Sharif Digital Repository

Daily price limits are boundaries that regulators impose to control daily volatility in stock market. This paper studies the impact of an imposing price limit in Tehran Stock Exchange. To this end we use all the data about companies which were accepted in stock exchange and fara-stock exchange in 1392.In this year the price limit imposed on companies in stock exchange and fara-stock exchange are 4 and 5 percent respectively. Therefore, to estimate the effect of price limit we use the propensity score matching method and inverse probability weighting.The results indicate no significant differences between returns and trade volume between 4% and 5% price limits, but a significant difference... 

Effective field theory is a practical method for model building and explaining experimental/observational data. These theories are constructed based on knowing low energy degrees of freedom and symmetries (accidental or fundamental). By construction, these theories are applicable up to a cut-off scale and their predictions beyond that are not reliable. For applications to higher energies a UV completion is needed through which modifications are applied or new heavy degrees of freedom are introduced. In order to complete a theory in a Wilsonian approach, scattering amplitudes must satisfy some constraints. These constraints are derived from basic assumptions like Lorentz invariance,... 

Behaviour of piled-raft foundation on clayey soils have been analysed and assessed by the numerical methods. In this study; emphasis is made on assessment of the settlement distribution and the decrease of differential and average settlement for piled raft foundation. in these type of foundations adding piles are primarily as settlement reducers. In order to study the behaviour of pile raft foundations, numerical modelling with FLAC 3D have been carried out by using the elastic structural elements encoded in the software. In this modelling, the behaviour of soil is assumed Elastoplasts and was modelled by the Mohr-colomb constitutive medel. In this survey, the effects of different... 

One of the most important variants of classical logic is intuitionistic logic, which has arisen from the contemporary studies in the foundation of mathematics. Suppose we want to investigate the foundation of mathematics from a constructive point of view. For this purpose, we can choose two different ways. The first one is to modify the classical set theory, ZFC, in a way that is valid from a constructive point of view and is enough to formulate constructive mathematics, as well. The second approach, which is somehow different from the first one, is a foundational and dependent codification of the same foundation in a way that completely reflects constructive views.In this work we will... 

This thesis focuses on the network capacity control problem while, risk-averse criteria is considered for decision making. Network revenue management models have wide applications in various industries such as airlines, hotels, railways, rental halls due to handling multiple resources. All models in the related literature are developed based on risk-neutral criteria. However, in this thesis we consider risk-averse policies for many reasons such as risk reduction, covering fixed costs rather than maximizing revenue, and earning some specific revenue within a specific time period. We apply dynamic programming by adopting two types of utility functions: 1) additive and time-separable utility... 

In recent years, dust storms have turned into one of the most prominence environmental issues, existing in Tehran. The infiltration of dust through west borders has led to significant increase in the concentration of Tehran’s pollutants. The main abroad source of these dusts are deserts located in Middle East. The contribution of Middle East deserts in daily concentration of PM10, without the inclusion of local emission sources, was analyzed in previous studies. In this study, we analyzed the contribution of dust storms, formed in Middle East, in Tehran’s PM10 and PM2.5 concentration, using CMAQ model. Dust periods between 2012 and 2014, was identified using observation data and satellite... 

Copper-based semiconductors have received a great deal of attention due to their high absorption coefficient, direct and adjustable energy gap with stoichiometry, low frequency and toxicity. Multicomponent nanocrystals such as CuInS2, Cu (In, Ga) (S, Se) 2, Cu2ZnSnS4 and Cu2SnS3 (CTS) have been successfully synthesized by colloidal synthesis and have shown application potentials such as energy conversion, photocatalyst, thermoelectric and biomedical. Among these, the CTS ternary semiconductor with p-type conduction is one of the most well-known compounds of group I-IV-VI, which consists of abundant and non-toxic elements. In this research, thin-film solar cells with FTO / TiO2 / In2S3 / CdS... 

Turbulence can distort and corrupt the image in quite a few ways when light from a distance star or another astronomical object enters the Earth's atmosphere. It is inevitable that all images produced by any telescope on ther Earth are blurred by these distortions. Adaptive Optics is a technology used to improve the performance of optical systems by reducing the effect of wavefront distortions: it aims at correcting the deformations of an incoming wavefront by deforming a mirror in order to compensate for the distortion. The research work reported in this thesis presents a solution to the surface shape control problems in a Deformable Mirror system. Our first goal is to derive equations that... 

Today, despite the notable progress in diagnostics and therapeutics, cancer remains the second cause of death worldwide. This rather high mortality rate is often attributed to cancers diagnosed at late stages, including prostate cancer. Among the techniques approved for prostate cancer diagnosis, total or free prostate-specific antigen screening using blood serum samples is the sole method able to detect prostate cancer at an early stage. This test has led to a significant decrease in prostate cancer-related deaths. Nonetheless, it possesses several drawbacks, such as the complex, costly, and time-consuming conventional methods utilized in clinical laboratories to assess the concentration of... 

