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ghorbanpour--arian
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Coke deposition mechanism on the pores of a commercial Pt-Re/γ- Al2O3 naphtha reforming catalyst
, Article Fuel Processing Technology ; Volume 91, Issue 7 , 2010 , Pages 714-722 ; 03783820 (ISSN) ; Mohammadi, M ; Ghorbanpour, A ; Sharif University of Technology
2010
Abstract
Coke deposition mechanism on a commercial Pt-Re/γ-Al 2O3 naphtha reforming catalyst was studied. A used catalyst that was in industrial reforming operation for 28 months, as well as the fresh catalyst of the unit were characterized using XRD, XRF, and nitrogen adsorption/desorption analyses. Carbon and sulfur contents of the fresh and the used catalysts were determined using Leco combustion analyzer. The pore size distributions (PSD) of the fresh and the used reforming catalysts were determined using BJH and Comparison Plot methods. The Comparison Plot method produced the most reasonable PSDs for the catalysts. Through comparison of the PSDs of the fresh and the used catalysts, it was...
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
Comparison and assessment of spatial downscaling methods for enhancing the accuracy of satellite-based precipitation over Lake Urmia Basin
, Article Journal of Hydrology ; Volume 596 , 2021 ; 00221694 (ISSN) ; Hessels, T ; Moghim, S ; Afshar, A ; Sharif University of Technology
Elsevier B.V
2021
Abstract
Estimating precipitation at high spatial-temporal resolution is vital in manifold hydrological, meteorological and water management applications, especially over areas with un-gauged networks and regions where water resources are on the wane. This study aims to evaluate five downscaling methods to determine the accuracy and efficiency of which on generating high-resolution precipitation data at annual and monthly scales. To establish precipitation-Land surface characteristics relationship, environmental factors, including Normalized Difference Vegetation Index (NDVI), Land Surface Temperature (LST) and Digital Elevation Model (DEM), were considered as proxies in the spatial downscaling...
Study of the Effect of Electroplated Nanocrystalline Nickel Grain Size on Corrosion Resistance
, M.Sc. Thesis Sharif University of Technology ; Baghalha, Morteza (Supervisor) ; Kazemeini, Mohammad (Supervisor)
Abstract
In this project, nonocrystalline nickel coatings with grain sizes within the range of 9-27 nanometers were produced on yellow-brass plates by electroplating in a modified Watts bath applying current densities from 2 to 6 A/dm2 and bath stirring speeds from 0 to 400 rpm. To determine crystallite size, X-ray diffraction technique (XRD) was utilized; it was observed that grain size declined continuously with increase in current density and then in bath stirring speed. The experimental results coming from XRD tests were compared with a theoretical model in order to verify their reliability; the obtained curve indicated a good correspondence between the experimental data and the theoretical...
Data quality improvement using fuzzy association rules
, Article ICEIE 2010 - 2010 International Conference on Electronics and Information Engineering, Proceedings, 1 August 2010 through 3 August 2010 ; Volume 1 , August , 2010 , Pages V1468-V1472 ; 9781424476800 (ISBN) ; Pedram, M. M ; Alishahi, M ; Badie, K ; Sharif University of Technology
2010
Abstract
The activities and decisions of organizations and companies are based on data and the information obtained from data analysis. Data quality plays a crucial role in data analysis, because the incorrect data leads to wrong decisions. Nowadays, improving the data quality manually is very difficult and in many cases is impossible as data quality is one of the complicated and non-structured concepts and data refinement process can not be done without the help of professional domain experts, and detection and correction of errors require a thorough knowledge in the related domain of the data. Thus, the necessity of using (semi-)automatic methods is discussed to find data defects and errors and...
