Sharif Digital Repository

Hadith, as one of the most important sources of classical Arabic text, presents the sayings and the conduct of Prophet Muhammad (PBUH) and his family (A.S) as narratives of life and religious teachings. In this context, Hadith processing includes tasks such as sorting, extraction, linking, categorization, and alignment of information from hadith texts, which assist in easy access to information and better understanding of the meanings of the hadiths. The absence of a comprehensive database of hadiths presents a challenge, making access to information diffcult and comparison across different works impossible. Preprocessing of hadith texts faces challenges like information extraction (such as... 

Trip demand analysis is among the most important parts in comprehensive transportation studies. Developing four stage models including trip generation, trip distribution, mode choice, and assignment are so common in demand analyzing. In this study, trip generation models have been studied and to analyze data, two different methods including OLR and GWR are utilized. This study aims to examine relationship between aggregate zones in order to forecast future trips. Moreover, results of modeling trip generation with two different methods, OLR and GWR, are compared. Comparing different levels of aggregation reveals that as the number of zones decreases, the results get better. Decreasing number... 

In this thesis, we examine different forecasting methods to predict volatility in financial markets. Tehran Exchange Price Index (TEPIX) is adapted to forecast in short and long term periods. TEPIX is the most important index in Tehran Stock Market which is officially reported daily. Autoregressive Integrated Moveing Average models (ARIMA), Generalaized Autoregressive Heteroskedastic models (GARCH) and Artificial Neural Networks (ANN) are used for forecasting TEPIX. Spectral Analysis is also regarded as a completely new approach in financial mathematics to forecast TEPIX in short and long term periods. We consider different criteria to compare the performance of different methods of... 

In this thesis, three popular option pricing models, Black and Scholes Model, Heston Model and Bates Model are compared to each other in economic crises situation. We carry out a comparison between different option pricing models based on S&P500 Index options during 2008. First these data are classified regarding to moneyness and maturity time in nine categories and then the performance of the models, exerting two indexes, In Sample performance and Out Of Sample performance are compared in every category. To reach the prices via In Sample performance index, structural parameters of each model are estimated with the data of each day. Then, daily prices are computed by models and compared with... 

Predicting the price that has the least error and can provide the best and highest accuracy has been one of the most challenging issues and one of the most critical concerns among capital market activists and researchers. Therefore, a model that can solve problems and provide results with high accuracy is one of the topics of interest among researchers. In this project, using time series prediction models such as ARIMA to estimate the price, variables, and indicators related to technical analysis show the behavior of traders involved in involving psychological factors for the model. By linking all of these variables to stepwise regression, we identify the best variables influencing the... 

Water shortage, population growth, and high levels of urban water demand are among main challenges of water demand management for developing countries and cities, and also for megacities. Urban water management systems, as they are complex adaptive systems, complex interactions exist among elements affecting the system. In other words, action from a subpart can trigger other parts, and also the whole system to respond in reaction. In this study, socio-economic water consumption behavior of households is studies and simulated in an agent-based modeling platform. First, households are interviewed and, using the qualitative data extracted from interviews and also the behavioral science... 

Iran has the third largest reservoirs of oil and the second largest reservoirs of gas and has the greatest hydrocarbon reservoirs worldwide. Considering the fact that production of oil is highly dependent on gas injection, Iran is facing a great challenge in determining proper strategy for consuming natural gas. Due to the lack of proper strategy form the point of view of economical as well as scientific evaluation in political and social aspects, it has resulted in weakening Iran’s place in international markets and also reduction of oil wells’ productions.In this study, after a review of relevant literature, characteristics of oil and gas projects effective on modeling them were... 

In this thesis, first, the problem of valuation of a portfolio is considered. This portfolio consists of some risky assets and real options written on them, with capital budgeting constrain. Three major elements of this problem are: portfolio, capital budgeting and real options. After reviewing the relevant literature, we develop a framework for managerial decisions about risky assets, by applying of Option Valuation Theory and Stochastic Dynamic Programming. The objective is to fill the gap in the valuation literature and propose a model that considers three aspects of investment decisions– portfolio approach, capital budgeting and real options- simultaneously. The proposed model... 

User cooperation is an important concept in wireless networks to achieve best performance subject to low cost. Dynamic and broadcast natures of wireless networks are two indispensable characteristics of these networks. Therefore, when a user transmits his signal to the receiver, other users in his neighborhood may receive the signal as well. Hence, these neighbors can decide to cooperate with each other in transmitting their messages to the receiver. On the other hand, due to the dynamic nature of the wireless networks, one can assume that each user has some knowledge about the interference signals or the fading coefficient that are not known to the other users. Therefore by utilizing user... 

