Sharif Digital Repository

In this research, a study on Mirror Neuron and Active learning method was done based on the human capability of using their past knowledge in order to understand new systems faster and with more accuracy. Mirror ALM, A new modeling technique based on ALM was proposed that is capable of merging the IDS planes of an old system in order to improve the output of the modeling for a new system. This new technique was tested on a 3D function, state estimation of an inverted pendulum and finally in control procedure of an inverted pendulum. The results of the tests were compared with the classic ALM method to recognize the advantages and disadvantages of the introduced method. The results showed... 

Human brain is one the most efficient biological neural network that is capable of performing most complicated tasks in very short time. Visual system as a part of the brain can process the visual records from the environment and perform very useful processes on them. The information provided from visual system processes play important roles in human intelligence. In this thesis we introduce and investigate one of the well-known theories about visual system called gestalt theories. These theories tried to define how a biological neural network can perform such results. Gestalt theorists developed rules of perception to explain their ideas including Law of Pragnanz, Similarity, Closure,... 

The topic of influencing and regulating the behavior of communities is one which has always gathered attention by various governments, civic institutions, organizations and individuals. Research in this topic has recently been accelerated with the expansion of large scale online social networks. The massive moment of user data which exists in such settings has led to various researchers investigating methods to create new social behaviors such as habits, values and norms, with the core of these methods being the flow of ideas between social actors in order to create such social habits and behaviors.In this context, social norms are a core concept in social sciences and play a critical role... 

Complex networks have recently become a very noticeable subject because of their remarkable theory on real networks such as rumor spreading. This thesis contributes to a prevention strategy which uses a maximal clique algorithm to find overlapping communities and also uses inverse targeting immunization strategy to immune these communities. By the using maximal clique algorithm combined with inverse targeting strategy we have achieved that the TIK method (targeted immunization using k-clique percolation) obtains 10% of better immunization than HD (highest degree) method which is one of the best methods in targeted immunization strategies. The TIK also demonstrates that rumor spreading is... 

Various situations of drop impact on solid surfaces occur widely in natural phenomena and industrial applications, as well as involve in the development of some new technologies, such as, 3D printers, interfacial materials, microfluidics, and biotechnology. Therefore, the relevant investigations have been increasing considerably in the last two decades. Most of these studies are related to the simple case of vertical drop impact on horizontal stationary surfaces, while in most cases vertical/oblique drop impact on horizontal/inclined stationary/moving surfaces in the absence/presence of a crossflow and their various combinations occur. One of the most important situations is drop impact on... 

When a liquid drop impacts on a hot non-flat surface the curvature of the surface and its geometrical characteristics transmute the physical regimes and their boundary compared to a flat surface impact. The present experimental study is focused on water drop impingement on the mimetic solid semi-cylindrical convex and concave hot surfaces. The thermal versus inertia map of generated regimes is obtained, while some well-known regimes associated with a flat surface are not observed for the present non-flat impacts. The maximum spreading of the droplet is measured at different surface temperatures and impact Weber numbers for the case of droplet impingement on the convex surface. In directrix... 

Co-movement between inflation and nominal interest in response to an interest rate shock, dubbed neo-fisherianism, has been the subject of contentious debate since the advent of non-inflationary ZLB environment. We design an economic model rich with banking features to understand the economic responses to permanent and long-term interest rate shocks. We find that responses to a permanent positive interest rate shock depend on the monetary authorities’ speculation of the new long-term inflation rate, with the most probable outcome being a permanent increase in inflation. Responses to a long-term positive interest rate shock depict an increase and then decrease in inflation. We also discover... 

Gasoline consumption resulting from vehicular traffic is one of the most significant factors influencing the emission levels of pollutants. Since the sold gasoline at fuel stations does not necessarily translate into vehicular traffic, tracing the final consumer becomes challenging. hence, estimating the impact of gasoline consumption on air pollution is accompanied by biased results. Moreover, the COVID-19 outbreak, acting as an exogenous shock, has provided an opportunity to use data such as COVID-19 and intercity travel as instrumental variables, gasoline consumption, and emission levels, between 2018 and 2020, show unbiased estimates of the effect of gasoline consumption on air... 

Market making is a fundamental trading topic in which an agent creates liquidity in an asset by offering to buy and sell on that security. The challenging problem in market-making is related to inventory risk, which may cause the accumulation of unfavorable positions at the end of the market and create losses. Algorithms are designed for making trades to choose the buying and selling prices and the number of orders by predicting the price to minimize the amount of security in the market maker’s portfolio. In this paper, first, we examine the different market-making algorithms and evaluate their performance in the financial markets of Iran. Then, a model using the reinforcement learning... 

We investigate order book events impacts on price movement, using the 31 stocks from the Tehran Stock Exchange. We show that in a low-depth market the mid-price change is explained mainly by a linear relationship with our proposed explanatory variable, modified order flow imbalance that represents the depth-adjusted differences of first level orders volumes in different sides of order book. Our results shows that the bid and ask spread has a negative effect on the power of events to move the price  

The average annual turnover of Iranian mutual funds is 330 percent during the years 2011 to 2017. Such a high-volume trading imposes substantial transaction costs on the funds and their investors. Transaction costs comprise four different types of costs: In addition to taxes and commissions, there are other transaction costs originating from bid-ask spread and price impact, which need more complicated procedures to assess. By using high-frequency data and the information in the fund’s seasonal financial statements, the transaction costs of fifteen Iranian mutual funds are estimated. These funds spent 11 percent of their value on the trading costs per anum. Furthermore, the relation between... 

