Loading...
Search for:
fallah-fishani--arian
0.112 seconds
Total 139 records
Investigating the Effect of Barkat Foundation's Employment Loans
, M.Sc. Thesis Sharif University of Technology ; Vesal, Mohammad (Supervisor)
Abstract
mismatch between skills and labor market demands reduce productivity and harm public welfare and economic growth. For this reason, governments implement active labor market policies to align the skills of the workforce with market needs and reduce unemployment. In this research, focusing on the issue of employment in deprived and rural areas of Iran, the effectiveness of one of the active labor market policies implemented by the Barkat Foundation is evaluated. From 2018 to the end of 2022, the Barkat Foundation granted nearly 290,000 micro-loans worth 14 trillion Tomans. The results show that, on average, if the loan amount exceeds 40 million Tomans, it can have a positive effect on the...
An Integrated Multi-criteria Decision Making Approach for a Sustainable Supply Chain Network Design
, M.Sc. Thesis Sharif University of Technology ; Shavandi, Hassan (Supervisor)
Abstract
Growing concerns towards social and environmental issues besides economic in supply chain causes that the sustainable supply chain become one of the most important concepts in a supply chain. Likewise, a supply chain network design which is profound influence on long-run economic, environmental, and social decisions is one of the key and strategic topics in a supply chain. In this study, we represent an integrated approach for a three-layer sustainable supply chain network design with routing and different transportation modes, the objectives of which are minimizing total costs, a minimizing 〖CO〗_2 emissions of transportation, and maximizing total values of social purchasing. In this...
Characterization of Plasma Etching Process Using Plasmonic Structures
, M.Sc. Thesis Sharif University of Technology ; Rashidian, Bizhan (Supervisor)
Abstract
plasma characterization has become an essential tool for characterization of etching process in fabrication of nano-electronic devices. The existing methods, such as Langmuir probe and interferometry, have shown drawbacks including disturbing the plasma and sensitivity to mechanical and thermal stability of the measuring systems. In recent years, due to the scale down of microelectronic devices and increase of their sensitivity to disturbance in the plasma etching process, a demand for measuring methods offering less disturbance has arisen. Plasmonic structures, owing to their unprecedented field enhancement and confinement, have been extensively studied. Their sub-wavelength dimensions,...
Pathwise grid valuation of fixed-income portfolios with applications to risk management
, Article Heliyon ; Volume 8, Issue 7 , 2022 ; 24058440 (ISSN) ; Chaghazardi, A ; Arian, H ; Sharif University of Technology
Elsevier Ltd
2022
Abstract
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
Portfolio Value-at-Risk and expected-shortfall using an efficient simulation approach based on Gaussian Mixture Model
, Article Mathematics and Computers in Simulation ; Volume 190 , 2021 , Pages 1056-1079 ; 03784754 (ISSN) ; Sharifi, A ; Arian, H ; Sharif University of Technology
Elsevier B.V
2021
Abstract
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...
Customer Churn Prediction in Therapy Policy in Iran
, M.Sc. Thesis Sharif University of Technology ; Aslani, Shirin (Supervisor) ; Arian, Hamidreza (Supervisor)
Abstract
Using customer relationship management systems has led to the formation of databases containing businesses customer information. Increased competition in the markets, limited resources and high costs of attracting new customers compared to retaining existing customers have made customer retention an inevitable subject for business owners. Meanwhile, insurance companies, which due to their long history have suitable databases of product information and their customers, have resorted to using their databases to manage the relationship with their customers. In this research, while predicting customers churn in health insurance, as one of the most widely used products of domestic insurance...
Comparative evaluation of advanced gas turbine cycles with modified blade cooling models [electronic resource]
, Article Proceedings of the ASME Turbo Expo ; Volume 4, Pages 537-546 , 2006 ; Sharif University of Technology
2006
Abstract
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...
Estimation of a Portfolio's Value-at-Risk Using Variational Auto-Encoders
, M.Sc. Thesis Sharif University of Technology ; Arian, Hamidreza (Supervisor) ; Talebian, Masoud (Supervisor)
Abstract
One of the most crucial aspects of financial risk management is risk measurement. Advanced AI-based solutions can provide the proper tools for assessing global markets, given the complexity of the global economy and the violation of typical modeling assumptions. A new strategy for quantifying stock portfolio risk based on one of the machine learning models known as Variational Autoencoders is provided in this dissertation. The suggested method is a generative model that can learn the stocks' dependency structure without relying on assumptions about stock return covariance and produce various market scenarios using cross-sectional stock return data with a higher signal-to-noise ratio. We...
