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An improvement in Sugeno-Yasukawa modeler
, Article CIMCA 2006: International Conference on Computational Intelligence for Modelling, Control and Automation, Jointly with IAWTIC 2006: International Conference on Intelligent Agents Web Technologies and International Commerce, Sydney, NSW, 28 November 2006 through 1 December 2006 ; 2006 ; 0769527310 (ISBN); 9780769527314 (ISBN) ; Shiry Ghidary, S ; Bagheri Shouraki, S ; Sharif University of Technology
IEEE Computer Society
2006
Abstract
Structure identification is one of the most significant steps in Fuzzy modeling of a complex system. Efficient structure identification requires good approximation of the effective input data. Misclassification of effective input data can highly degrade the efficiency of the inference of the fuzzy model. In this paper we present a modification to Sugeno-Yasukawa modeler to improve structure identification by increasing the accuracy of effective input data detection. There exist some intermediate models in the Sugeno-Yasukawa modeling process which a combination of them will result in the final fuzzy model of the system. In the original modeling process parameter identification is only done...
Nonlinear Modelling of Return and Volatility in IRANs Auto Industry
, M.Sc. Thesis Sharif University of Technology ; Keshavarz Hadad, Golam Reza (Supervisor)
Abstract
Long memory in assets return is important on the theoretical as well as the practical aspects and since it is a special form of nonlinear dynamics, in this study an ARFIMA model was used with the aim of considering the long memory in the return conditional average of automobile industry index. Then, due to the observation of ARCH effects, the simultaneous conditional average modeling and turbulences in the automotive industry index return using an ARFIMA-FIGARCH model was considered in the residuals of the best fitted model and results were that for modeling the returns and turbulences of automobile industry stocks which has a special long memory, FIGARCH will provide better and more...
Bias of a Value-at-Risk Estimator
, M.Sc. Thesis Sharif University of Technology ; Keshavarz Hadad, Golamreza (Supervisor)
Abstract
The recent researches show that Value at Risk estimations are biased and is calculated conservatively. Bao and Olah (2004) proved that the bias of an ARCH(1) model for VaR can be formulated in to two parts: bias due to return Misspecification ( ) and bias due to estimation error ( ). Using a GARCH(1,1) and quasi maximum likelihood estimation method, this research intends to find an analytical framework for the two source of biases. We generate returns from Normal and t-student distributions, then estimate the GARCH(1,1) under Normal and t-student assumptions. Our findings reveal that equals to zero for the Normal likelihood function, but . Also, and are not zero for the t-student...
Crude Oil Hedging by Futures
, M.Sc. Thesis Sharif University of Technology ; Keshavarz Hadad, Gholamreza (Supervisor) ; Zamani, Shiva (Supervisor)
Abstract
Risk in crude oil price is likely to occur due to changes in global oil demand, capacity of crude oil production and regional crisis. A future contract is the instrument primarily designed to hedge one’s exposure to unwanted risk. Hedging policies often implements through different hedge ratios estimation.
This study examines the performance of several econometrics models namely OLS, GARCH,BEKK,VECM-BEKK for the returns of West Texas Intermediate(WTI) oil spot and futures prices from 3 January 1995 to 31December 2010, to calculate static and daily time varying minimum variance optimal hedge ratios and suggest a crude oil hedge strategy.
We show that hedging effectiveness indicate...
This study examines the performance of several econometrics models namely OLS, GARCH,BEKK,VECM-BEKK for the returns of West Texas Intermediate(WTI) oil spot and futures prices from 3 January 1995 to 31December 2010, to calculate static and daily time varying minimum variance optimal hedge ratios and suggest a crude oil hedge strategy.
We show that hedging effectiveness indicate...
Capital Structure of Iranian Listed Companies
, M.Sc. Thesis Sharif University of Technology ; Keshavarz Hadad, Gholamreza (Supervisor) ; Abdoh Tabrizi, Hossein (Supervisor)
Abstract
Which capital structure theories have the power to explain the determinant of capital structure in capital market companies, assuming the difference between the institutional and fundamental structure of Iran with other countries, which affects the behavior and decision-making style of managers. After the emergence of capital structure theories, studies were performed to assess the explanatory power of theories. The results revealed the fact that the differences in the institutional structure of countries affects the behavior and decision-making style of managers for adopting the optimal capital structure, and the determinants of capital structure followed a limited number of theories. In...