FNR: a similarity and transformer-based approach to detect multi-modal fake news in social media
, Article Social Network Analysis and Mining ; Volume 13, Issue 1 , 2023 ; 18695450 (ISSN) ; Ramezani, M ; Fazli, M. A ; Rabiee, H. R ; Sharif University of Technology
Springer
2023
Abstract
Many people today get their news from social media. It is possible to propagate news using textual, visual, or multi-modal information. The popularity of social networks and their wide use by people make them attractive platforms for spreading fake news. Detecting fake news is essential to preventing its spread. Fake news can be a false article or a genuine article with misleading visual information. Adding an actual image to trustworthy unrelated news can also create a fake news story. In this paper, we propose a novel and efficient similarity and transformer-based detection algorithm called Fake News Revealer (FNR), which uses text and images of news to detect fake news. The algorithm uses...
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...
Online Detection Of Multi-Modal Fake News
, M.Sc. Thesis Sharif University of Technology ; Rabiee, Hamid Reza (Supervisor) ; Fazli, Mohammad Amin (Supervisor)
Abstract
Today, social networks have provided an environment for disseminating all kinds of information and news among the people. One of the challenges of ex-panding social networks is reading and trusting fake news propagating against accurate information. Fake news is false information that the author intention-ally produces and publishes. Due to the destructive effects of spreading fake news, determining the trustworthiness of news is one of the critical issues in the so-cial, political, and economic fields. In this research, we worked on detecting fake news on social media using multimodal data. To solve the problem of fake news detection, we used the text and images of the information. Transfer...
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...
Calculating Value at Risk for Bond Portfolios by Selecting Basic Scenarios in the Historical Simulation Method
, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor) ; Arian, Hamid Reza (Supervisor)
Abstract
In many methods of calculating Value-at-Risk (VaR), we need to calculate the value of the portfolio several times for different scenarios. Because an explicit formula is not available to calculate the value of some fixed income assets, calculating VaR for portfolios containing these assets imposes a heavy computational burden. In this study, we introduce a new method for calculating VaR for such portfolios. In this method, some of the existing scenarios are selected as basic scenarios and the value of the portfolio is calculated only for each of them. Next, using the calculated values, the portfolio values for other scenarios are estimated by interpolation (or extrapolation). Finally, by...
Solving High Dimensional PDEs with Machine Learning Methods and Its Application in Option Pricing
, M.Sc. Thesis Sharif University of Technology ; Arian, Hamid Reza (Supervisor) ; Zamani, Shiva (Supervisor)
Abstract
differential equations. These methods have extensive applications in the financial domain, including in risk hedging and derivative pricing. One of the main advantages of using deep learning methods in this area is their high capability to solve high-dimensional problems. Despite the introduction of these new methods, some of them have not performed well in certain problems. In this research, efforts have been made to improve the efficiency of these methods by enhancing the neural network architecture and modifying the learning process
Magnetic field-induced control of a compound ferrofluid droplet deformation and breakup in shear flow using a hybrid lattice Boltzmann-finite difference method
, Article International Journal of Multiphase Flow ; Volume 146 , 2022 ; 03019322 (ISSN) ; Bijarchi, M. A ; Ghorbanpour Arani, A ; Rahimian, M. H ; Shafii, M. B ; Sharif University of Technology
Elsevier Ltd
2022
Abstract
The deformation and breakup dynamics of a compound ferrofluid droplet under shear flow and uniform magnetic field are numerically studied in this paper. Utilizing magnetic field provides the possibility to obtain better control over the compound droplet morphology and breakup in a simple shear flow. To solve the governing equations for interfaces motion and hydrodynamics, the conservative phase field lattice Boltzmann model is employed, and a finite difference approach is applied for calculating the magnetic field. To verify the accuracy of present simulations, the results are validated with those of four relevant benchmarks including liquid lens between two stratified fluids, three-phase...
Patch testing in Iranian children with allergic contact dermatitis
, Article BMC Dermatology ; Volume 16, Issue 1 , 2016 ; 14715945 (ISSN) ; Ehsani, A ; Sajjadi, S. S ; Aghazadeh, N ; Arian, E ; Sharif University of Technology
BioMed Central Ltd
2016
Abstract
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 %)...