Thermo-mechanical behavior of functionally graded circular sector plates
, Article Acta Mechanica ; Volume 226, Issue 1 , 2014 , Pages 37-54 ; 00015970 ; Nosier, A ; Sharif University of Technology
2014
Abstract
By reformulating the governing equations of the first-order theory into those describing the interior and edge-zone problems of the plate, closed-form solutions are presented for analysis of functionally graded circular sector plates with vertex angle (Formula presented.) whose radial edges are simply supported and subjected to transverse loading and heat conduction through the plate thickness. Various types of clamped, simply supported, and free-edge boundary supports are considered on the circular edge of the plate. The material properties are graded through the plate thickness according to a power-law distribution of the volume fraction of the constituents. The effects of material...
Nonlinear behavior of functionally graded circular plates with various boundary supports under asymmetric thermo-mechanical loading
, Article Composite Structures ; Volume 94, Issue 9 , 2012 , Pages 2834-2850 ; 02638223 (ISSN) ; Nosier, A ; Sharif University of Technology
2012
Abstract
The equilibrium equations of the first-order nonlinear von Karman theory for FG circular plates under asymmetric transverse loading and heat conduction through the plate thickness are reformulated into those describing the interior and edge-zone problems of the plate. A two parameter perturbation technique, in conjunction with Fourier series method is used to obtain analytical solutions for nonlinear behavior of functionally graded circular plates with various clamped and simply-supported boundary conditions. The material properties are graded through the plate thickness according to a power-law distribution of the volume fraction of the constituents. The results are verified with known...
Thermo-mechanical behavior of functionally graded circular sector plates
, Article Acta Mechanica ; Volume 226, Issue 1 , January , 2015 , Pages 37-54 ; 00015970 (ISSN) ; Nosier, A ; Sharif University of Technology
Springer-Verlag Wien
2015
Abstract
By reformulating the governing equations of the first-order theory into those describing the interior and edge-zone problems of the plate, closed-form solutions are presented for analysis of functionally graded circular sector plates with vertex angle (Formula presented.) whose radial edges are simply supported and subjected to transverse loading and heat conduction through the plate thickness. Various types of clamped, simply supported, and free-edge boundary supports are considered on the circular edge of the plate. The material properties are graded through the plate thickness according to a power-law distribution of the volume fraction of the constituents. The effects of material...
On the nonlinear bending and post-buckling behavior of laminated sandwich cylindrical shells with FG or isogrid lattice cores
, Article Acta Mechanica ; 2019 ; 00015970 (ISSN) ; Taati, E ; Sharif University of Technology
Springer-Verlag Wien
2019
Abstract
The nonlinear governing equations of three shell theories (Donnell, Love, and Sanders) with first-order approximation and von Kármán’s geometric nonlinearity for laminated sandwich cylindrical shells with isotropic, functionally graded (FG) or isogrid lattice layers are decoupled. This uncoupling makes it possible to present a semi-analytical solution for the nonlinear bending and post-buckling behavior of short and long doubly simply supported, doubly clamped, and cantilever laminated sandwich cylindrical shells subjected to various types of thermo-mechanical loadings. The results for deflection, stress, critical axial traction, and mode shapes in FG shells are verified with those obtained...
On an extended Kantorovich method for the mechanical behavior of functionally graded solid/annular sector plates with various boundary conditions
, Article Acta Mechanica ; Volume 228, Issue 7 , 2017 , Pages 2655-2674 ; 00015970 (ISSN) ; Khakbaz, A ; Sharif University of Technology
Springer-Verlag Wien
2017
Abstract
Based on the first-order shear deformation plate theory, two approaches within the extended Kantorovich method (EKM) are presented for a bending analysis of functionally graded annular sector plates with arbitrary boundary conditions subjected to both uniform and non-uniform loadings. In the first approach, EKM is applied to the functional of the problem, while in the second one EKM is applied to the weighted integral form of the governing differential equations of the problem as presented by Kerr. In both approaches, the system of ordinary differential equations with variable coefficients in r direction and the set of ordinary differential equations with constant coefficients in θ direction...
On the nonlinear bending and post-buckling behavior of laminated sandwich cylindrical shells with FG or isogrid lattice cores
, Article Acta Mechanica ; 2019 ; 00015970 (ISSN) ; Taati, E ; Sharif University of Technology
Springer-Verlag Wien
2019
Abstract
The nonlinear governing equations of three shell theories (Donnell, Love, and Sanders) with first-order approximation and von Kármán’s geometric nonlinearity for laminated sandwich cylindrical shells with isotropic, functionally graded (FG) or isogrid lattice layers are decoupled. This uncoupling makes it possible to present a semi-analytical solution for the nonlinear bending and post-buckling behavior of short and long doubly simply supported, doubly clamped, and cantilever laminated sandwich cylindrical shells subjected to various types of thermo-mechanical loadings. The results for deflection, stress, critical axial traction, and mode shapes in FG shells are verified with those obtained...
