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The Calculation of Margin Requirements For Gold Futures Contracts By Using Conditional Extreme Value Theory
, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor)
Abstract
Futures exchanges require a margin requirement that ensures their competitiveness and protects against default risk. The purpose of a margin requirement is to protect a clearinghouse from members’ defaults resulting from big losses due to adverse movement of futures prices. Extreme movements are central to the margin setting problem, because only a large price variation may cause brokers to incur losses. So in this study according to recent default in gold futures in Iran Mercantile Exchange we apply extreme value theory for computing unconditional and conditional optimal margin levels based on Block-Maxima and Peak over threshold approaches.The results show that at very high confidence...
Laboratory Study of Transverse Dispersion and Hydrodynamic of Continuous Flow Around Cylindrical Cylinders
,
M.Sc. Thesis
Sharif University of Technology
;
Jamali, Mirmosadegh
(Supervisor)
Abstract
In this study, by performing a series of experiments, the effect of the presence of cylinders on the formation of vortices and the interaction of cylinders on each other and, finally, transverse propagation in a steady flow are investigated. The cylinder cylinders that are in the direction of the motion of the water, have a significant effect on the hydrodynamic aspects and propagation in these streams. In the pattern of flow around cylindrical cylinders, with increasing Reynolds number, the vortex behind the stem begins to oscillate and when they reach, vortices flow into the stream. The flow velocity field, the formation and vortex fluctuation, affects the process of particle propagation...
The Implementation of an Operational MODIS Aerosol Retrieval Algorithm at High Spatial Resolution
, M.Sc. Thesis Sharif University of Technology ; Tajrishy, Masoud (Supervisor)
Abstract
Urmia Lake is one of the largest permanent hypersaline lakes in the world. Since Urmia Lake is faced with drying phenomena, the release of dust from its surface is expected. The most appropriate technique on dust storms is the remote sensing technique. One of the most popular parameter that provides the integrated information over a vertical column of unit cross section of this phenomenon is aerosol optical depth (AOD). Satellite remote sensing has been used to retrieve AOD over land and ocean at spatial resolutions of several to several tens of km. However, higher spatial resolution aerosol products for local scale areas have not been well-researched mainly due to the difficulty of...
Vole Population Dynamics Under the Influence of Specialist and Generalist Predation
, M.Sc. Thesis Sharif University of Technology ; Hesaraki, Mahmud (Supervisor)
Abstract
To understand the impact of predation by different types of predators on the vole population dynamics,we formulate a three differential equation model describing the population dynamics of voles, the “specialist predator”and the “generalist predator.” First we perform a local stability study of the different steady states of the basic model and deduce that the predation rates of the “specialist” as well as the “generalist” predator are the main parameters controlling the existence/extinction criteria of the concerned populations. Next we analyze the model from a thermodynamic perspective and study the thermodynamic stability of the different equilibria. The analysis revealsthat when the...
Control of thermo magnetic heat transfer in porous cavity with Baffle(s)
, Article ASME International Mechanical Engineering Congress and Exposition, Proceedings, 13 November 2009 through 19 November 2009 ; Volume 9, Issue PART A , 2010 , Pages 627-631 ; 9780791843826 (ISBN) ; Davoudi, M ; Pirmohammadi, M ; Sharif University of Technology
2010
Abstract
Steady, laminar, natural-convection flow in the presence of a magnetic field in a porous cavity heated from left wall sinusoidally and cooled from right wall is considered. It is well known that unavoidable hydrodynamic movements can be damped with the help of a magnetic field. The Finite Volume method and SIMPLE algorithm for discretizing is used to solve the non-dimensional governing equations. The Convection and Diffusion term of the equations are discretized by Central Difference Scheme (CDS).The numerical procedure has been done over a range of Rayleigh number, Ra, and value of Hartmann number (Ha), 0 ≤ Ha ≤ 150 and effect of them is investigated on average and local Nusselt number....
Investigation into the Effect of Material and Geometrical Parameters on Mechanical Behavior of Medical Guidewire
, M.Sc. Thesis Sharif University of Technology ; Arghavani Hadi, Jamal (Supervisor)
Abstract
Today, tens of millions of people on the planet suffer from heart disease. For the correct diagnosis and treatment of these diseases, there is a vital need for accurate scientific evidence such as various types of vascular and cardiac imaging. One of the applications of guidewires is in cardiovascular imaging. Of course, in addition to diagnosis, this device is also used in the treatment of disease. It should be noted that about 21 million central vessel catheters are performed annually on heart patients, of which about 16 million are performed using the seldinger method. Reportedly, unfortunately, 5% to 19% of these operations have had side effects and harm to the patient or failure....
