Sharif Digital Repository

Long memory in assets return is important on the theoretical as well as the practical aspects and since it is a special form of nonlinear dynamics, in this study an ARFIMA model was used with the aim of considering the long memory in the return conditional average of automobile industry index. Then, due to the observation of ARCH effects, the simultaneous conditional average modeling and turbulences in the automotive industry index return using an ARFIMA-FIGARCH model was considered in the residuals of the best fitted model and results were that for modeling the returns and turbulences of automobile industry stocks which has a special long memory, FIGARCH will provide better and more... 

The recent researches show that Value at Risk estimations are biased and is calculated conservatively. Bao and Olah (2004) proved that the bias of an ARCH(1) model for VaR can be formulated in to two parts: bias due to return Misspecification ( ) and bias due to estimation error ( ). Using a GARCH(1,1) and quasi maximum likelihood estimation method, this research intends to find an analytical framework for the two source of biases. 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 equals to zero for the Normal likelihood function, but . Also, and are not zero for the t-student... 

Risk in crude oil price is likely to occur due to changes in global oil demand, capacity of crude oil production and regional crisis. A future contract is the instrument primarily designed to hedge one’s exposure to unwanted risk. Hedging policies often implements through different hedge ratios estimation.
This study examines the performance of several econometrics models namely OLS, GARCH,BEKK,VECM-BEKK for the returns of West Texas Intermediate(WTI) oil spot and futures prices from 3 January 1995 to 31December 2010, to calculate static and daily time varying minimum variance optimal hedge ratios and suggest a crude oil hedge strategy.
We show that hedging effectiveness indicate... 

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... 

In this thesis, a shape optimization technique is presented for powder forming processes based on the genetic algorithm approach. The numerical modeling of powder compaction simulation is applied based on a large deformation formulation, powder plasticity behavior, and frictional contact algorithm. A Lagrangian finite element formulation is employed for large powder deformations. A cap plasticity model is used in numerical simulation of nonlinear powder behavior. The influence of powder-tool friction is simulated by the use of penalty approach in which a plasticity theory of friction is incorporated to model sliding resistance at the powder-tool interface. For hot compaction process coupled... 

In this study, the intensity of child labor has been investigated by modeling household behavior in a framework of collective decision-making on resource allocation, and for this purpose, a household utility maximization problem has been used in which child’s and parents’ wages, non-working incomes, education level for bargaining power as well as several variables at the social level such as unemployment rate, divorce rate and Gini coefficient have been used to reflect labor market conditions. In this study, the structure of equations for girls and boys in urban and rural areas has been estimated by using raw household budget data for 2015 in Iran and multivariate Tobit technique. Findings... 

Common induction motors are controlled with the stator voltage and so all the power passes throw the converter. In the Brushless Doubly-fed Induction Motor (BDFM) a converter with smaller size and lower cost can be used. Also its brushless operation and cage rotor are advantages in comparison with doubly-fed induction motors with rotor excitation. Direct Torque Control is a method to control induction motors. Its advantages include fast responses to flux and torque commands, not requiring to know machine parameters except winding resistors, and easy implementation. In this thesis application of this method to control the BDFM is studied. At the first, electromagnetic mechanism and coupling... 

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... 

Today, in different industries,as the use of high voltage DC power supplies is increasing, the need of output voltage precision also is increasing. One way to make High DC voltage is to use a multi-output DC-DC converter and makethe output series.Existing problems in measuring high voltages, results in this idea That in these converters, we measure and regulate only one of the outputs and estimate the others by circuit elements. In this estimatin, differences between the transformer parasitic elements are very effectiveon transformer various output voltages. In this thesis after a comprehensive study on the pulse transformer parasitic elements and choose a suitable model for it, the... 

High voltage pulse generators are widely used in the radar systems, laser, medical, food processing and etc. One of the pulse quality criteria that was analysed in this thesis is the pulse to pulse regulation. Pulse to pulse regulation is important in various fields. In the radar applications pulse to pulse instability caused undesired errors in the signal processing and limitations in the tracking of the targets. In Free Electron Lasers (FELs) non identical pulses cause RF phase shift in the each pulsed power supply and creates instabilities in the electron beam. Pulse quality is essential in medical application so that in the treatment of cancer an improved precision in delivering the... 