Optimization of the Magnets Arrangement in Insertion Devices and Minimizing the Phase Error Using Genetic Algorithm
, M.Sc. Thesis Sharif University of Technology ; Vousoghi, Naser (Supervisor) ; Saeedi, Farhad (Supervisor) ; Hadad, Mansour (Co-Supervisor)
Abstract
A synchrotron accelerator is a type of charged particle accelerator that uses insertion devices to generate high-intensity X-ray beams. One such insertion device is an undulator, which is made up of an array of magnet blocks. The Halbach method is used to arrange these blocks and create a pure permanent magnet (PPM) undulator. In this study, we used RADIA code to redesign an insertion device named SPEAR. PPMs are unique from one another due to differing remanence levels during construction, impacting their performance and effectiveness in various applications. Therefore, magnet sorting is a method used to reduce the phase error of the synchrotron radiation beam. Decreasing the phase error...
Numerical Modeling and Optimization of Cold and Hot Powder Forming Processes
, Ph.D. Dissertation Sharif University of Technology ; Khoei, Amir Reza (Supervisor) ; Khalo, Ali Reza (Supervisor)
Abstract
In this thesis, a shape optimization technique is presented for powder forming processes based on the genetic algorithm approach. The numerical modeling of powder compaction simulation is applied based on a large deformation formulation, powder plasticity behavior, and frictional contact algorithm. A Lagrangian finite element formulation is employed for large powder deformations. A cap plasticity model is used in numerical simulation of nonlinear powder behavior. The influence of powder-tool friction is simulated by the use of penalty approach in which a plasticity theory of friction is incorporated to model sliding resistance at the powder-tool interface. For hot compaction process coupled...
The Effect of Wages on the Intensity of Child Labor
, M.Sc. Thesis Sharif University of Technology ; Keshavarz Hadad, Gholamreza (Supervisor) ; Fatemi Ardestani, Farshad (Supervisor)
Abstract
In this study, the intensity of child labor has been investigated by modeling household behavior in a framework of collective decision-making on resource allocation, and for this purpose, a household utility maximization problem has been used in which child’s and parents’ wages, non-working incomes, education level for bargaining power as well as several variables at the social level such as unemployment rate, divorce rate and Gini coefficient have been used to reflect labor market conditions. In this study, the structure of equations for girls and boys in urban and rural areas has been estimated by using raw household budget data for 2015 in Iran and multivariate Tobit technique. Findings...
Low SNR regime capacity analysis of MIMO systems using directional antennas
, Article 2008 International Symposium on Telecommunications, IST 2008, Tehran, 27 August 2008 through 28 August 2008 ; 2008 , Pages 393-398 ; 9781424427512 (ISBN) ; Shishegar, A. A ; Khalaj, B. H ; Salavati, A. H ; Saligheh Rad, H. R ; Sharif University of Technology
2008
Abstract
In this paper, we evaluate the capacity of Multiple-Input Multiple-Output (MIMO) systems using directional antennas in non-isotropic scattering environments. Our analytical analysis approach results in closed-form approximate formulas in low Signal to Noise Ratio (SNR) regime (in contrast to previous research works which have investigated the same problem by employing experimental or simulation frameworks). We propose an upper bound for the introduced approximate error. Our results show that MIMO systems equipped with directional antennas may have much higher capacity in nonisotropic scattering environments compared to MIMO systems equipped with omni-directional antennas. We also evaluate...
Multi-objective dynamic cell formation problem: A stochastic programming approach
, Article Computers and Industrial Engineering ; Volume 98 , 2016 , Pages 323-332 ; 03608352 (ISSN) ; Rafiei, H ; Zohrevand, A. H ; Sharif University of Technology
Elsevier Ltd
2016
Abstract
This paper addresses dynamic cell formation problem (DCFP) which has been explored vastly for several years. Although a considerable body of literature in this filed, two remarkable aspects have been significantly ignored so far, as uncertainty and human-related issues. In order to compensate such a shortage, this paper develops a bi-objective stochastic model. The first objective function of the developed model seeks to minimize total cost of machine procurement, machine relocation, inter-cell moves, overtime utilization, worker hiring/laying-off, and worker moves between cells; while the second objective function maximizes labor utilization of the cellular manufacturing system. In the...
On the performance of trace locality of reference
, Article Performance Evaluation ; Volume 60, Issue 1-4 , 2005 , Pages 51-72 ; 01665316 (ISSN) ; Jahangir, A. H ; Gholamipour, A. H ; Sharif University of Technology
Elsevier
2005
Abstract
In this paper, trace locality of reference (LoR) is identified as a mechanism to predict the behavior of a variety of systems. If two objects were accessed nearby in the past and the first one is accessed again, trace LoR predicts that the second one will be accessed in near future. To capture trace LoR, trace graph is introduced. Although trace LoR can be observed in a variety of systems, but the focus of this paper is to characterize it for data accesses in memory management systems. In this field, it is compared with recency-based prediction (LRU stack) and it is shown that not only the model is much simpler, but also it outperforms recency-based prediction in all cases. The paper...
