Sharif Digital Repository

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... 

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... 

Design of optimal controllers for nonlinear systems and even for linear systems is one of the most important parts of the control science. In optimal controller design, our aim is to maximize or minimize some kind of cost function associated with that particular problem. Such cost functions are usually combining the overall control effort, system’s energy, or some other important specifications of the system. Explicit solution for linear quadratic controllers exists under some mild conditions such as stabilizability of the system. The solution is in the form of a full state-feedback law. But in practical problems, we may not have access to all of the system state variables. The problem can... 

The microstructures of stainless steels consist of an austenitic matrix with almost continuous network of primery carbides.This class of steel had replaced the traditional super alloys with a reduction in costs and has similar properties under conditions of creep, which is one of the principal degradation mechanisms leading to failure in service at elevated temperaturs , therefore, their mechanical properties such as tensile strength and creep resistance are particularly important in hot deformation. Recently the effects of temperature and aging time on static strain aging in worked stainless steel have been investigated. In this study the deformation behavior of HP-series austenitic... 

A control strategy for islanded (autonomous) operation of a microgrid consisting of two Distributed Generation (DG) units is proposed in this thesis. The DG units are connected together in a radial configuration. Each DG unit utilizes a voltage-sourced converter (VSC) to interface to its dedicated load. The DG units and the loads are to operate in the islanded mode of operation. To provide autonomous operation for the microgrid, voltage and frequency of the loads should be regulated. The proposed control strategy utilizes (i) an internal oscillator for frequency control in an open loop manner and (ii) a decentralized servomechanism controller to regulate the load voltage. The microgrid is... 

Possessing second place among gas reserve owner countries worldwide, Iran enjoys a very particular position in energy supply field. The crude oil is about to be replaced by natural gas in fuel sector because of growing demand for natural gas along with depletion of crude oil reserves. Some other drivers to this change are the increase in the known reserves of natural gas, the need to monetize stranded gas reserves and the environmental pressure to minimize the flaring of associated gas and carbon dioxide emissions. In such conditions the optimum consumption of these national abundant resources results in obtaining considerable revenues and strong presence of Iran in world consumption... 

When organizations prefer to outsource their data, security protection of data will be more important. Using cryptography in addition to access control techniques is a natural way for saving confidentiality of data against untrusted server. However, encryption and decryption of data result in database performance degradation. In such a situation all the information stored in encrypted form, one cannot make the selection on the database content any more. Data should be decrypted first, so an unwilling tradeoff between the security and performance is normally forced. The appropriate approaches to increase the performance are methods to deal directly with the encrypted data without firstly... 

Analysis and design of power systems are challenging due to ever increasing dimension of the system and also the nonlinearities involved in the system. The conventional approach is to use linear analysis tools and then investigate the nonlinear impacts by the means of computer simulations. This requires great deal of trial and error and it is not always a timely approach. In this project, we initiate a comprehensive nonlinear analysis for a single-machine infinite-bus system by studying a Hopf bifurcation in its dynamics. We use results of our nonlinear analysis to study how a capacitive compensation such as TCSC works. Subsequently, we design a nonlinear controller for a PSS to have... 

Today many applications produce data stream that grow continuously over time. Classification is an important task in mining this data. One of the major challenges in classification of data streams is that the underlying concept of data may change over time; this needs updating the classification model. Many of traditional classification algorithms are adapted for classifying data streams. Evolutionary algorithms are stochastic methods that have been successfully applied to a wide range of optimization problems. Harmony search is a new evolutionary algorithm that convergence to global optimum and can be applied to discrete and continuous data. The evolutionary nature of classifying data... 

Nowadays, finding suppliers of goods and materials is easier than the past, because of developments in communications technology. Therefore, some of supply chains have expanded their relations to global area and select international partners. With an increase in the scope of suppliers available, supplier management sections encounter a large number of suppliers to choose from, and loads of information to process. Therefore proper methods must be adopted in order to evaluate the suppliers. One way is to create credit levels and ranking the suppliers according to past cooperation. Implementation of this method requires the use of tools that provide Comprehensive analysis of the occult rules... 

High voltage dc-dc converters are widely used in industrial applications. One of the methods for generating the high voltage is series connection of isolated voltage sources which can be produced by a multiple output converter. One major problem of multiple output converters is their cross regulation. In this project, the operation of a full-bridge based dc-dc converter (FBBC) is investigated in both single output and multiple output cases and analytical expressions for its output voltage and cross regulation are derived. Then, the effect of different parameters of the converter on the cross regulation is studied. It has been shown that increasing the input voltage of the converter improves... 

Most of the recent hydro-system researches lent themselves to integrated modeling of interactions between agricultural water demand and hydro-system operation for better agricultural water demand management. Large share of water consumption by agriculture sector and general acceptance of integrated water supply and demand management by water sector decision makers highlighted this approach in hydro-systems analysis. This approach in modeling helps to achieve a better management strategy for agricultural water demand and supply with the least reduction in agri-sector economic indices, while supplying industry, domestic and environmental target demands. However, agriculture, industry and... 

Increasingly adopting of multiple channels by companies in order to achieve greater market coverage and more sale, has made managers to deal with a new challenge of avoiding conflict in multiple channels. The importance of the issue and lack of empirical research provided motivation to study approaches to minimize multiple channel conflict and explore how they reduce conflict. Therefore a qualitative study using a single case (Solico Group) was conducted. After reviewing the literature 7 approaches were identified to minimize multiple channel conflict: Superordinate goals (goals that achieving them requires efforts and resources of more than one channel), Brand (using products with different... 

Generally concrete dams have not been sited at location where there were faults classified as active. However, there may be sites suitable for concrete dams where there is some possibility of fault displacement occurring underneath the dam. In addition, there may be situations where an existing dam was constructed over a fault thought to be inactive and later determined to be active, due to different approaches of classification of a fault whether it is active or not. Also some discontinuities may be observed during construction. For these cases nonlinear analysis and criteria will be required to assess the capability of concrete dams to safely withstand fault displacements. In this thesis,...