Sharif Digital Repository

In the present work, a new approach based on external parameter orthogonalization combined with support vector machine (EPO-SVM) is proposed for processing of attenuated total reflectance-Fourier transform mid-infrared (ATR-FT-MIR) spectra with the goal of solving authentication problem in saffron, the most expensive spice in the world. First, one-hundred authentic saffron samples are clustered by principal component analysis (PCA) with EPO as the best preprocessing strategy. Then, EPO-SVM is used for the detection of four commonly used plant-derived adulterants (i.e. safflower, calendula, rubia, and style) in binary mixtures (saffron and each of plant adulterants) and its performance is... 

In the present study, an optimized liquid-phase microextraction technique based on the deep eutectic solvent (LPME-DES) followed by gas chromatography-flame ionization detector (GC-FID) is developed to determine 13 carcinogenic polycyclic aromatic hydrocarbons (PAHs) in water and juice samples. In this regard, central composite design (CCD) was used to design, multiple linear regression (MLR) to model, and Nelder-Mead simplex optimization to optimize the effective LPME-DES factors. The optimum values for DES volume, temperature, extraction time, and salt amount were 112 µL, 72 °C, 9.14 min, and 2.5% (w/v), respectively. Afterward, multivariate calibration based on partial least squares... 

Numerical calculation of Value-at-Risk (VaR) for large-scale portfolios poses great challenges to financial institutions. The problem is even more daunting for large fixed-income portfolios as their underlying instruments have exposure to higher dimensions of risk factors. This article provides an efficient algorithm for calculating VaR using a historical grid-based approach with volatility updating and shows its efficiency in computational cost and accuracy. Our VaR computation algorithm is flexible and simple, while one can easily extend it to cover other nonlinear portfolios such as derivative portfolios on equities and FX securities. © 2022  

In this work, the potential of near-infrared (NIR) and mid-infrared (MIR) spectroscopy along with chemometrics was investigated for authentication and adulteration detection of Iranian saffron samples. First, authentication of one-hundred saffron samples was examined by principal component analysis (PCA). The results showed the NIR spectroscopy can better predict the origin of samples than the MIR. Next, partial least squares-discriminant analysis (PLS-DA) was developed to detect four common plant-derived adulterants (i.e., saffron style, calendula, safflower, and rubia). In all cases, PLS-DA classification figures of merit in terms of sensitivity, specificity, error rate and accuracy were... 

In this work, high-performance thin-layer chromatography (HPTLC) coupled with multivariate image analysis (MIA) is proposed as a fast and reliable tool for authentication and adulteration detection of Iranian saffron samples based on their HPTLC fingerprints. At first, the secondary metabolites of saffron were extracted using ultrasonic-assisted solvent extraction (UASE) which was optimized using central composite design (CCD). Next, the RGB coordinates of HPTLC images were used for estimation of saffron origin based on principal component analysis (PCA). The PCA scores plot showed that saffron samples were clustered into two clear-cut groups which was 92% matched with the geographical... 

Monte Carlo Approaches for calculating Value-at-Risk (VaR) are powerful tools widely used by financial risk managers across the globe. However, they are time consuming and sometimes inaccurate. In this paper, a fast and accurate Monte Carlo algorithm for calculating VaR and ES based on Gaussian Mixture Models is introduced. Gaussian Mixture Models are able to cluster input data with respect to market's conditions and therefore no correlation matrices are needed for risk computation. Sampling from each cluster with respect to their weights and then calculating the volatility-adjusted stock returns leads to possible scenarios for prices of assets. Our results on a sample of US stocks show that... 

Advanced gas turbine cycles use advanced blade cooling technologies to reach high turbine inlet temperature. Accurate modeling and optimization of these cycles depend on blade cooling model. In this study, different models have been used to simulate gas turbine performance. The first model is the continuous model and the second is stage-by-stage model with alternative methods for calculating coolant, stagnation pressure loss and SPR. Variation of specific heat and enthalpy with temperature are included in both models. The composition of gas stream in turbine is changed step by step due to air cooling. These models are validated by two case study gas turbine results, which show good agreement... 

Background: Allergic contact dermatitis is a common disorder in adults and children alike and appears to be on the increase. The purpose of this study was to determine the sensitization trends in Iranian children with contact dermatitis. Methods: The result of 109 patch tests performed using the 24 allergens of the European Standard Series in patients below 18 years old from September 2007 to March 2009 were recorded and analyzed. The tests were evaluated at 48 and 72 h after performing. Results: The study population consisted of 72 (66.1 %) females and 37 (33.9 %) males. Hands were the most commonly affected anatomic site. In the final evaluation of the tests on day three, 51 (46.8 %)...