Letter to “a contribution to the understanding of isothermal diesel spray dynamics”
, Article Fuel ; Volume 187 , 2017 , Pages 468-469 ; 00162361 (ISSN) ; Karimi, H ; Saidi, M. H ; Mozafari, A. A ; Sharif University of Technology
2017
Whole-genome analysis of de novo somatic point mutations reveals novel mutational biomarkers in pancreatic cancer
, Article Cancers ; Volume 13, Issue 17 , 2021 ; 20726694 (ISSN) ; Mohseni, A ; Dashti, H ; Beheshti, A ; Dehzangi, A ; Rabiee, H. R ; Alinejad Rokny, H ; Sharif University of Technology
MDPI
2021
Abstract
It is now known that at least 10% of samples with pancreatic cancers (PC) contain a causative mutation in the known susceptibility genes, suggesting the importance of identifying cancer-associated genes that carry the causative mutations in high-risk individuals for early detection of PC. In this study, we develop a statistical pipeline using a new concept, called gene-motif, that utilizes both mutated genes and mutational processes to identify 4211 3-nucleotide PC-associated gene-motifs within 203 significantly mutated genes in PC. Using these gene-motifs as distinguishable features for pancreatic cancer subtyping results in identifying five PC subtypes with distinguishable phenotypes and...
A method for evaluation and mitigation of AC induced voltage on buried gas pipelines
, Article Scientia Iranica ; Volume 9, Issue 4 , 2002 , Pages 311-320 ; 10263098 (ISSN) ; Valadkhani, K ; Shaigan, A. A ; Nasiri, A. H ; Gharagozlo, H ; Sharif University of Technology
Sharif University of Technology
2002
Abstract
This paper has been prepared, based on reports regarding extraordinary induced ac voltage on buried gas pipelines in residential and industrial areas of the capital city of Tehran, especially in densely populated central areas. Also, some reports are considered on the existence of ac induced voltage in buried gas pipelines under the overhead transmission lines, for example, one case located 80 Km to the west of Tehran, in an agricultural region of the town of Abyek. In this paper, the results of an extensive theoretical, experimental and practical investigation and implementation of methods carried out during the last two years are introduced. Furthermore, this paper includes evaluation of...
Multi-objective optimization of lean and sweep angles for stator and rotor blades of an axial turbine
, Article Proceedings of the Institution of Mechanical Engineers, Part G: Journal of Aerospace Engineering ; Volume 229, Issue 5 , June , 2015 , Pages 906-916 ; 09544100 (ISSN) ; Benisi, A. H ; Assempour, A ; Pourfarzaneh, H ; Sharif University of Technology
SAGE Publications Ltd
2015
Abstract
The axial turbine is one of the most challenging components of gas turbines for industrial and aerospace applications. With the ever-increasing requirement for high-aerodynamic performance blades, three-dimensional aerodynamic shape optimization is of great importance. In this research, the rear part of a gas turbine consisting of a one-stage axial turbine is optimized numerically. A useful optimization algorithm is presented to improve the efficiency and/or pressure ratio of the axial turbine with two different objective functions. The three-dimensional blade-shape optimization is employed to study the effects of the turbine stator and rotor lean and sweep angles on the turbine performance....
Microstructural evolution and mechanical properties of semisolid stir welded zinc AG40A die cast alloy
, Article Journal of Materials Processing Technology ; Volume 209, Issue 8 , 2009 , Pages 4112-4121 ; 09240136 (ISSN) ; Aashuri, H ; Kokabi, A. H ; Khosravani, A ; Sharif University of Technology
2009
Abstract
A high quality joint of zinc based pressure die cast alloys can be hardly achieved by conventional fusion welding. In this study, a novel technique to achieve the globular weld structure using stirring the localized semisolid zone during butt joining of Zamak-3 pressure die cast alloy is proposed and effect of welding parameters on mechanical and microstructural properties are investigated. A gas heating system was designed to heat up the nitrogen gas to desired temperature accurately to create a localized semisolid pool. At this stage a fine stirrer was introduced into the weld seam in order to mix the two sides into a single uniform joint. By presented process, globular microstructure of...
