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keshavarz--hossein
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Total 1417 records
Combustible organic materials : determination and prediction of combustion properties
, Book
De Gruyter
2018
Microstructure and Mechanical Properties of Hybrid Aluminum Matrix Composite Reinforced by Graphite Particles and Zirconium Oxide Nanoparticles Fabricated by Friction Stir Processing
, M.Sc. Thesis Sharif University of Technology ; Kokabi, Amir Hossein (Supervisor)
Abstract
In this research, aluminum matrix composites (AMCs) reinforced by different contents of zirconium dioxide nanoparticles, graphite microparticles, and a mixture of both with various hybrid ratios, into a cold-rolled Aluminum1050 as base metal, fabricated by 4-passes friction stir processing. Observations show that the processing of composites reinforced by Gr particles is significantly hard due to the low friction coefficient of graphite resulting in the decline in the maximum temperature during the process and the type of base metal. The mixtures of graphite and zirconia resulted in more homogenous dispersion of particles in the matrix due to deterring a drastic drop in friction coefficient...
Fabrication and Characterization of Anode Supported Micro-tubular Solid Oxide Fuel Cells Prepared by Successive Non-aqueous Electrophoretic Deposition
, M.Sc. Thesis Sharif University of Technology ; Nemati, Ali (Supervisor) ; Paydar, Mohammad Hossein (Supervisor)
Abstract
The commercial breakthrough of micro-tubular solid oxide fuel cells (MT-SOFCs) is still facing so many challenges because of the complexity of their manufacturing process and the high cost associated with them. By deploying electrophoretic deposition as a simple and cost-effective method, the different components of the fuel cells (the anode, electrolyte, and cathode) can deposit on the graphite rod as a sacrificial substrate. The next step is eliminating the sacrificial substrate which will make hollow rods of cell components. The results of this study show that the use of a particular type of pencil lead will have a minimal negative impact on the overall fuel cell performance, leading to a...
Capital Structure of Iranian Listed Companies
, M.Sc. Thesis Sharif University of Technology ; Keshavarz Hadad, Gholamreza (Supervisor) ; Abdoh Tabrizi, Hossein (Supervisor)
Abstract
Which capital structure theories have the power to explain the determinant of capital structure in capital market companies, assuming the difference between the institutional and fundamental structure of Iran with other countries, which affects the behavior and decision-making style of managers. After the emergence of capital structure theories, studies were performed to assess the explanatory power of theories. The results revealed the fact that the differences in the institutional structure of countries affects the behavior and decision-making style of managers for adopting the optimal capital structure, and the determinants of capital structure followed a limited number of theories. In...
The Relationship between Dividend Policy and Stock Price Volatility
, M.Sc. Thesis Sharif University of Technology ; Keshavarz Haddad, Gholam Reza (Supervisor) ; Abdoh Tabrizi, Hossein (Supervisor)
Abstract
The objective of this study is to explore the relationship between the stock price volatility and dividend policy (dividend yield and dividend payout ratio) for the Iranian stock market. According to the studies of Baskin (1989) and Allen and Rachim (1996), the fixed effect and random effect regression models are applied in this research. The sample of data is composed of 200 public firms which are listed on the Tehran Stock Exchange (TSE) and paid dividends continuously from 2010 to 2020. The results indicate that the dividend policy has a significantly negative relationship with the stock price volatility. In addition, the Size of the company is negatively related to the stock price...
Parents’ decision on child labour and school attendance: evidence from Iranian households
, Article Journal of Education and Work ; Volume 30, Issue 6 , 2017 , Pages 612-631 ; 13639080 (ISSN) ; Sharif University of Technology
2017
Abstract
In the framework of a household’s collective decision processes, this study presents a structural empirical model to test the hypothesis that child labour is compelled by household’s poverty and parent’s bargaining power against one another. To this end, a measure for mother’s intra-household bargaining power is developed. I use Iranian Household’s Income and Expenditures Surveys (2005 and 2010). Estimation method used in this study is multinomial logit. Findings indicate that household’s poverty is not the sole cause of child’s work incidence. Instead, given the other factors such as poverty, being the first born, local labour market prospect and gender fixed, mother’s bargaining power is...