Reliable and secure communication requires low error probability and low information leakage, respectively. But there are different metrics for error probability and information leakage. Two important reliability metrics are ϵ or zero probability of error. An ϵ-error criterion requires the (average or maximal) error probability to vanish as the blocklength increases, while a zero-error criterion, demands the error to be exactly zero for every given bloklength. Three important security metrics are weak, strong, or perfect secrecy. A weak notion of secrecy requires the percentage of the message that is leaked to vanish as the code blocklength increases, while a strong notion of secrecy... 

The rapid evolution of artificial intelligence (AI) technologies has led to the widespread adoption of AI systems in diverse research and industrial fields. Deep neural networks, at the forefront of AI's power, demonstrate high performance by leveraging large volumes of training data. However, acquiring such vast amounts of data requires collaboration among individual data owners, who may have concerns about privacy. To address these concerns, various privacy-preserving methodologies have been proposed. These methodologies share a common goal of striking a balance between preserving privacy and maintaining data utility. This study aims to explore and analyze these privacy protection... 

Regarding to the emergence of quantum computers and advances in the large scale implementation of them, exploiting hard problems of coding theory is of great importance.This family of problems, like those of lattices, has an acceptable resistance against classic and quantum attacks. Thus, they can be replaced with hard problems in number theory and algebra. Increasing dominance of cyberspace made us highly dependent to it. Consequently, preparing tools and methods to mitigate future threats is necessary. Digital signatures constitute an important family of cryptographic primitives. Code-based digital signatures are mostly suffering from two main drawbacks: large public key and long time of... 

In this thesis, we focus on some internal organization issues of the supply chain; in particular, we analyze some network design problems which are typical of producer companies. The aim is to optimize the flow of goods through the literature distribution network, from the plants where the goods are produced (supply points) to the demand points, which are essentially distributors such as wholesalers or retailers. The system addresses a class of distribution network design problems, which is characterized by multiple product families, a central manufacturing plant site, multiple central warehouses and distribution center, and retail outlets (customer zones) which demand multiple units of... 

The purpose of this thesis is to develop an e-Business B2B system for a company. We review e-Business concepts, its requirements as well as the obstacles to implement it. Then, the various kinds of e-Business, their advantages and disadvantages are discussed. We study the outcome of e-Business system implemented in two Iranian companies. Then, we design an information system for one company. Indeed, this system presents the process of purchasing and sale representing the transactions between the company and its sale representatives. This information system is designed within Microsoft Access environment. This system can make this company capable of entering international markets by... 

The problem of developing optimal pricing and inventory allocation strategies has been extensively studied over the past two decades. However, most of the literature in this area assumes that customers are myopic price-takers, and do not respond to firm pricing strategically. In this study, we present review on a class of problems that consider a firm selling a finite number of items over a finite time horizon facing stochastic demand and a group of customers who act strategically by timing their purchases. We first review the optimal purchasing policy for the customers, and pricing policy for the firm that is the best response policy to the customer’s strategic behavior. Then we present a... 

In electrical energy market, an economic game is running in which, power generating companies compete with each other in order to determine their suitable strategies and gain the highest possible profit. The literature shows the researchers actually use different algorithms to determine their suitable strategies but not Nash equilibrium method. These algorithms can not guarantee that the strategic equilibrium points can be found. In this research, the classic Nash method is used to determine GENCOs appropriate strategies and is simulated on some well known models (Cournot, Supply function equilibrium (SFE) and Bertrand), combined energy and reserve markets will be studied. The results of... 

In this investigation, two pricing models are extended with continuous and periodic price settings through dynamic programming approach. In this problem, we intend to sell a perishable product in a finite horizon with no salvage value through an advance-sale system. The objective function in these models is maximizing expected value of firms’ revenue by setting optimal prices in pricing periods. Demand is assumed to be stochastic time and price-dependent and also customers might cancel their reservations by paying a penalty before delivery. Structural properties of the optimal policy are investigated for both models and the concavity and inventory monotonicity properties are proved for both.... 

In this study, four pricing models in a supply chain are developed. The first model includes a retailer. The second model also includes a retailer. However in this model we apply the learning technique to update the stochastic demand. In the third model, we consider a supply chain consisting of a retailer and a manufacturer. Finally, in the fourth model we consider a supply chain consisting of a retailer and a manufacturer and like the second model; we apply the learning technique to update the stochastic demand. In all models we assume that a single product is sold in a monopoly market. In this study we seek to simultaneously determine decisions about production, pricing and ordering to...