co–Cu with TiO2 support catalysts are prepared by using the deposition precipitation method and utilized in post-plasma catalysis for the efficient degradation of toluene selected as a model VOC. The synergistic effect of Co–Cu/TiO2 with different Co/Cu molar ratios along with...