The low female labor force participation rate in the Iranian labor market relative to the global average and even to countries that do not differ significantly from the socio-economic characteristics of our country is one of the important questions of the Iranian labor market. In this study, we seek to answer the question of whether the economic participation rate of married women will increase if the gender gaps in wages, job findings and job losses among women and men are eliminated in the Iranian labor market. To answer this question using household expenditure and income data and labor force data, we show that between the two categories of occupations, in terms of the share of women's... 

Fatigue crack growth can have harmful effects on the reliability rotary machine. While an early warning to crack, can be used to extend the life of these expensive machines and increase reliability.Structural Vibration Condition Monitoring as a primary fault detection method, achieved to a lot amazing result and for this reason studies vibration behavior of cracked rotational shaft is a big issue for engineers of dynamic machine.In this research, first check the fault detection methods based on structural vibration condition monitoring, mode shape methods were extracted. Then by modeling rotational shaft in computer and creation of crack on it, fault detection quality of these methods have... 

In the present study, the effects of increasing the value of shale gas production, either due to increased production or price increases, have been studied on economic variables such as employment, wage, property value and the number of births. In this regard, the data for each of these variables was used at the county level in the United States of America between 2000 and 2011. In order to estimate the desired effects, counties are divided into two types of boom and non-boom counties. The findings indicate that increasing natural gas production will lead to more employment and wage growth in boom counties than non-boom counties. Also, during the period of increasing production, the value of... 

It is important to provide an appropriate and economically method with technical and engineering considerations to stabilize excavated underground spaces. The necessity of this, especially for the construction of underground metro stations located in the cities which faces many problems, is more evident. In this research, it has been tried to introduce an optimal method according to the type of area for the construction of the underground station. In order to obtain stress and strain condition in structural elements and surface deformations due to different stages of excavating, numerical modeling in FLAC3D has been used. By examining the parameters that affect the sustainability of this... 

In this study, we aim to learn representations from microscopic cell images that effectively capture the features of drugs affecting the cells, allowing us to identify effective drugs for treating a disease. We employ two parallel learning paths using predictive and generative models. Specifically, we have achieved a predictive model on the RxRx19a dataset that, unlike previous models, is interpretable, optimized, and robust to dras- tic changes in drug properties. Additionally, we have developed the first generative model on this dataset, which not only generates high-quality images but also discovers a meaningful latent space. This latent space divides the representation into relevant... 

Co-movement between inflation and nominal interest in response to an interest rate shock, dubbed neo-fisherianism, has been the subject of contentious debate since the advent of non-inflationary ZLB environment. We design an economic model rich with banking features to understand the economic responses to permanent and long-term interest rate shocks. We find that responses to a permanent positive interest rate shock depend on the monetary authorities’ speculation of the new long-term inflation rate, with the most probable outcome being a permanent increase in inflation. Responses to a long-term positive interest rate shock depict an increase and then decrease in inflation. We also discover... 

Modern sensors consist of arrays of detectors specially arranged to enhance precision, capabilities, and field of view (FOV). Sensor arrays can have multiple functionalities such as the simultaneous detection of position and motion. We use a linear sensor model and develop an optimization method to design an array of photodiodes. Our objective function minimizes bias and variance estimations. We introduce a maximum likelihood technique to approximate and determine the bias caused by measurement errors, and verify our theory by statistically complete simulations. We apply our theory to design an optimal sun sensor. The sensor has a predefined conical FOV, and its accuracy is controlled by a... 

Influence of excavating the Tehran metro line 7 tunnel on surface settlement, stresses and deformations induced in Towhid tunnel is investigated using numerical modeling. Construction of Metro tunnel as the new one must be carried out without imposing any damage to the Towhid tunnel as the existing tunnel. Towhid tunnel is a set of twin tunnels along the Chamran highway in Tehran. The tunnels were constructed using sequential excavation method and lined with cast in place reinforced concrete; on the other side metro line 7 is being constructed using 2 EPB tunnel boring machines and lined with reinforced concrete segments. This research consists of the study of the effects of pillar width,... 

Foam injection for enhanced oil recovery is concerned by petroleum engineers because it decreases adverse effects of fingering and gravity segregation caused by the injected fluid .Obviously foam stability is an important factor in the efficiency of this process. So investigating it is an imperative. One of the ways that less studied and can improve foam stability is using of nanoparticles. In this project effect of nanoparticles on foam stability and displacement mechanism during foam flooding has been discussed.
Study consisted of two sets of experiments. In the first part, the static foam stability in the presence of silica nanoparticles has been investigated. Also influence of...