Sharif Digital Repository

In the present study, the method of direct growth was used to grew bi-metalic MOFs based on cobalt and zinc, as electroactive centers, for preparing electrochemical sensors for the determination of glucose. In comparison to most of the electrochemical sensing platforms based on MOFs for determining glucose, which suffer from some disadvantages like time-consuming synthesis procedures and using hazardous organic solvents, the proposed in-situ growth method is much faster and without any need to toxic organic solvents. Herein, cobalt and zinc-based MOFs were grown on the surface of glassy carbon electrode by the direct and rapid conversion of layered double hydroxide nanosheets intermediates.... 

In this thesis the graphene-based magnetic nanocatalyst was synthesized. The surface of this catalyst was cavered by silica and AgNPs. In addithion of simple sepration by magnetbar, yeild of reaction was promoted by surface modification. Catalyst structure was verified by transmission electron microscopy , scanning electron microscope, fourier transform infrared spectroscopy, X-ray diffraction and Energy dispersive spectroscopy.At the end catalytic activity was examined by oxidation reaction in persense of different alcohols. The oxidation of benzylic alcohol with electron withdrawing substituents was more difficult and the yield was lower, but electron donor substituents effect positively... 

Infrastructure maintenance is one of the important tasks that require the detection and classification of the condition of their components. One of the main challenges in identifying damage in concrete structures is the speed and accuracy of object detection methods. In this research, vision-based deep learning methods have been implemented to detect and analyze damages in concrete structures. To better evaluate this method, the dataset used in this research is a combination of the three datasets used in researches, which includes 400 pictures of cracks and spalls. This dataset is first augmented using different techniques, then with YOLOv7 instance segmentation and Mask R-CNN algorithms,... 

The purpose of this thesis is to study the analogy of space-time fluid flow around Earth and to investigate the hydrodynamic forces caused by this fluid on NASA's Probe B satellite. According to recent research, Einstein's and Navier-Stokes equations are the same. The properties of space-time fluid, including equation of state, compressibility, viscosity, flow field around Earth, and the hydrodynamic forces entering Probe B satellite, are unknown. There are two views about the viscosity of space-time fluid. Spherical mass of the three-dimensional spherical sink and the nature of the sphere located in the probe satellite without a spherical solid particle It are considered within this flow.... 

Risk management is one of the most important topics in banking. Risk management in banking is divided to several categories including credit risk. Credit risk is also divided to individual credit risk and portfolio credit risk. In Iran many of banks have worked on individual credit risk models, but few of them have worked on portfolio models because these models have developed only in recent years. In our project we present three categories of credit risk models and then analyze the data of a private bank in Iran with CreditPortfolioView model. In CreditPortfolioView model, macroeconomic parameters are used to analyze the correlated behavior of individuals as a benchmark in different... 

Project Finance is a novel approach in financing big projects. High debt ratio, independency to promoter credit and establishing a special purpose company, are some of project finance characteristics that could be very beneficial in some projects. Liquid Natural Gas (LNG) is a solution for exporting natural gas to far destination. As economical and environmental benefits of using natural gas have been increased in recent years, LNG industry has been experienced rapid growth. In this project we analyze project finance and then describe economical motivation of using this method in LNG industry of Iran.

 

Credit risk is one important type of various types of financial risks that banks and financial institutions are exposed to it. Therefore credit risk management for banks and other financial institutions that finance corporations and individuals, has special importance. To make decision about financing clients of the bank and managing credit risk, it is essential to measure credit risk of these clients. In recent decades there are many efforts to measure credit risk and therefore various models have been created for assessing it. In this research, we study the effects of Macroeconomic, firm specific and latent variables on clients default risk, in the context of reduced-form models. The... 

Volatility is the most important components in numerous finance applications. So, the methods of volatility forecast with reasonable accuracy require a deep attention.In this thesis with considering several distributions for error term, GARCH forecasting performance is evaluated on the intra- day data of "Foolad" stock returns by two loss functions of "MAE" and "HMAE". This evaluation is done in three forecast horizons, 1 day, 5 days and 20 days. Finally, the result of this study is as follows. GARCH (1, 1) forecast model with skewed t- student error distribution has the minimum value in the both loss functions for 1 day and 5 day forecast horizons. Also GARCH (1, 1) forecast model with t-... 

Credit scoring is a mechanism used to quantify the risk factors relevant for an obligor’s ability and willingness to pay. Credit scoring has become the norm in modern banking, due to the large number of applications received on a daily basis and the increased regulatory requirements for banks. The meaning of credit scoring is to assign scores to the characteristics of debt and borrowers, historical default, and other loss experienced as an indication of the risk level of the borrower. The aim of the credit score model is to build a single aggregate risk indicator for a set of risk factors.
In this study, current method in which Maskan bank will give a loan is explained. We developed a... 

In the present research, the weak level efficiency of securitise market is reviewed and examined .Therefore the “Random Walk Hypothesis” has been examined on the time series of daily efficiency index of TEHRAN SECURITISE MARKET. The main difference between this research and the previous researches which have been performed previously in Iran, is the method of Hypothesis Test. The” Variance Ratio Test” has been used as a method of Hypothesis’ Test. In the second chapter, the theoretical and experimental literatures of this research has been described in detail. In parallel with the ” Variance Ratio Test”, the impact of the Day of week and the “HETROSCEDASITY TEST” also has been... 

Behavioral finance researchers have introduced behavioral biases, derived from psychology, to financial models in order to make them more realistic and to increase their explanatory power.One of the best known of these biases, considered in behavioral finance literature, is overconfidence, which means investors overestimate their own knowledge and ability to evaluate securities. Several theoretical models have studied the effects of this bias on financial markets and many empirical models have examined their assumptions, looking for whether investors are overconfident or not. Explained by these models, price overreaction to private information arrival and underreaction to public signal, is... 

The present study investigated day of the week effect on stock market returns and the stock market returns and volatility relationship in Tehran Stock Exchange. In this part two regression models is been used and theory that effect of days are meaningful on return and also the theory of meaningfulness and being equal of relation between return and volatility in different days of the week has been examined on index return of all market and on industry indexes in separately. Therefore we have utilized information from time series of total index week days categorized into 8 industries during 2008-2013. The results obtained on weekdays effect on the index of the first model and second model... 

In this thesis, we study the dependence structure between the Tehran Stock Exchange and over-the-counter market, as the two main Iranian capital market institutions. Several constant and time-varying conditional Copula functions are used to model this dependence structure from October 2009 to August 2014. It is shown that, compared to constant conditional copulas, time-varying conditional copulas, provide a better performance. Analyzing the conditional tail dependence of these indices shows an asymmetric dependence structure. Also, investigating the dynamic conditional correlation and conditional tail dependence, using time-varying conditional copulas, reveals large variations and an... 

This thesis proposes two methods for backtesting VaR models. The first is the combination of saddlepoint technique with Berkowitz backtesting and the second is based on maximum loss which uses Fischer-Tippet theorem to backtest VaR models. Monte Carlo simulation studies show that the power of these new backtests, especially the latter which is easy to use, is not less than complex Backtests that are well-known for their accuracy