Feasibility study on application of the recent enhanced heavy oil recovery methods (VAPEX, SAGD, CAGD and THAI) in an iranian heavy oil reservoir
, Article Petroleum Science and Technology ; Volume 35, Issue 21 , 2017 , Pages 2059-2065 ; 10916466 (ISSN) ; Dehghan, A. A ; Mahdavi, S ; Sharif University of Technology
2017
Abstract
Enhanced oil recovery (EOR) methods assisted by gravity drainage mechanism and application of sophisticated horizontal wells bring new hope for heavy oil extraction. Variety of thermal and non-thermal EOR techniques inject an external source of energy and materials such as steam, solvent vapor, or gas through a horizontal well at the top of the reservoir to reduce in-situ heavy oil viscosity. So, the diluted oil becomes mobile and flows downwards by gravity drainage to a horizontal producer located at the bottom of the reservoir. In this paper, a sector model of an Iranian fractured carbonate heavy oil reservoir was provided to simulate and evaluate capability of some EOR techniques such as...
Improving Workflow in Microservice Architecture-Based Systems Using Process Mining with the Alloy Analyzer
, M.Sc. Thesis Sharif University of Technology ; Mirian Hosseinabadi, Hassan (Supervisor)
Abstract
Microservices is a software architecture in which applications are divided into a collection of small, independent services. Each of these services is responsible for a specific part of the application's functionality and is developed, implemented, and run independently. Microservices emerged as a solution to the problems in traditional monolithic architectures. Today, microservice is known as the main candidate for building scalable cloud-based systems. In this architecture, a system is built using the integration of a number of microservices. This architecture is defined by two approaches in terms of the workflow model; In the first approach, the model of workflow and interaction between...
Optimal integration of small scale hybrid solar wind RO-MSF desalination system
, Article Renewable Energy Focus ; Volume 27 , 2018 , Pages 120-134 ; 17550084 (ISSN) ; Tavakoli Hashjin, T ; Ghobadian, B ; Roshandel, R ; Sharif University of Technology
2018
Abstract
Solar and wind are two main resources of renewable energies that can supply the energy requirement in the most of world's regions. Iran has desirable condition in terms of solar and wind energy and also is faced with shortage of fresh water resources. Hybrid solar wind RO-MSF desalination system that works with two clean and renewable energy resources of solar and wind, could be a sustainable energy resource for water desalination. Hence, in this paper for evaluating the performance of salty water desalination by hybrid RO-MSF desalination plants, a hybrid system is designed and optimized. Different models of solar wind RO-MSF was considered and analyzed technically and economically. Finally...
Comparison of microstructural changes in a SIMA processed A356 aluminum alloy after unidirectional compression and rolling: Effect of pressure depth
, 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 391-396 ; 10120394 (ISSN); 9771012039401 (ISBN) ; Bigdeli, M ; Mahdavi, A ; Khomamizadeh, F ; Sharif University of Technology
Trans Tech Publications Ltd
2008
Abstract
In this study, in order to compare effect of unidirectional compression and rolling on final microstructure of strain induced melt activated (SIMA) A356 aluminum alloy, rectangular samples with dimensions of 3cm×5cm in area and 1cm in thickness and cylindrical specimens with 2.5cm in diameter and 1cm in length, have been prepared for rolling and compressing processes, respectively. Then, these samples were plastically deformed at a same strain in ambient temperature. Afterward, the strained samples were cut into equal quarters. In the next stage, to produce globular microstructure, these specimens were partially remelted in 580°C for different times. Results obtained from light microscopy...
