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Total 54 records

    Stale Pricing in Mutual Funds

    , M.Sc. Thesis Sharif University of Technology Aliabadi Farahani, Ebrahim (Author) ; Barakchian, Mahdi (Supervisor) ; Ebrahimnejad, Ali (Supervisor)
    Abstract
    One of the advantage of the mutual funds is their liquidity. They should pay back investor’s money based on Net Asset Value (NAV) anytime they request. Sometimes, NAV computed by fund is different from the real value of it. This error in pricing could be more intense in Iran because Iran stock market liquidity is low, ticker become closed frequently, and stocks can’t be traded and the change of price in one day has the limitation. All of these reasons make the price of stock in Iran stale which doesn’t contain the latest market information. The staleness of stock price makes the return of funds predictable and provide the opportunity of arbitrage which causes the transfer of the wealth among... 

    Fair and Strategic Division of Resources

    , Ph.D. Dissertation Sharif University of Technology Seddighin, Masoud (Author) ; Ghodsi, Mohammad (Supervisor)
    Abstract
    In this study, we consider the fair division problem. In this problem, a heterogeneous resource must be fairly divided among a set of agents with different preferences.The resource can be either a divisible good (i.e., time, land), or a set of indivisible goods. When the resource is a single divisible good, the problem is commonly known as cake cutting. To measure fairness, several notions are defined, i.e., envy-freeness, proportionality, equability, maximin-share. In this thesis, we first give a formal definition of these notions. Next, we present our results for envy-freeness and maximin-share.First, we prove the existence of an allocation that guarantees each agent a factor 3/4 of his... 

    Differential Item Functioning (DIF)in Terms of Gender in a High Stakes Test

    , M.Sc. Thesis Sharif University of Technology Tayebi, Alireza (Author) ; Salehi, Mohammad (Supervisor)
    Abstract
    Validation is an important enterprise especially when the test to be validated is a high-stakes one the results of which bring about life-changing implications for the candidates (Roever, 2001). Messick’s (1988) notion of construct irrelevant factors is pertinent in test validation. Demographic variables like gender, field of study and age can affect test results and interpretations. A fair test needs to be neutral when it comes to construct irrelevant factors such as gender. Differential Item Functioning is a way of making sure that the test does not favor one group of test takers over the others. The current study investigated differential item functioning (DIF) in terms of gender in the... 

    Performance Evaluation of Applied Scheduling Algorithms Based on Weighted Fair Queuing for Elastic Traffic

    , M.Sc. Thesis Sharif University of Technology Allahyar, Ehsan (Author) ; Movaghar Rahimabadi, Ali (Supervisor)
    Abstract
    Queuing algorithms are used in packet forwarding elements such as routers or switches and the goal is to minimize transmission delays as well as to help manage network congestions. On the other hand, over 90 to 95% of the packets in the Internet use TCP and correspond to the transfer of digital documents of one form or another (Web pages, data files, MP3 tracks etc.) ; this kind of traffic is called elastic. In this thesis, we present a new Start-time Fair Queuing (SFQ) algorithm called Weighted Start-time Fair Queuing (WSFQ) which is more efficient and achieves better fairness than SFQ in the presence of small and huge elastic traffic flows. WSFQ scheduler, like SFQ uses a start time... 

    Design of a Traceable Optimistic Fair Exchange Protocol

    , M.Sc. Thesis Sharif University of Technology Ganjavi, Ramin (Author) ; Salmasizadeh, Mahmoud (Supervisor)
    Abstract
    Fair exchange of digital items through computer network is an important research topic of modern cryptography. Generallty, a fair exchange protocol is a way which helps two parties to exchange their digital items fairly, so that at the end of the protocol execution, both parties recieve their desirable items or none of them recieves anything. In a practical applications, fair exchange protocol is widely used in different but related fields like contract signing protocols,non-repudiation protocols,e-ayment system and certified e-mails. In a fair exchange protocol, a trusted third party (TTP) acts as an arbitrator between two parties. To reduce the traffic load of the arbitrator, the concept... 