Machine learning and network analysis of molecular dynamics trajectories reveal two chains of red/Ox-specific residue interactions in human protein disulfide isomerase
, Article Scientific Reports ; Volume 7, Issue 1 , 2017 ; 20452322 (ISSN) ; Karimi Jafari, M. H ; Sharifi Zarchi, A ; Chitsaz, H ; Salekdeh, G. H ; Moosavi Movahedi, A. A ; Sharif University of Technology
2017
Abstract
The human protein disulfide isomerase (hPDI), is an essential four-domain multifunctional enzyme. As a result of disulfide shuffling in its terminal domains, hPDI exists in two oxidation states with different conformational preferences which are important for substrate binding and functional activities. Here, we address the redox-dependent conformational dynamics of hPDI through molecular dynamics (MD) simulations. Collective domain motions are identified by the principal component analysis of MD trajectories and redox-dependent opening-closing structure variations are highlighted on projected free energy landscapes. Then, important structural features that exhibit considerable differences...
Pan-cancer analysis of microRNA expression profiles highlights microRNAs enriched in normal body cells as effective suppressors of multiple tumor types: A study based on TCGA database
, Article PLoS ONE ; Volume 17, Issue 4 April , 2022 ; 19326203 (ISSN) ; Kamal, A ; Es, H. A ; Farhadi, F ; Ebrahimi, M ; Chitsaz, H ; Sharifi Zarchi, A ; Baharvand, H ; Sharif University of Technology
Public Library of Science
2022
Abstract
Background MicroRNAs (miRNAs) are frequently deregulated in various types of cancer. While antisense oligonucleotides are used to block oncomiRs, delivery of tumour-suppressive miRNAs holds great potential as a potent anti-cancer strategy. Here, we aim to determine, and functionally analyse, miRNAs that are lowly expressed in various types of tumour but abundantly expressed in multiple normal tissues. Methods The miRNA sequencing data of 14 cancer types were downloaded from the TCGA dataset. Significant differences in miRNA expression between tumor and normal samples were calculated using limma package (R programming). An adjusted p value < 0.05 was used to compare normal versus tumor miRNA...
On the estimation of viscosities and densities of CO2-loaded MDEA, MDEA + AMP, MDEA + DIPA, MDEA + MEA, and MDEA + DEA aqueous solutions
, Article Journal of Molecular Liquids ; Volume 242 , 2017 , Pages 146-159 ; 01677322 (ISSN) ; Baghban, A ; Mohammadi, A. H ; Hosseini Nazhad, S. H ; Bahadori, A ; Sharif University of Technology
2017
Abstract
As noteworthy properties of amine aqueous solutions, the densities and viscosities of aqueous N-Methyldiethanolamine (MDEA) solutions and mixtures of MDEA with 2-Amino-2-methyl-1-propanol (AMP), Diisopropanolamine (DIPA), Monoethanolamine (MEA), and Diethanolamine (DEA) were estimated under CO2 gas loading using Adaptive Neuro-Fuzzy Inference System (ANFIS), Multi-Layer Perceptron Artificial Neural Network (MLPANN), Support Vector Machine (SVM), and Least Square Support Vector Machine (LSSVM). The density and viscosity were estimated as a function of temperature, CO2 loading, pressure, and molecular weight of mixtures. In this regard, the actual data points were collected from the...
Semisolid joining of zinc AG40A alloy by partial remelting and mechanical stirring
, Article Semi-Solid Processing of Alloys and Composites 10 - Selected, peer reviewed papers from the 10th International Conference on Semi-Solid Processing of Alloy and Composites, S2P 2008, Aachen, 16 September 2008 through 18 September 2008 ; Volume 141-143 , 2008 , Pages 225-230 ; 10120394 (ISSN); 9771012039401 (ISBN) ; Aashuri, H ; Kokabi, A. H ; Khosravani, A ; Kiani, M ; Foroughi, A ; Sharif University of Technology
Trans Tech Publications Ltd
2008
Abstract
A technique to achieve the globular weld structure using stirring the localized semisolid zone during butt-joining of zinc AG40A (Zamak-3) die cast alloy is reported. Since the semisolid temperature range of this alloy is very narrow, the accurate controlling of weld pool temperature must be considered. By presented process, globular microstructure of the weld zone can be achieved. Moreover the near weld zone would have the globular structure due to semisolid holding. A gas heating system was designed to heat up the nitrogen gas to desired temperature accurately. A heating element was embedded in a castable ceramic block while a stream of gas could pass closely around the hot element length....