Study of microstructural evolution and phase's morphology after partial remelting in A356 alloy
, 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 367-372 ; 10120394 (ISSN); 9771012039401 (ISBN) ; Bigdeli, M ; Hajian Heidary, M ; Khomamizadeh, F ; Sharif University of Technology
Trans Tech Publications Ltd
2008
Abstract
In this work, effective parameters of SIMA process to obtain non dendritic microstructure in A356 alloy were investigated. In addition, the effect of SIMA process on the evolution of morphology of silicon and intermetallic phases in this alloy was studied. Microstructure images obtained from optical microscopy and SEM observation showed that increase in plastic work up to 40% and then holding of samples in the semi solid state at temperature of 580°C, causes that primary dendritic structure changes to non dendritic, fine and globular structure, but optimum reheating time completely depended on initial thickness of samples. If all parameters of SIMA process are the same, the grain boundaries...
Anomaly Based Intrusion Detection in Computer Networks Using Generative Adversarial Networks
, M.Sc. Thesis Sharif University of Technology ; Hemmatyar, Ali Mohammad Afshin (Supervisor)
Abstract
Due to the rapid development of computer networks, security is a major concern. Methods of intruding computer networks are also rapidly developing, and there is a new method every day. These facts corroborate the need for new and more intelligent mechanisms for detecting intrusion. To detect intrusion, one must analyze the network traffic. The most used traditional methods of traffic separation are port-based and payload based detection. The former is not so efficient, and the latter is not only inefficient but also violates the privacy of users. Unsatisfied by such methods, researchers adopted machine learning techniques and tried to develop new solutions for detecting intrusion. Methods...
Automatic Identification of Hazard Factors in Project Planning Phase Using Building Information Modeling (BIM)
, M.Sc. Thesis Sharif University of Technology ; Alvanchi, Amin (Supervisor) ; Karimi, Hossein (Supervisor)
Abstract
The construction is classified as a high-risk industry. The number of casualties and fatalities in this industry is disproportionately high. The ability to recognize hazards in the construction process and the design stage is still in its early stages of development. The most important way to control and eliminate hazards and accidents is to analyze these hazards before they occur and plan to deal with them before starting project activities. Identifying safety risks is the first step in evaluating and analyzing these risks. Building Information Modeling (BIM) technology, due to the consideration of the relationship between the elements in the model and because it contains an object-oriented...
Technical, Economic and Environmental Study and Evaluation of Urea and Ammonia Production Process
, M.Sc. Thesis Sharif University of Technology ; Farhadi, Fatollah (Supervisor) ; Vafa, Ehsan (Supervisor)
Abstract
process design and decision-making about it are challenging activities that involve optimizing conflicting goals such as cost, technical feasibility, and environmental impacts. These conflicting goals can be analyzed by considering the complete life cycle of a process or product in the initial design and decision-making. Life cycle analysis follows the environmental effects throughout the life cycle of a product, including extraction, transportation, production, consumption, and disposal. Life cycle assessment includes four fundamental stages: goal and scope definition, inventory analysis, life cycle impact assessment, and interpretation of results. The aim of this project is to investigate...
Prioritizing adoption barriers of platforms based on blockchain technology from balanced scorecard perspectives in healthcare industry: a structural approach
, Article International Journal of Production Research ; 2022 ; 00207543 (ISSN) ; Nasr, A. K ; Saeed Heidary, M ; Nosrati-Abargooee, S ; Mina, H ; Sharif University of Technology
Taylor and Francis Ltd
2022
Abstract
Since the advent of blockchain technology (BT), extensive research has explored using this technology in non-financial cases. The healthcare industry is one of the non-financial sectors that BT has significantly impacted. In this paper, for the first time, barriers to implement BT-based platforms from a balanced scorecard perspective in the healthcare sector are introduced, and these barriers are prioritized using a structural approach based on the weighted influence non-linear gauge system. Unlike other structural models such as decision-making trial and evaluation laboratory (DEMATEL), in this approach, both strength and influence intensity of components are considered in the ranking...
Prioritizing adoption barriers of platforms based on blockchain technology from balanced scorecard perspectives in healthcare industry: a structural approach
, Article International Journal of Production Research ; Volume 61, Issue 11 , 2023 , Pages 3512-3526 ; 00207543 (ISSN) ; Khalili Nasr, A ; Heidary, M. S ; Nosrati Abarghooee, S ; Mina, H ; Sharif University of Technology
Taylor and Francis Ltd
2023
Abstract
Since the advent of blockchain technology (BT), extensive research has explored using this technology in non-financial cases. The healthcare industry is one of the non-financial sectors that BT has significantly impacted. In this paper, for the first time, barriers to implement BT-based platforms from a balanced scorecard perspective in the healthcare sector are introduced, and these barriers are prioritized using a structural approach based on the weighted influence non-linear gauge system. Unlike other structural models such as decision-making trial and evaluation laboratory (DEMATEL), in this approach, both strength and influence intensity of components are considered in the ranking...
