Sharif Digital Repository

Lake Urmia in northwest Iran is an important water body at the national and international level and plays a significant role in the natural, social, and economic aspects of life in the region. Unfortunately, as a result of natural and anthropologic factors, the lake has suffered a severe water decline in recent decades and was even on the verge of complete drying. Being aware of the catastrophic consequences of lake Urmia's desiccation, a megaproject called Urmia Lake Restoration Program (ULRP) aiming to revive the lake was launched in 2013. Failure in megaprojects is common and frequent in which a high level of uncertainty is one of the main contributing factors. The purpose of this study... 

Government intervention in markets may go beyond the market regulation. Interventions may cause some idiosyncratic price distortions. It means the relative prices of factors to become different among firms. Therefore, micro conditions for firms will be changed. These will result in misallocation of factor production between firms and change in manufacturing TFP. According to data from about 14000 medium and small industrial firms in Iran, removing misallocation of production factors (capital and energy) and output idiosyncratic distortions between industrial firms would result in 115 percent increase in manufacturing TFP.

 

The purpose of this research is the extraction of socio-economic factors (separation of household and household members) that affect the use of banking services in urban area of Iran. In this study we used data of the "family access to financial services in urban areas of Iran in 1387" that has been sampled by the department of economic statistics of central bank of Iran. The statistical information of this organization is in form of completed questionnaires and based on household addresses in a city and contains of 6055 urban household's information. In this project 15922 persons have been studied in urban households include the caretaker and the other family members. In addition to... 

Due date assignment for customer orders has been studied in various production environments. In this thesis a production system is considered in which the orders of several customers are produced in a single lot because of the economy of scale. If a lot is completed before receiving customer orders, inventory carrying cost is incurred. On shortages, a due date is quoted to customers and lead time quotation cost is incurred. The due date may not be met because of (lead-time) uncertainty in production system. Hence if the order is delivered after its due date, tardiness cost is charged. The literature reviews show that such a model is not considered by other researchers. Two different problems... 

A hierarchical production system in make-to-order environment is presented in this thesis. This production system is consisted of three different decision making levels. Maximum acceptance for production within customer specified time interval was done in the first stage, which is called order arriving stage, based on different client criteria, type of demanded product, and production system constraints. A new hierarchical decision making structure for accepting or rejecting arriving orders is proposed in this level. The output of this acceptance level is orders having maximum production system defined criteria, and minimum production cost along with order delivery time with minimum delay is... 

The study on the propane dehydrogenation process has been receiving significant attention due to the growing demand for propylene. The aim of this research is to develop an appropriate kinetic mechanism for dehydrogenation of propane over an industrial Pt–Sn/γ-Al2O3 catalyst in the presence of a very small amount of water. The reaction is carried out over the temperature range of 575 – 620 º C at atmospheric pressure. The results showed that a small amount of water and methanol can improve the performance of catalyst and also, increase the selectivity to COx. Addition the 0.5, 0.45, 0.3 water and 0.1, 0.05, 0.02 methanol are the optimum amount of these oxygenated compounds in order at... 

In recent years in assembly line balancing area many researchers have focused on identifying and modeling real world situations in assembly lines in order to obtain more suitable model. As a result many generalized models have been developed in assembly line balancing area. However, designing efficient algorithms to solve these generalized problems has just begun. In this study it is aimed to design efficient algorithms to solve one of these generalized problems. Specificcally two hybrid genetic algorithms (GA) are proposed to solve assembly line balancing problem with sequence dependent setup times. Scheduling of tasks in the stations has been less considered in the literature of assembly... 

In this thesis, a multi-stage project portfolio selection and scheduling problem in an uncertain environment is modeled, analyzed and solved. Moreover, we investigate the situations in which a project manager is confronted to a large number of projects to be selected and scheduled while the required resources of the projects are limited and renewable. The aim is to maximize objective function which is the net present value of the profit of the projects. To solve the mentioned problem, we introduce a multi-stage stochastic programming. For the reason that, in real problems, optimization problems that included all restraints are large scale and have computational complexity, these problems are... 

Fischer-Tropsch process (FT ) is one of the most important processes gas-to-liquid (GTL) conversion. This process converts synthesis gas into hydrocarbons. Depending on the catalyst and operating conditions of the process, heavy paraffins (Wax) are the most important products in this process. These products can be used to heavy paraffin catalyst hydrocracking in a process for the production of diesel fuel and gasoline to lighter products are suitable to be converted. The aim of this project is to develop a suitable kinetic model to describe the process of producing heavy paraffin hydrocracking process Fisher - Tropsch to be lighter products. In this regard, each 5 continuous mass model... 

An industrial scale reactor for light olefinsproduction was modelledusing the oxidative dehydrogenation (ODH) of light paraffinsin a multi-tubular reactor system involving 10000 small diameter tubes immersed in a shell with proper liquid-cooled flows. Here a theory-based pseudo-homogeneous 1-D model describing the operation of a fixed bed reactor for the ODHparaffinstoolefins over a Ni-Nb-O mixed oxide catalyst (for ethane) and over a V2O5/γ-Al2O3catalyst (for Propane),was employed. The paraffin and oxygen conversions, gas process and coolant temperatures, as well as other parameters affecting the reactor performance, including pressure, were examined. Furthermore, the applied model showed... 