Efficient upper and lower bounding methods for flowshop sequence-dependent group scheduling problems
, Article European Journal of Industrial Engineering ; Vol. 8, issue. 3 , 2014 , pp. 366-387 ; ISSN: 17515254 ; Salmasi, N ; Sharif University of Technology
2014
Abstract
In this research, a permutation flowshop sequence-dependent group scheduling problem with minimisation of total completion time is considered. Since the problem is shown to be strongly NP-hard, a hybrid genetic (HG) algorithm is proposed. The only available lower bounding (LB) method for the proposed research problem in the literature based on branch and price (B&P) algorithm is also enhanced by proposing efficient method to solve sub-problems and proposing a better branching rule. A statistical comparison shows that both the proposed HG algorithm and the proposed LB have better performance than the other methods from the literature with an average 5.96% percentage gap. [Received 13 December...
Makespan minimisation in flexible flowshop sequence-dependent group scheduling problem
, Article International Journal of Production Research ; Volume 51, Issue 20 , 2013 , Pages 6182-6193 ; 00207543 (ISSN) ; Salmasi, N ; Sharif University of Technology
2013
Abstract
In this research, the flexible flowshop sequence-dependent group scheduling problem with minimisation of makespan as the criterion (FFm|fmls, shgi|Cmax) is investigated. A mixed integer linear mathematical model for the research problem is developed. Since the research problem is shown to be NP-hard, a meta-heuristic algorithm based on memetic algorithm (MA) is developed to efficiently solve the problem. Also, a lower bounding technique based on the developed mathematical model is proposed to evaluate the quality of the proposed MA. The performance of the proposed MA is compared with the existing algorithm in the literature, i.e. tabu search (TS), by solving the available test problems in...
Gender ratio, divorce rate, and intra-household collective decision process: evidence from iranian urban households labor supply with non-participation
, Article Empirical Economics ; Volume 48, Issue 4 , 2015 , Pages 1365-1394 ; 03777332 (ISSN) ; Sharif University of Technology
2015
Abstract
This paper provides an empirical investigation on the individual labor supply of Iranian spouses in an intra-household collective decision framework in which gender ratio and divorce rate play a central role for resource allocation of household. The dataset is taken from the Households’ Expenditures Survey (2008) and the Annual Statistical Yearbook (2008) of Iran. I have conducted the parameters estimation and hypothesis testing using switching regression technique to catch the presence of the widespread non-participation of spouses across Iranian households. Reduced forms of labor supply are estimated considering the endogeneity of wage rates. The findings show that the unitary model of...
Upper and Lower Bounding Methods for Flowshop and Flexible Flowshop Group Scheduling Problems
, Ph.D. Dissertation Sharif University of Technology ; Salmasi, Nasser (Supervisor)
Abstract
In this research sequence-dependent flowshop and flexible flowshop group scheduling problems are investigated. Several upper and lower bounding methods are proposed for the research problems. Permutation flowshop sequence-dependent group scheduling problem with minimization of total completion time is considered. Since the problem is shown to be strongly NP-hard, a Memetic algorithm (MA) is proposed. A lower bounding method base on the Branch-and-Price algrithm is also proposed. A statistical comparison shows that both the proposed MA and the proposed lower bounding method have better performance than the other methods from the literature with an average 5.96% percentage gap. Flexible...