Since past time, market practitioners and speculators have attempted to use the existent market gaps and opportunities like arbitrage. While some investors buy stocks based on the available financial information of particular companies, others, by using different strategies, try to make profit out of it, based on true realization of the market and its behavior. This strategies will create the profitability by providing different situations including risk hedging and swing trading opportunities .In this context, researchers have designed various strategies for recognizing the assets that have high return potential. One of these strategies in trading with financial tools, is pair trading... 

One of the risk factors of financial assets is liquidity. Identifying factors affecting liquidity helps us to predict stock liquidity and to control the risk of investing. The purpose of this research is to identify these factors in Tehran Stock Exchange. We use the data of 48 companies between1388 and 1392. Our results show that the liquidity follows a weekly and a monthly cycle. Stock return, market return, stock return volatility, market return volatility and trading volume are among the factors which affect stock liquidity. In addition, the reaction of liquidity changes to positive or negative stock return is asymmetric, and the effect of negative stock return is more influential. Our... 

People use social networks to share millions of stories every day, but these stories rarely become viral. Can we estimate the probability that a story becomes a u/rof cascade? If so, can we find a set of users that are more likely to trigger viral cascades? There are many factors influenced the message virality. In this thesis, we investigate the effect of graph structure, diffusion pattern as well as the message text on virality measure. Finally, the authors solve both source localization and inferring COVID-19 network via propsed methods.First, the authors investigate probability estimation and maximization of cascade virality. In this section, we develop an efficient viral cascade... 

A social network is a social structure made up of individuals (or organizations) called ”nodes”, which are tied by one or more specific types of interdependency. These networks are new forms of distributed larg media which actually plays a critical role in distributing information and news among the people. because of the size and autonomos aspect of these kind od medias, taking control of them seems impossible. with the best hope we could think of some ways to detect information cascades through network.for example we could select a set of nodes as sensor inorder to detect information cascades as effectively as possible. in this thesis we studied cascade detection problem in scenario based... 

Complex networks serve as generic models for many social, technological and biological systems that have been shown to share a number of common structural properties such as power-law degree distribution and small-worldness. These networks determine interactions and influence the spread of diseases, behaviours and ideas. Epidemics and failures like new behaviours ideas and innovations can spread throughout a network and prevent it from doing its functionalities. In this work, we investigate error and attack tolerance of epidemic spreading in complex networks. The main content of this thesis is arranged in three sections as follows: Firstly, the effect of random and systematic failures is... 

Active Learning Method (ALM) is a soft computing methodology which has been used for modeling and control. Unlike the good results of ALM’s ability, there is not any analytic expression to prove its power, because ALM’s main operators don’t satisfy fuzzy S-norm & T-norm properties. This problem considered from three viewpoints: Mathematics, Geometry and fuzzy sets. In this paper, we try to introduce two new operators based on morphology to satisfy three conditions: at first, they must be fuzzy S-norm and T-norm to confirm the committal of fuzzy set theory. Secondly, they must satisfy Demorgans law, because they are complement of each other. And finally, they resemble the main operators of... 

Lateral spreading is defined as finite lateral displacement of mildly sloping grounds or those ending in free faces induced by liquefaction. The phenomenon of lateral spreading caused by liquefaction in coastal areas and mildly sloping grounds has caused significant damage to deep foundations of engineering structures such as bridge and buildings in severe earthquakes. Since earthquake is unavoidable, therefore, it is necessary to provide appropriate solution to reduce the effects of liquefaction induced lateral spreading. Despite conducting various laboratory and field studies by previous researchers, there is still no comprehensive approach to evaluate the effects of lateral spreading on... 

Liquefaction-induced lateral spreading is one of the most challenging problems in geotechnical earthquake engineering. This phenomenon may impose severe damages on deep foundations in large earthquakes. In this study, six physical modeling are designed, built and tested to investigate the effects of lateral spreading on deep foundations and also assess one mitigation method. The experiments were conducted using 1g shake table of Sharif university of technology. In this respect, a large laminar shear box with outer dimensions of 420, 240 and 180 cm was designed and constructed. The laminar shear box consisted of 23 steel laminates with inner dimensions of 306×172 cm. Four experiments were... 

Lateral spreading is the downstream movement of mild slopes or free fronts occurring due to soil liquefaction during a dynamic loading such as an earthquake. The magnitude of this movement can be from a few centimeters to tens of meters depending on parameters such as slope length, soil type, cyclic loading intensity, etc. Large displacements caused by this phenomenon can cause severe damage to some structures and infrastructures located in the direction of their movement. Numerous articles and reports of damage caused by the lateral spreading of soil have been presented during several earthquakes. Understanding this phenomenon and observing and testing its effective parameters can help...