In this Thesis we study the string theory discription of non-relativistic quantum ?eld theories.In other statement we study the duality between gravity and gauge theory with non-relativistic symmetry.We discuss that this duality works in non rel- ativistic sense.We study two kind of non-relativistic theories that one of them camefrom string theory and other model obtained by special transformation of original relativistic theory and we see that how duality can be work for these models.Also dual picture of semi-classical string in the background that found from string theorystudied.We also study the motion of particle in a hot plasma and we ?nd a sign of non-relativisic duality really works  

In the field of supply chain, management constantly seeks to adopt strategies for realizing its targeted objectives. The supply chain, therefore, includes integrated production-distribution processes with all effective parts where proper management requires a comprehensive and dynamic approach. It is necessary to meet required items at required time. This becomes more important with the supply systems providing items. On the other hand, the difficulty of supply chain management, decisions, and policy-making can be increased by a wide range of conditions such as changes in demand. Thus, a comprehensive approach is needed to take the present dynamics into account. The current paper develops a... 

Propylene, as one of the most important raw materials of petrochemical industries, is produced through different methods. One of the major methods is propane dehydrogenation. This reaction is endothermic and many by-products will be produced in high temperature. Therefore catalytic dehydrogenation is preferred. Reduction in catalyst's activity and too many side reactions are the most important problems. Coke formation is the most effective reason of deactivation. Main source of coke is propylene. Experiments show that very small amount of water presence within reaction can reduce rate of coke formation. Water content growth does not always increase activity. If water be more than optimum... 

Asset and liability management is a method for optimizing cash flows of input and output of a bank . The model for optimizing the balance between liability and assets of a bank is presented in this research. Bank asset liability management and planning can be considered at the same time. In tjis model , all assets and liabilities in the bank balance sheet are discussed under different objectives and requirements , such as legal and administrate requirements, market condition, risk rate etc  

In Computer-Aided Process Planning, there are two ways of manufacturing called Variant Manufacturing and Generative Manufacturing. Variant Manufacturing is based on a data base from a part family for a project. The part family is made in a series of root sheets regarding the final form of the intended part. The data base is updated after the manufacturing of each part. In order to make the system intelligent, one can use the OPITZ coding system that specifies the geometrical form, geometrical details and part manufacturing operations in a 13-digit number. The aim of this research is to choose the best machining parameters according to time and cost, that, based on the basic principles of... 

As you know in lean supply chains, it is tried to: reduce the wastes of resources and achieve more production with lower consumption of resources. This system is very well suited for many supply chains in which the final determinant factors are price and quality. In contrast, recently, the concept of agile supply chain has been introduced, insisting on flexibility and high service level. Opposite to lean supply chain, agile supply chain needs safety stock to be able to respond to market’s changes.
Regarding the dissimilarities of these models –including the disagreement in the allocation of safety stock to nodes– In this thesis, in addition to studying and comparing these two approaches,... 

The aim of this paper is to perform macro stress test for one of Iran’s private banks using bank’s quarterly data from Q-4 1383 to Q-4 1389. To do this, the relation of bank’s default rate with macroeconomic indicators like house prices and the growth rate of value added of services; as macroeconomic risk factors; was investigated by a linear model. Results show that the bank’s default rate has a negative relation with both risk factors.Stress testing, using monte carlo simulation; shows that reverse shocks to both house prices and the growth rate of value added of services leads to severe increase in bank’s default rate; so that with decrease of both house prices to 4 million rials at... 

Optimal investment strategies are often derived in continuous time models, but have to be implemented in discrete time. It has been shown that in models with stochastic volatility or jumps; this could lead to significant utility loss, for an investor who utilizes ‘Derivatives’ in his/her portfolio. In this study, we determine the optimal investment strategies with discrete trading explicitly taken into account, through ‘Stochastic Dynamic Programming’. These strategies are in the form of optimal factor exposures for portfolio. The investor, then, needs to use sufficient non-redundant Derivatives in addition to the ‘Stock’ to gain the desired exposures in each point of state space he meet.... 

Jets originating from bottom (b) quarks, play an important role in the study of Standard Model processes together with the search for new physics. In the CMS experiment a considerable e?ort is dedicated to the development and the performance study of so-called b-tagging algorithms. On the other hand, the top quark which is produced in pair (tt¯) with a high rate at the LHC, decays near 99% of the time to a b-quark. Hence it provides a rich source of b-quark jets, suitable for b-jet identi?cation studies. In this thesis, a fully data-driven method to measure the b-tagging e?ciency, using top quark events in its semi-electron ?nal state, is developed. The results of the application of the... 

Crude oil is a key element in world economy and the most widely traded form of energy. Therefore, a clear and effective understanding of crude oil price behavior is of great importance for businesses, governments and policy makers. Taking into account the exhaustible nature of crude oil and impact of monetary policy along with other major drivers of crude oil prices, this paper investigates predictability of oil prices using artificial neural networks. A Multilayer Perceptron (MLP) neural network is developed and trained with historical data from 1980 to 2014 and using mean square error (MSE) for testing data, optimal number of hidden layer neurons is determined. Meanwhile, an economic model...