Stability Analysis of Rotor Bearing Systems via Lyapunov's Direct Method
, M.Sc. Thesis Sharif University of Technology ; Zohoor, Hassan (Supervisor)
Abstract
Due to the use of rotor dynamics, in the rotating systems such as pumps, turbines and machine tool spindle gained special significance in recent decades and a growing need for rotating machines with high speed, leading to extensive research in this area. Due to instability in the dynamics of these systems, check the stability of the rotor system has been given special emphasis, so that studies and research in terms of models and methods allocated to this topic. The project analyzed the stability of a rotor that includes an elastic shaft is placed on the bearings as it is objective. From point of modeling, the rotor is modeled using Timoshenko beam theory and the rotor mounted on bearing with...
Performance evaluation of the Bayesian and classical value at risk models with circuit breakers set up
, Article International Journal of Computational Economics and Econometrics ; Volume 10, Issue 3 , 10 June , 2020 , Pages 222-241 ; Online ISSN: 1757-1189 ; Heidari, H ; Sharif University of Technology
Inderscience Publishers
2020
Abstract
Circuit breakers, like price limits and trading suspensions, are used to reduce price volatility in security markets. When returns hit price limits or missed, observed returns deviate from equilibrium returns. This creates a challenge for predicting stock returns and modelling value at risk (VaR). In Tehran Stock Exchange (TSE), the circuit breakers are applied to control for the excess price volatilities. This paper intend to address which models and what methodology should be applied by risk analysts to calculate the VaR when the returns are unobservable. To this end, we extend Wei’s (2002) model, in the framework of Bayesian Censored and Missing-GARCH approach, to estimate VaR for a share...
Bias decomposition in the value-at-risk calculation by a GARCH(1,1)
, Article International Journal of Computational Economics and Econometrics ; Volume 10, Issue 2 , 14 May , 2020 , Pages 183-202 ; Hasanzade, M ; Sharif University of Technology
Inderscience Publishers
2020
Abstract
The recent researches show that value-at-risk (VaR) estimations are biased and is calculated conservatively. Bao and Ullah (2004) proved the bias of an ARCH(1) model for VaR can be decomposed in to two parts: bias due to the returns' misspecification distributional assumption for GARCH(1,1), i.e., (Bias1) and bias due to estimation error, i.e., (Bias2). Using quasi maximum likelihood estimation method this paper intends to find an analytical framework for the two sources of bias. We generate returns from Normal and t-student distributions, then estimate the GARCH(1,1) under Normal and t-student assumptions. Our findings reveal that Bias1 equals to zero for the Normal likelihood function, but...
The profitability of pair trading strategy in stock markets: Evidence from Toronto stock exchange
, Article International Journal of Finance and Economics ; 2021 ; 10769307 (ISSN) ; Talebi, H ; Sharif University of Technology
John Wiley and Sons Ltd
2021
Abstract
Market practitioners and speculators attempt to make benefits from the existence of market price gaps and profit opportunities by arbitrage strategies. Although some investors trade stocks based on the available financial and fundamental information of a particular share, there are others who make profits by risk hedging and swing trading opportunities. One of these strategies is pairs trading, which is a sub-category of statistical arbitrage. Pairs trading can assure reasonably a risk-free profit gaining. This paper aims to make a hypothetical portfolio composed of pairs of stocks by exploring a significant association between their prices in the Toronto Stock Exchange, TSX. We compare the...
The profitability of pair trading strategy in stock markets: Evidence from Toronto stock exchange
, Article International Journal of Finance and Economics ; Volume 28, Issue 1 , 2023 , Pages 193-207 ; 10769307 (ISSN) ; Talebi, H ; Sharif University of Technology
John Wiley and Sons Ltd
2023
Abstract
Market practitioners and speculators attempt to make benefits from the existence of market price gaps and profit opportunities by arbitrage strategies. Although some investors trade stocks based on the available financial and fundamental information of a particular share, there are others who make profits by risk hedging and swing trading opportunities. One of these strategies is pairs trading, which is a sub-category of statistical arbitrage. Pairs trading can assure reasonably a risk-free profit gaining. This paper aims to make a hypothetical portfolio composed of pairs of stocks by exploring a significant association between their prices in the Toronto Stock Exchange, TSX. We compare the...