In industial applications such as linear accelerators, pulsed lasers, nuclear fusion, radar systems, medical applications and etc. that need great ratio of instantanuse to the average power, pulsed power supplies are used. These power supplies store energy in an energy storage element and discharge this energy to load in a short period of time. The most important characterisitics of them are output pulse quality, reliability and longevity of the resource, efficiency and cost. One of the devices that produce high instantaneous RF power is magnetron tube. In some applications such as radar systems, quality of the output RF is very important and the most important factor that affect the quality... 

The growth of high voltage dc-dc switching power supplies in various applications such as medical, industrial and laboratory research is undeniable. Design of these power supplies, respect to their expectation have some restrictions. Among the main characteristics, appropriate output voltage regulation, high efficiency, fast dynamic response and low EMI problems, are expected. Transformers constraints as one of the key components of high voltage dc-dc switching power supplies, plays essential role in the selection of converter topology and its control algorithm. In this thesis, first, with regard to issues of high frequency and high voltage transformers, provides a good approximation model... 

In various industries as a solution to energy production for a short period of time in order to have a high instantanuse power pulsed sources are widely used. This resource is a relatively long period of energy stored in the energy storage element and then this energy in a short period of time the exhaust. Among the most important applications of these resources can be used in radar systems, linear accelerators, pulsed lasers, nuclear fusion, medical applications, etc. Among the most important targets are the following sources can be output pulse quality, reliability and longevity of these resources, efficiency and cost them. From the perspective of the quality of the output pulse, rise time... 

High DC voltage is widely used in many applications such as X-Ray machines ,CRT , photocopy machines and etc. One idea to produce this high DC voltage is to use transformers, but it will be large in volume. We can increase frequency to reduce the volume of transformers but high voltage of primary and secondary winding will limited this volume reduction. Furthermore high turn ratio in transformers increases non idealities that cause voltage and current spike, and increase loss and noise. The main goal of this thesis is to reduce differential mode voltages on transformers to reduce the volume of power supply. Voltage multiplier will be used to reduce differential mode voltage. Voltage... 

Microwave tubes are widely used in the telecommunications transmitters. high voltage power supplies are used to feed them. According to the specifications that arises for microwave tubes, To take advantage of these tubes need to maintain and stabilize voltage in a certain amount to be felt. If the tube supply voltage changes, the desired output parameters such as RF output power quality will change. To stabilize the voltage is within acceptable limits provided in different ways. One common method is the use of switching regulators due to the high efficiency compared to linear regulators considered. But it also will bring problems. Some of these problems can be pointed to electromagnetic... 

Applications of high voltage power supplies is increasing. Microwave power module is one of the applications. In microwave power module, the dimensions of the power supply are very important. On the other hand, the parasitic elements of the transformer of a high voltage power supply are significant because of high insulation distances and transformer high turn ratio. These elements including stray capacitance and leakage inductance change the converter behavior. In this thesis, a method for dimensional efficient design of high voltage power supply used in microwave power module is presented considering and analyzing the transformer parasitic elements. Beforehand, at first, the transformer... 

In order to adjust the electrons beam in microwave lamps, an accurate electromagnetic field that is produced by a solenoid is required. The precision of the magnetic field generated by this solenoid is very important, and in advanced systems this precision is less than 10 ppm. This system is used to adjust the radiation rate for producing a variety of radiopharmaceutical. The major problem of the system is that the electron beam changes by time due to a change in the magnetic field, and this event causes the operator's room to be radiated. Constant calibration of this system is also very demanding and impractical. An example of these highly accurate (several ppm) systems are used in the... 

Short-circuit fault detection is mandatory in a high voltage DC power supply to prevent fatal damage. The majority of converters employ a single sensor to detect the short-circuit fault. This attribute increases the interference vulnerability of the fault detection system in the presence of noise. Therefore, miss detections and false alarms are possible to occur. Miss detections and false alarms are harmful catastrophes in most applications. A commonly used method to suppress the noise impacts is using a low-bandwidth low-pass filter. However, the use of the low-bandwidth low-pass filter reduces the speed of fault detection due to the filter delay. This paper proposes a fast fault detection... 

Pulsed power supplies are used in linear accelerators, pulsed lasers, nuclear welding, radar, some medical applications, etc. which require much more instantaneous power than average power. These sources store energy in an energy storage element for a relatively long period of time and then release this energy in a short period of time. Among the most important goals pursued in these power supplies are the quality of the output pulse, the reliability and lifetime, efficiency, and cost, which depending on their application, some of these features are more important. One of the important applications of pulsed wave power supplies is their use to power microwave lamps. In some applications of...