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motaghinasab--samira
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The Calculation of Margin Requirements For Gold Futures Contracts By Using Conditional Extreme Value Theory
, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor)
Abstract
Futures exchanges require a margin requirement that ensures their competitiveness and protects against default risk. The purpose of a margin requirement is to protect a clearinghouse from members’ defaults resulting from big losses due to adverse movement of futures prices. Extreme movements are central to the margin setting problem, because only a large price variation may cause brokers to incur losses. So in this study according to recent default in gold futures in Iran Mercantile Exchange we apply extreme value theory for computing unconditional and conditional optimal margin levels based on Block-Maxima and Peak over threshold approaches.The results show that at very high confidence...
Laboratory Study of Transverse Dispersion and Hydrodynamic of Continuous Flow Around Cylindrical Cylinders
,
M.Sc. Thesis
Sharif University of Technology
;
Jamali, Mirmosadegh
(Supervisor)
Abstract
In this study, by performing a series of experiments, the effect of the presence of cylinders on the formation of vortices and the interaction of cylinders on each other and, finally, transverse propagation in a steady flow are investigated. The cylinder cylinders that are in the direction of the motion of the water, have a significant effect on the hydrodynamic aspects and propagation in these streams. In the pattern of flow around cylindrical cylinders, with increasing Reynolds number, the vortex behind the stem begins to oscillate and when they reach, vortices flow into the stream. The flow velocity field, the formation and vortex fluctuation, affects the process of particle propagation...
Disc size markedly influences concentration profiles of intravenously administered solutes in the intervertebral disc: A computational study on glucosamine as a model solute
, Article European Spine Journal ; Vol. 23, issue. 4 , April , 2014 , p. 715-723 ; Shirazi-Adl, A ; Parnianpour, M ; Urban, J. P. G ; Sharif University of Technology
2014
Abstract
Purpose: Tests on animals of different species with large differences in intervertebral disc size are commonly used to investigate the therapeutic efficacy of intravenously injected solutes in the disc. We hypothesize that disc size markedly affects outcome. Methods: Here, using a small non-metabolized molecule, glucosamine (GL) as a model solute, we calculate the influence of disc size on transport of GL into rat, rabbit, dog and human discs for 10 h post intravenous-injection. We used transient finite element models and considered an identical GL supply for all animals. Results: Huge effects of disc size on GL concentration profiles were found. Post-injection GL concentration in the rat...
Computational pharmacokinetics of solute penetration into human intervertebral discs-Effects of endplate permeability, solute molecular weight and disc size
, Article Journal of Biomechanics ; Volume 45, Issue 13 , 2012 , Pages 2195-2202 ; 00219290 (ISSN) ; Shirazi Adl, A ; Urban, J. P. G ; Parnianpour, M ; Sharif University of Technology
2012
Abstract
A finite element model is developed to predict the penetration time-history of three different solutes into the human lumbar disc following intravenous injection. Antibiotics are routinely administered intravenously in spinal surgery to prevent disc infection. Successful prophylaxis requires antibiotics to reach adequate inhibitory levels. Here, the transient diffusion of cephazolin is investigated over 10. h post-injection in a human disc model subject to reported concentrations in the blood stream as the prescribed boundary sources. Post-injection variation of cephazolin concentrations in the disc adjacent to supply sources closely followed the decay curve in the blood stream and fell...
Computational investigation of sulphate diffusion into the dog disc
, Article 2011 18th Iranian Conference of Biomedical Engineering, ICBME 2011, 14 December 2011 through 16 December 2011 ; December , 2011 , Pages 161-164 ; 9781467310055 (ISBN) ; Shirazi Adl, A ; Urban, J ; Parnianpour, M ; Hoviattalab, M ; Sharif University of Technology
2011
Abstract
We proposed a model to investigate the transient diffusion of drug (sulphate) into the intervertebral disc. Using finite element method, drug diffusion was simulated and the concentration of diffused drug in each region of disc including Nucleus pulpous (NP), Inner annulus fibroses (IA), and Outer annulus fibroses (OA) was measured. In addition, to investigate the role of CEP permeability on the amount of diffused drug, model was simulated with different cartilage endplate (CEP) permeability. Having obtained concentration distribution for different cases, it was clearly shown that the amount of diffused drug is affected by the endplate permeability and the more permeable CEP, the more...
Transient Diffusion of Drugs into the Intervertebral Disc using Finite Element Method
, M.Sc. Thesis Sharif University of Technology ; Parnianpour, Mohammad (Supervisor) ; Hoviattalab, Maryam (Supervisor) ; Shirazi Adl, Abolfazl (Co-Advisor)
Abstract
In this study, transient diffusion of drug into the intervertebral disc is considered. The amount of Diffused drug from the blood into the intervertebral disc of dog is measured and concentration of drug is calculated for each region of the intervertebral disc including nucleus pulpous, inner annulus fibroses and outer annulus fibroses. Using finite element method, it is shown that the amount of drug diffusion into the intervertebral disc is affected by some parameters such as the type of drug, dose if drug and endplate calcification. This research is done in two parts: In first part, diffusion of drug (sulphate) into the dog intervertebral disc is investigated to compare the obtained...
Nanoparticle-based optical sensor arrays
, Article Nanoscale ; v. 9 , 2017 , pages 16546 – 16563 ; 2040-3364 ; Bigdeli, Arafeh ; Ghasemi, Forough ; Golmohammadi, Hamed ; Abbasi-Moayed, Samira ; Farahmand Nejad, M. Amin ; Fahimi-Kashani, Nafiseh ; Jafarinejad, Somayeh ; Shahrajabian, Maryam ; Sharif University of Technology
Royal Society of Chemistry
2017
Abstract
As in many other methods that have integrated nanoparticles (NPs), the chemical nose/tongue strategy has also progressed greatly since the entrance of NPs into this field. The fascinating tunable physicochemical properties of NPs have made them powerful candidates for array-based sensing platforms and have enabled the development of real-time, sensitive and portable systems that are able to target complex mixtures of analytes. In particular, the unique optical properties of NPs have a key role in providing promising array-based sensing approaches. This review will describe the main aspects and processes of most common NP-based optical sensor arrays. The fundamental steps in the design of a...