Sharif Digital Repository

The process of portfolio construction and optimization can be broken down into three main steps: selecting appropriate assets, allocating capital, and monitoring and adjusting the portfolio. This study focuses on evaluating the performance of the Hierarchical Risk Parity (HRP) method for capital allocation in investment portfolios, specifically in Iran’s capital market. The aim is to enhance the method's effectiveness by implementing alternative correlation calculation approaches, such as Wavelet and Chatterjee correlations. The study utilizes three different portfolios containing assets from the Tehran Stock Exchange, the US stock market, and the cryptocurrency market. The primary objective... 

The structure and energy of vitamin B1 (Thiamine), vitamin B2 (Riboflavin) and vitamin B6 (Pyridoxine) have been studied employing quantum mechanical calculation, DFT methods at B3LYP level using 6-311+G* basis set. Values of the coupling constants involving carbon-hydrogen and hydrogen-hydrogen on the torsion angle α and β were theoretically calculated. All Karplus equations which represent the correlation between coupling constants 1JCH, 2JHH, 2JCH, 3JHH, 3JCH and proper dihedral angle have been yielded. The effect of three solvents, water, ethanol and carbon¬ tetrachloride with different polarity on coupling constants, energy and structural parameters were calculated employing PCM model.... 

In recent decades, the idea of multiverse has been raised in several areas of physics for different reasons. One of the interpretations of quantum mechanics, the inflation theory in cosmology and string theory in fundamental physics have led to the multiverse idea. On the other hand, after the problem of fine-tuning of the constants of nature became a hot topic in recent decades, physicists have tried to find a way to explain this puzzle. One of the most important approaches that have been suggested by some physicists, as a scientific explanation for this problem, is the idea of multiverse and they are even willing to set aside the principle of observability to confirm physical... 

In this thesis, various fractional order controllers (FOCs), e.g., FO-PID, FO-TID, CRONE and FO-Lead/Lag, are implemented using PLC. For this purpose first, several methods are used to approximate the differentiator and integral operators. Based on these methods, the equivalent rational transfer functions of the fractional order controllers are obtained. Then, using STEP7 software, the FOCs are implemented in Siemens PLC. Moreover, to facilitate the use of the implemented FOCs in the industry and to take full advantage of the controllers, WinCC software as an interface between human and machine (HMI) is used. The WinCC software enables the operator to access the PLC through a computer (PC)... 

Artificial neural networks are mathematical models inspired by the nervous system and brain. The types and applications of these networks are very widespread nowadays, and it seems that they can be used to track the signals well and estimate the data of the next. In this research, we try to present a model that can predict the future of the trend of noisy signals that have unpredictable behavior, or in other words, chaotic signals. Such research is also widely used in the medical sciences, including the diagnosis of epileptic seizures or heart attacks. In this research, a study with high volatility financial data has been done as an example on this issue and the proposed model tries to be... 

In the recent years, photonic crystal (PhC) devices vastly have been paid attention due to their ignorable loss, very low group velocity, flexibility in shape and dimension.In this thesis a PhC coupled cavity ring known as superresonator is introduced and its properties and applications is studied. Also modes of the structure are extracted through both coupled-resonator model and FDTD method, and two of its application is described and studied. Add-drop filter is one of the essential devices in WDM systems. First, an application of superresonator in designing add-drop filters is explained and a novel filter based on the superresonator is introduced and analyzed by FDTD and coupled mode... 

First, we peruse the intraction between a quantized light and a two level atom which has been described by Janes-Cummings-Paul Hamiltonian. By solving Heisenberg equations in Fourier space and describing electric field by a generalized-transverse Green function, we obtain spectral density for a quantum dot which is in the strong coupling to a slab photonic crystal cavity. Afterward, by solving Shrouding equations precisely we demonstrate when quantum dot is in a very strong coupling to cavity, rotate wave approximation is not reliable anymore. It means that if coupling constant gets comparable to cavity mode frequency then the prevalent approach to solve this Hamiltonian will not be correct.... 

Cavity Quantum Electro-Dynamics (CQED) in Weak, Strong and Ultra-Strong coupling Regimes are studied. A MATLAB m-file is written which is able to solve any arbitrary CQED configuration. This program demands input data such as number of Quantum Dots, number of energy levels of each Quantum Dot, energies of each energy level of Quantum Dots, Number of cavity modes, eign-frequency of each cavity mode, coupling constant, dipole strength of each allowed transition of Quantum Dots and initial state of system from user and begins to solve the Schrodinger equation for annihilation and atomic ladder operators. In addition, coefficients of each possible ket will be calculated. Since, any approximation... 

In this project, we were intended to study the ultra-strong coupling in optical waveguides. Hence, we analyze the interaction of an electromagnetic wave with a quantum well embedded in a dielectric slab waveguide. First, we designed a QW with and alloys, which the energy of its electron-heavy holes transition is . By exploiting the envelope function approximation, we derived the wavefunction of electrons and holes, their eigen-energies, and the dipole moment of electon-holes. For finding the wavefunction of holes and their eigen-energies, we used the Luttinger Hamiltonian. Next, we calculated the electrical susceptibility of a three level quantum system (as a model for QW), by using... 

Thin Walled Beams are widely used in engineering applications with the minimum weight design criteria, ranging from civil to aerospace and many other industrial fields. The weight reduction of the beam leads to importance of the dynamic behavior of the structure. Frequently used thin walled beams have low torsional stiffness and their torsional deformations may be of such magnitudes that it is not adequate to treat the angles of cross section rotation as small. When the vibration amplitudes are moderate or large, the geometric nonlinearity must be included and some new phenomena which do not exist in linear torsional dynamic come into play. Unfortunately, the equations of motion of nonlinear... 

The aim of this thesis is the concept extraction of sequential patterns for imitative learning for humanoid robots. In such a way that an existent that has the physical and cognitive similarities, begins to extract concepts and learns by observing the behavior of the other existent. In this project, it is assumed a humanoid robot that can understand the concepts such as hello, goodbye and different concepts and does the corresponding actions from the visual and auditory information. In this thesis, a new model has been presented to eliminate the improper and meaningless elasticity in patterns sequence, such as changes in accent or elasticity in movements. This model is called the fuzzy... 

In the recent years, field effect transistor has been made by using graphane. But there has not been any study about bipolar transistor. Bipolar transistor can’t be constructed using graphene due to the fact that its band gap is zero. So in this thesis, in an attempt to remove this difficulty, the bipolar transistor made using graphane has been investigated and their property has been compared to those of three dimensional silicon transistors.
At the beginning of the thesis, we will have a review of graphane diode and will consider the procedure for evaluating its current which would be the report of what has been done sofar. After that we made graphane transistor using graphane diode... 

In this M.Sc. thesis the behavior patterns of the cavity quantum electrodynamics of complex systems are analyzed, such systems are quantum optic multi-partite systems and consist of an arbitrary number of quantum dots in interaction with arbitrary number of cavity modes.
First, the coefficients matrix of the ket sate of the system was measured, in order to achieve it; the general time-dependent state of the most general possible system was specified. Its related Hamiltonian was written, and finally the Schrodinger equation was measured in different coupling regimes. It was done in Schrodinger picture without any approximation.Second, the presence probabilities of the quantum dots of any...