Parents Bargaining Power and Child’s Time Allocation in Iranian Households
, M.Sc. Thesis Sharif University of Technology ; Keshavarz Haddad, Gholamreza (Supervisor)
Abstract
This research intends to analysis the determinants of child work and schooling in Iran. To do this we use the Household’s Income and Expenditure survey of Iran in 2009. There are two competing theoretical base of household’s time allocation, the unitary and collective bargaining decision approaches. We use the later to consider the differences in preferences of parents toward the child’s time allocation. Making use of Bivariate Probit and Tobit, we examined the effects of parents’ bargaining power and child’s birth order on his/her schooling and work decision. Our finding, confirm that, mother’s bargaining power has negative association with the work participation of her son and daughter but...
Minimizing total completion time in the flexible flowshop sequence-dependent group scheduling problem
, Article Annals of Operations Research ; Volume 226, Issue 1 , March , 2014 , pp. 351-377 ; ISSN: 02545330 ; Salmasi, N ; Varmazyar, M ; Sharif University of Technology
2014
Abstract
This research considers a flexible flowshop sequence-dependent group scheduling problem with minimization of total completion time. A mixed integer linear mathematical model for the research problem is developed. Since the research problem is shown to be strongly NP-hard, a metaheuristic algorithm based on memetic algorithm (MA) is proposed. A lower bounding method based on the Branch and Price algorithm is also proposed to evaluate the quality of the MA. In order to evaluate the performance of the proposed algorithms, random test problems, ranging in size from small, medium, to large are generated and solved by the MA and the lower bounding method. The results show that the average...
A branch-and-bound algorithm for the single machine sequence-dependent group scheduling problem with earliness and tardiness penalties
, Article Applied Mathematical Modelling ; 2015 ; 0307904X (ISSN) ; Savelsbergh, M ; Salmasi, N ; Sharif University of Technology
2015
Abstract
The NP-hard single machine sequence-dependent group scheduling problem with minimization of total weighted earliness and tardiness is investigated. An arc-time-indexed formulation is presented and a Lagrangian-based branch-and-bound algorithm is proposed. The Lagrangian relaxation of the arc-time-indexed formulation is solved as a shortest path problem. The results of an extensive computational study demonstrate the efficacy of the proposed algorithm and establish characteristics of some hard to solve instances
The socioeconomic and demographic determinants of crime in Iran (a regional panel study)
, Article European Journal of Law and Economics ; Volume 32, Issue 1 , 2011 , Pages 99-114 ; 09291261 (ISSN) ; Markazi Moghadam, H ; Sharif University of Technology
2011
Abstract
The raising trend both in violent and property crime are of major concern in Iran. Using a panel data modeling (province wide), the paper provides an econometrics assessment of the relationship between crime against properties and violent crimes as functions of deterrent, social, economic and demographic factors in Iran, in the framework of Becker-Ehrlich crime supply theory. The findings indicate that, although deterrence hypothesis is not confirmed for burglary and assault, it explains the variations of murders and threats. Economic factors play key role in burglary and threat explanation, but they do not affect willful murders, however, Literacy explains both murders and threats. Average...
A branch-and-bound algorithm for the single machine sequence-dependent group scheduling problem with earliness and tardiness penalties
, Article Applied Mathematical Modelling ; Volume 39, Issue 20 , October , 2015 , Pages 6410–6424 ; 0307904X (ISSN) ; Savelsbergh, M ; Salmasi, N ; Sharif University of Technology
2015
Abstract
The NP-hard single machine sequence-dependent group scheduling problem with minimization of total weighted earliness and tardiness is investigated. An arc-time-indexed formulation is presented and a Lagrangian-based branch-and-bound algorithm is proposed. The Lagrangian relaxation of the arc-time-indexed formulation is solved as a shortest path problem. The results of an extensive computational study demonstrate the efficacy of the proposed algorithm and establish characteristics of some hard to solve instances