Non-linear thermo-mechanical cylindrical bending of functionally graded plates
, Article Proceedings of the Institution of Mechanical Engineers, Part C: Journal of Mechanical Engineering Science ; Volume 222, Issue 3 , 2008 , Pages 305-318 ; 09544062 (ISSN) ; Nosier, A ; Sharif University of Technology
2008
Abstract
Based on the first-order non-linear von Karman theory, cylindrical bending of functionally graded (FG) plates subjected to mechanical, thermal, and combined thermo-mechanical loadings are investigated. Analytical solutions are obtained for an FG plate with various clamped and simply-supported boundary conditions. The closed form solutions obtained are very simple to be used in design purposes. The material properties are assumed to vary continuously through the thickness of the plate according to a power-law distribution of the volume fraction of the constituents. The effects of non-linearity, material property, and boundary conditions on various response quantities are studied and...
Time-indexed Mathematical Models for Order Acceptance and Scheduling Problems
, M.Sc. Thesis Sharif University of Technology ; Kianfar, Farhad (Supervisor)
Abstract
Scheduling has been an active area of research for decades. A substantial amount of work has been done to define, classify, and solve scheduling problems. Most of these problems are computationally difficult to solve, and incorporating other decisions into them increases the complexity of these problems. This thesis focuses on order acceptance and scheduling (OAS) problems, and proposes time-indexed mixed integer and linear programming (MILP) models for the first time. An OAS problem can be defined with parameters of processing time, release date, due date, and deadline for each order. There are also a maximum revenue that will be brought by each order and an importance weight of each order....
The Effect of Heat Treatment on Microstructure and Mechanical Properties of Directionally Solidified Nickel-based Superalloy GTD-111
, M.Sc. Thesis Sharif University of Technology ; Varahram, Naser (Supervisor)
Abstract
The Ni-based superalloy GTD-111 possesses excellent hot corrosion resistance, high stability and strength at elevated temperature; accordingly, the alloy is used in manufacturing of the first stage blades of powerful gas turbines. In this study, effect of withdrawal rate from Bridgman furnace and precipitation hardening on the microstructure and microhardness of this superalloy were investigated. To this end, several experiments were carried out under growth rates of 1, 6 and 10 mm/min using Bridgman process under vacuum. Afterwards, the effects of homogenization treatment, partial dissolution with two different cooling rates (air and water) along with aging on the microstructure were...
Portfolio Management: Combining Hierarchical Models with Prior Hierarchical Structure
, M.Sc. Thesis Sharif University of Technology ; Arian, Hamid Reza (Supervisor) ; Zamani, Shiva (Supervisor)
Abstract
I investigate methods of integrating prior hierarchical structure into hierarchical portfolio optimization methods. My contributions to the literature are forming a prior hierarchical structure based on investors' priorities and generating a unique representative distance matrix, which can be used as an input to other portfolio optimization methods too. In addition, I use SIC and GICs industry classifications as priory information for S&P500 companies and use them as a complementary input to the Hierarchical Risk Parity model and Hierarchical Equal Risk Contribution and compare the resultant portfolios' performance with (López de Prado, 2019)’s method of integrating prior information and...
Integrating Supervised and Unsupervised Machine Learning Algorithms for Profit-based Credit Scoring
, M.Sc. Thesis Sharif University of Technology ; Arian, Hamid Reza (Supervisor) ; Zamani, Shiva (Supervisor)
Abstract
In this study, we combined supervised and unsupervised machine learning algorithms, included the benefits of true identification of good borrowers and costs of false identification of bad borrowers, and then proposed a model for predicting the default of loan applicants with a profit-based approach. The results show that our proposed model has the best performance in profit measure in comparison with individual supervised models. In fact, we first divided the data into two train sets and one test set. We have constructed our model by training unsupervised models on the first train set and supervised models on the second train set. The results of implementing the model on the Australian and...
Investor Experience in Chabahar Free Zone: Scale Generation
, M.Sc. Thesis Sharif University of Technology ; Najmi, Manoochehr (Supervisor) ; Arian, Hamidreza (Supervisor)
Abstract
Free economic zones in Iran have been established with the goal of developing infrastructure, improving living conditions, fostering economic growth, attracting capital and increasing income, productive job creation, regulating job and goods market, maintaining active presence in international and regional markets, manufacturing and exporting of goods and providing public services. Yet many free economic zones have fallen short of these goals. Considering the government's inability to fund the development of the free economic zones with its limited financial capacity and shortcomings in terms of management system, it is imperative to the development of these regions that private sector...