    Opportunistic Fair Resource Allocation for Multi-Cell Wireless Networks

    , M.Sc. Thesis Sharif University of Technology Shahsavari, Shahram (Author) ; Hossein Khalaj, Babak (Supervisor)
    Abstract
    In recent years, introduction of new technologies has highlighted the need to more data rate in mobile networks. Classical methods of resource allocation in mobile networks cannot respond to this huge demand for data rate because of their limitations. Resource allocation, as one of the operators’ tasks, plays a key role in the network efficiency and users’ data rate. Opportunistic resource allocation and scheduling have gained attention in recent years. On the other, using single-channel (frequency reuse-1) networks is also one of the methods to improve data rate in mobile networks. It is expected that the use of opportunistic scheduling in single-channel networks can repond to the huge... 

    An Optimistic Fair Exchange Protocol for Proxy Signatures

    , M.Sc. Thesis Sharif University of Technology Ghorbani, Kosar (Author) ; Salmasizadeh, Mahmoud (Supervisor)
    Abstract
    Increasing use of World Wide Web and users tend to accompany in the electronic transaction has caused a fair exchange becomes very important and pervasive electronic transaction. These transactions have a lot of usage and benefits. In this study, the optimistic fair exchange has been studied. It is a special case of the fair exchange while having more advantages than the fair exchange. A situation considered that a signer could not sign a message by himself so he delegates his right in signing to a person as a proxy signer. In this study, a protocol of optimistic fair exchange for proxy signature is presented. So, the proxy signer can accompany in the optimistic fair exchange instead of the... 

    Improving Throughput and Secrecy Throughput Performance in Wireless Powered Communication Networks

    , Ph.D. Dissertation Sharif University of Technology Rezaei Estakhrooeieh, Roohollah (Author) ; Pakravan, Mohammad Reza (Supervisor)
    Abstract
    In wireless powered communication networks (WPCNs), wireless nodes are charged via an access point. In these networks, an access point transfers power to the nodes, and then, the nodes use the received power to transmit their information to the access point. Due to the wireless transmission of the information, eavesdropping of it is an important vulnerability in these networks. The conventional method to resolve this security problem is using cryptography algorithms. However, this method needs key management and complex encryption algorithms to be used by the nodes, which may not be applicable. Physical layer security (PLS), which uses the channel characteristics, is a more suitable way to... 

    A Study of Management Policies of Shared Resources in Modern SSDs with Multi-Programming

    , M.Sc. Thesis Sharif University of Technology Mohammad Hassani, Arghavan (Author) ; Sarbazi Azad, Hamid (Supervisor)
    Abstract
    Solid State Drives (SSDs) have an electronic architecture based on non-volatile memories. The unique merit of a SSD is its internal parallelism. Thus, adopting SSDs as the storage media in the storage systems in various devices, such as smart phones, personal computers, large workstations, and etc., improves the performance of the device, substantially. However, the conventional host interface protocols in SSDs, i.e. SATA and SAS, have critical limitations, like low bus bandwidth (maximum 12Gbps), and a single shared request queue. With such limitations, the host interface turns into a performance bottleneck in conventional SSDs. Therefore, the high performance provided by such SSDs cannot... 

    Fair and Efficient Cake Cutting

    , M.Sc. Thesis Sharif University of Technology Mirfakhar, Amir Mahdi (Author) ; Ghodsi, Mohammad (Supervisor)
    Abstract
    Cake Cutting is an old problem that studies how to allocate a resource among a number of agents to achieve fairness or maximize the revenue by selling the chunks fairly. The primary assumption in the conventional methods of studying Cake Cutting was that the allocator knows everything about the agents and their valuation functions for the different cuts of the cake, which could be impossible in real life. Here we addressed a new setting for an online Cake Cutting problem with unconnected pieces and studied four different objectives upon the setting. There we studied fair and efficient Online Cake Cutting by means of linear fairness and envy freeness. We also added a payment rule to study the... 

    Lexicographic max-min approach for an integrated vendor-managed inventory problem

    , Article Knowledge-Based Systems ; Vol. 59 , 2014 , pp. 58-65 ; ISSN: 09507051 Pasandideh, S. H. R ; Niaki, S. T. A ; Niknamfar, A. H ; Sharif University of Technology
    Abstract
    Simultaneous reductions in inventory of raw materials, work-in-process, and finished items have recently become a major focus in supply chain management. Vendor-managed inventory is a well-known practice in supply chain collaborations, in which manufacturer manages inventory at the retailer and decides about the time and replenishment. In this paper, an integrated vendor-managed inventory model is presented for a two-level supply chain structured as a single capacitated manufacturer at the first level and multiple retailers at the second level. Manufacturer produces different products where demands are assumed decreasing functions of retail prices. In this chain, both the manufacturer and... 