Investigating the impacts of resiliency of the automation system on distribution network resilience
, Article Proceedings - 2023 IEEE PES GTD International Conference and Exposition, GTD 2023 ; 2023 , Pages 6-10 ; 978-172817025-1 (ISBN) ; Lehtonen, M ; Fotuhi Firuzabad, M ; Fattaheian Dehkordi, S ; Heidary, S ; Sandikkaya M. T ; Usta O ; Sharif University of Technology
Institute of Electrical and Electronics Engineers Inc
2023
Abstract
Recently, the problem of resilience of distribution networks against high impact low probability (HILP) events (i.e. hurricane) has been raised as one of the newest challenges discussed by engineers and researchers. On the other hand, the transformation of traditional electricity distribution systems into smart networks that have the ability to automatically perform switching and fault locating could enable the utilities to minimize the operational costs in case of HILP events occurrences. In this paper, while presenting a model for hurricane incidence, the impact of the automation system on network resilience has been investigated. Accordingly, a modeling scheme is first developed to...
Nanoparticle-based optical sensor arrays
, Article Nanoscale ; v. 9 , 2017 , pages 16546 – 16563 ; 2040-3364 ; Bigdeli, Arafeh ; Ghasemi, Forough ; Golmohammadi, Hamed ; Abbasi-Moayed, Samira ; Farahmand Nejad, M. Amin ; Fahimi-Kashani, Nafiseh ; Jafarinejad, Somayeh ; Shahrajabian, Maryam ; Sharif University of Technology
Royal Society of Chemistry
2017
Abstract
As in many other methods that have integrated nanoparticles (NPs), the chemical nose/tongue strategy has also progressed greatly since the entrance of NPs into this field. The fascinating tunable physicochemical properties of NPs have made them powerful candidates for array-based sensing platforms and have enabled the development of real-time, sensitive and portable systems that are able to target complex mixtures of analytes. In particular, the unique optical properties of NPs have a key role in providing promising array-based sensing approaches. This review will describe the main aspects and processes of most common NP-based optical sensor arrays. The fundamental steps in the design of a...
Numerical Simulation of two Phase Flow Around Gas- Condensate Wells With Compositional Model
, M.Sc. Thesis Sharif University of Technology ; Taghizadeh Manzari, Mehrdad (Supervisor) ; Seif, Mohammad Saeid (Supervisor) ; Kazemzade Hannani, Siamak (Supervisor)
Abstract
If the reservoir temperature lies between the critical temperature and cricondentherm of the reservoir fluid, the reservoir is classified as a retrograde gas-condensate reservoir. When the pressure is decreased on these mixtures, instead of expanding or vaporizing as might be expected, they vaporize instead of condensing. If the reservoir pressure is above the upper dew-point pressure, the hydrocarbon system exists as a single phase in the reservoir (region 3). As the reservoir pressure declines isothermally during production from the initial pressure to the upper dew-point pressure, the attraction between the molecules of the light and heavy components move further apart. As this occurs,...
The lake urmia environmental disaster in Iran: a look at aerosol pollution
, Article Science of the Total Environment ; Volume 633 , 2018 , Pages 42-49 ; 00489697 (ISSN) ; Khaghani, A ; MacDonald, A. B ; Nguyen, P ; Karimi, N ; Heidary, P ; Karimi, N ; Saemian, P ; Sehatkashani, S ; Tajrishy, M ; Sorooshian, A ; Sharif University of Technology
2018
Abstract
Lake Urmia (LU) once was the second largest hypersaline lake in the world, covering up to 6000 km2, but has undergone catastrophic desiccation in recent years resulting in loss of 90% of its area and extensive coverage by playas and marshlands that represent a source of salt and dust. This study examines daily Aerosol Optical Depth (AOD) data from the Moderate Resolution Imaging Spectroradiometer (MODIS) between 2001 and 2015 over northwestern Iran, which encompasses LU. Intriguingly, salt emissions from the LU surface associated with ongoing desiccation do not drive the study region's AOD profile, whereas pollution transported from other regions and emissions around LU are more important....