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keshavarz-behrghani--mohsen
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Experimental Study of Internal Forced Convection of Ferrofluid Flow in Magnetizable Porous Media
, M.Sc. Thesis Sharif University of Technology ; Shafii, Mohammad Behshad (Supervisor)
Abstract
The use of nanofluids to improve the heat transfer has a special attention in the industry. researches focus on the efficiency of heat transfer nanofluids dates back to 1998. Ferrofluids are a particular type of nanofluids which their nanoparticles have magnetic effect and heat transfer can be increased by applying magnetic field to them. In this work, thermal and hydrodynamic performance of ferromagnetic fluid which flows through a copper tube in thermal entrance region has been studied. The flow in the tube is laminar and is affected by constant heat flux. Part of the tube contains a porous medium with paramagnetic properties and porosity of 0.46. Ferrofluid is composed of F e3O4 and water...
Multidisciplinary Design Optimization of an Air Launch Satellite Launch Vehicle by Considering the Coupled Slosh–vehicle Dynamics
, M.Sc. Thesis Sharif University of Technology ; Fathi, Mohsen (Supervisor)
Abstract
In this thesis, the multidisciplinary design of liquid propellant satellite launch vehicle has been done by taking into consideration the effects of fuel sloshing. At first, the theory of multidisciplinary design and one-level architecture with the label of multidisciplinary feasibility have been used. In the following, Gravitational Search Algorithm (GSA) and Particle swarm optimization (PSO) have been developed. Then, the multidisciplinary design cycle began with the design of the liquid propellant system. In the propulsion section, the selection of the optimal fuel, the design of the nozzle, motor and the selection of the optimal engine cycle considering the geometric and mass...
Combustible organic materials : determination and prediction of combustion properties
, Book
De Gruyter
2018
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...
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...
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...
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...
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...
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...
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...
Test and Analysis of Herding Behavior between Institutional Investors in Iran Stock Market
, M.Sc. Thesis Sharif University of Technology ; Keshavarz Haddad, Gholamreza (Supervisor)
Abstract
Institutional investors are among the main players of capital market and stock market. These investor’s activities on the one hand affect directly on indices, and on the other hand on transactions of other players in the stock market. In case the transactions of stockholders are not based on sufficient information and merely based on imitation of other investors, herding behavior would be taken place within them.In this study, using two methods of Lakonishok (1992) & Sias (2004), we consider herding behavior amongst the Institutional investors of Iran stock market.In both methods, weekly and monthly data are used for testing herding behavior in the short-run and quarterly data for the...
Mild Hybrid Vehicle Performance
, M.Sc. Thesis Sharif University of Technology ; Mozafari, Ali Asghar (Supervisor)
Abstract
Many studies on hybrid vehicles have been done in the past few years. The Full hybrid vehicles need a large number of batteries creating up to 300V to meet the required voltage of electric motor. The size and weight of the batteries cause some problems. This research investigates the mild hybrid vehicle. This vehicle includes a small electric motor and a high power internal combustion engine. In most cases the car’s driving force is created by internal combustion part. A small electric motor, which can operate as engine starter, generator and traction motor, is located between the engine and automatically shifted multi-gear transmission (gearbox). The clutch is used to disconnect the gearbox...
Analysis of Effective Factors of Second Job Selection in Iranian Labor Market
, M.Sc. Thesis Sharif University of Technology ; Keshavarz Haddad, Ghloalmreza (Supervisor)
Abstract
Working in second job is one the fact in labor market. based on the data of Statistical center of Iran. In Iran approximately 18 % of worker have second job. This trend fluctuate around 20%. That increase from 18% in 1372 into 19% in 1382. This research examines effective factor on secondary job market panel data from statistical surveys conducted by Statistics Centre of Iran from 1380 to 1382 .We apply three step Multiple selection method. Because of existence of censoring data & sample selection problem We use of probit method for panel data for modeling of existence in labor market and second job. Then we use of Tunali (1985) Method for estimate hours in second job. Result of research...
Analysis of Stock Return Volatility Using GARCH Models and Panel Data in Tehran Stock Exchange
, M.Sc. Thesis Sharif University of Technology ; Keshavarz Haddad, Gholamreza (Supervisor)
Abstract
Due to its extensive applications in financial analysis, stock market volatility modeling is a considerably important issue for stock market practitioners and academics. Using GARCH models to formulate the conditional variance heteroskedasticity with respect to the advantages of panel data technique such as higher degrees of freedom, more flexibility in the control of the omitted or unobserved variables effects, lead to a significant increase in the accuracy of estimations. In this thesis, in order to examine the similarities and differences between the conditional variance structure of stocks in the inter and intra industries, we have used a general to specific methodology of nested tests...
Gender Ratio and Intra-Household Collective Decision Process:Evidence from Iranian Household Labor Supply
, M.Sc. Thesis Sharif University of Technology ; Keshavarz Haddad, Gholamreza (Supervisor)
Abstract
This paper provides and empirical investigation of individual labor supply of Iranian spouses in a collective framework in which gender ratio and plays a central role in the decision process in household. The data set is taken from the socioeconomic characteristics of panel survey over 2001-2004 and ten yearly headcount of Iran. We have conducted the parameters estimation and hypothesis testing by Semykina, A. and Wooldridge, J.M., (2005) generalized procedure of sample selection in panel data model. Our findings explore that females’ labor supply is affected significantly and strongly by the gender ratio, (total number of males over the females in provinces, both in urban and rural areas)....
Lotka-Volterra Stochastic Population System
, M.Sc. Thesis Sharif University of Technology ; Zohouri Zangeneh, Bijan (Supervisor)
Abstract
We study stochastically perturb the classical Lotka-Volterra model x ̇(t)=diag(x_1 (t),…,x_n (t))[b+Ax(t)] Into the stochastic differential equation dx(t)=diag(x_1 (t),…,x_n (t))[b+Ax(t)dt+σ(t)dw(t)]. The main aim is to study the asymptotic properties of the solution. We will show that if the noise is too large then the population may become extinct with probability one. We find out a sufficient condition for stochastic differential equation such that it has a unique global positive solution. Moreover, we will establish some new asymptotic properties for the moments as well as for the sample paths of the solution. In particular, we discuss ultimate boundedness and extinction in population...