    A traceable optimistic fair exchange protocol

    , Article 2014 11th International ISC Conference on Information Security and Cryptology, ISCISC 2014 ; 2014 , pp. 161-166 ; ISBN: 9781479953837 Ganjavi, R ; Asaar, M. R ; Salmasizadeh, M ; Sharif University of Technology
    Abstract
    An Optimistic fair exchange (OFE) protocol is a good way for two parties to exchange their digital items in a fair way such that at the end of the protocol, both of them receive their items or none of them receives anything. In 2008, Huang et al. presented an efficient OFE protocol, but there is a security problem in their scheme. If the trusted third party (TTP) is dishonest and colludes with the verifier, the TTP can complete the transaction without getting signer's agreement. To solve this problem, we propose an OFE protocol in which there is a tracing algorithm to detect the party who completes the transaction. Furthermore, we obtain the accountability property introduced by Huang et al.... 

    On the fairness of airlines' ticket pricing as a result of revenue management techniques

    , Article Journal of Air Transport Management ; Vol. 40, issue , August , 2014 , pp. 56-64 ; 09696997 Aslani, S ; Modarres, M ; Sibdari, S ; Sharif University of Technology
    Abstract
    Pricing and availability of tickets have always been a source of confusion for customers in transportation industries. What is the best time to buy tickets? Why passengers taking the same flight might pay significantly different prices for the same seat? Why round trip tickets between two cities sometimes become cheaper than the one-way flights between them? Is it fair to buy a ticket for an itinerary cheaper than a ticket for just a part of it? These observations make customers wonder why they pay higher prices for shorter flights. In this paper, we study the airlines' revenue management systems and explain some of these pricing schemes in travel industries. We develop a simulator to study... 

    Bacterial foraging search in unstructured P2P networks

    , Article Canadian Conference on Electrical and Computer Engineering ; 2014 Sharifkhani, F ; Pakravan, M. R ; Sharif University of Technology
    Abstract
    In this paper, a new search algorithm in heterogeneous hierarchical unstructured p2p networks is presented which takes into account heterogeneity of peers such as upload bandwidth, life time in the network and process capacity in its peer discovery policy as factors that influence download performance and user satisfaction. One advantage of this algorithm is that it can be performed in a completely unstructured network without imposing any change on network topology and file replication. However, it obviously decreases file download time as it is designed to discover broad-bandwidth nodes with a higher probability. This property results in a fair distribution of load over heterogeneous p2p... 

    Information theoretic cutting of a cake

    , Article 2012 IEEE Information Theory Workshop, ITW 2012 ; 2012 , Pages 517-521 ; 9781467302234 (ISBN) Delgosha, P ; Gohari, A. A ; Sharif University of Technology
    Abstract
    Cutting a cake is a metaphor for the problem of dividing a resource (cake) among several agents. The problem becomes non-trivial when the agents have different valuations for different parts of the cake (i.e. one agent may like chocolate while the other may like cream). A fair division of the cake is one that takes into account the individual valuations of agents and partitions the cake based on some fairness criterion. Fair division may be accomplished in a distributed or centralized way. Due to its natural and practical appeal, it has been a subject of study in economics under the topic of 'Fair Division'. To best of our knowledge the role of partial information in fair division has not... 

    Precoding in relay networks with frequency selective channels

    , Article Conference Record - Asilomar Conference on Signals, Systems and Computers ; 2012 , Pages 537-541 ; 10586393 (ISSN) ; 9781467350518 (ISBN) Schad, A ; Khalaj, B ; Pesavento, M ; Sharif University of Technology
    Abstract
    We consider a wireless network with one source, multiple relays and multiple destinations. The source and the relays are assumed to utilize multiple antennas. To reduce the effects of the frequency selective source-to-relay and relay-to-destination channels, and to compensate for the different delays of the various signal paths in the network and for multi-user interference and noise, the source, the relays and the destinations apply linear filtering to their signals. The proposed scheme generalizes the recently proposed filter-and-forward relaying scheme. We propose an iterative algorithm to solve the problem of maximizing the quality-of-service at the destinations. Simulation results... 

    A novel contention window control scheme for IEEE 802.11 WLANs

    , Article IETE Technical Review (Institution of Electronics and Telecommunication Engineers, India) ; Volume 29, Issue 3 , 2012 , Pages 202-212 ; 02564602 (ISSN) Balador, A ; Movaghar, A ; Jabbehdari, S ; Kanellopoulos, D ; Sharif University of Technology
    2012
    Abstract
    In the IEEE 802.11 standard, network nodes experiencing collisions on the shared medium need a mechanism that can prevent collisions and improve the throughput. Furthermore, a backoff mechanism is used that uniformly selects a random period of time from the contention window (cw) that is dynamically controlled by the Binary Exponential Backoff (BEB) algorithm. Prior research has proved that the BEB scheme suffers from a fairness problem and low throughput, especially under high traffic load. In this paper, we present a new backoff control mechanism that is used with the IEEE 802.11 distributed coordination function (DCF). In particular, we propose a dynamic, deterministic contention window... 

    Importance of factors effective upon consumers' perception of fairness in dynamic pricing: An fcm approach SUBMITTED to: ICAI

    , Article Proceedings of the 2011 International Conference on Artificial Intelligence, ICAI 2011 ; Volume 2 , 2011 , Pages 698-705 ; 9781601321855 (ISBN) Dehdashti, Y ; Lotfi, N ; Namin, A. T ; Najmi, M ; Univ. California, Berkeley, BISC; HST Harvard Univ. MIT, Biomed. Cybern. Lab.; Univ. Texas Austin, Intelligent Data Explor. Anal. Lab.; Univ. South. California, CACS; University of Minnesota, Minnesota Supercomputing Institute ; Sharif University of Technology
    Abstract
    This article build upon fairness in pricing -i.e. a perceived fairness judgment by a buyer of a seller's prices (Haws and Bearden, 2006) - and dynamic pricing - a strategy in which prices vary over time, consumers, and/or circumstances (Haws and Bearden, 2006) - an analysis of the importance of the factors influencing consumers' perception of fairness. Specifically, it uses fuzzy cognitive maps on the model proposed by Haws and Bearden (2006) to find the most important path leading to consumer satisfaction with the price. The FCM analyzes the responses of a group of 30 experts from 4 leading companies in medical equipment importing to find the most important paths  

    A new cost function for game theoretic SIR-based power control algorithms

    , Article IWCMC 2011 - 7th International Wireless Communications and Mobile Computing Conference, 4 July 2011 through 8 July 2011 ; July , 2011 , Pages 1147-1151 ; 9781424495399 (ISBN) Pasandshanjani, E ; Khalaj, B. H ; Moghaddam, M. S ; Sharif University of Technology
    2011
    Abstract
    In this paper, we introduce a new cost function for SIR-Based uplink power control algorithms that takes into account transmission power level as well as target Signal-to-Interference Ratio (SIR) deviation. Existence of Nash equilibrium point, its uniqueness and the algorithm convergence are proved in the framework of so-called standard power control schemes. As shown through simulations, the proposed method results in significant transmit power reduction while achieving almost the same average SIR level. In addition, it is shown that the new scheme results in improved overall network fairness in comparison with another algorithm  

    Modeling real-time coordination systems using timed Bchi automata

    , Article 2011 CSI International Symposium on Computer Science and Software Engineering, CSSE 2011, 15 June 2011 through 16 June 2011 ; June , 2011 , Pages 17-24 ; 9781612842073 (ISBN) Ahmadi Danesh, Z ; Izadi, M ; Sharif University of Technology
    2011
    Abstract
    Reo is an exogenous coordination language for synthesizing components participating in a component-based system. The notion of Bchi automaton over streams of records (BAR for short) is a proposed operational semantics for Reo that covers several aspects of coordination strategies such as synchronization, context dependencies and fairness constraints. In this paper and for the purpose of modeling real-time coordination systems specified by Reo, we present a timed version of BARs as the acceptors of timed streams of records. We show that timed BAR and its streams of records based semantics are more standard and also more expressive than timed constraint automaton which is the first proposed...