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keshavarz-hadad--golam-reza
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Nonlinear Modelling of Return and Volatility in IRANs Auto Industry
, M.Sc. Thesis Sharif University of Technology ; Keshavarz Hadad, Golam Reza (Supervisor)
Abstract
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...
Numerical Modeling and Optimization of Cold and Hot Powder Forming Processes
, Ph.D. Dissertation Sharif University of Technology ; Khoei, Amir Reza (Supervisor) ; Khalo, Ali Reza (Supervisor)
Abstract
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...
Bias of a Value-at-Risk Estimator
, M.Sc. Thesis Sharif University of Technology ; Keshavarz Hadad, Golamreza (Supervisor)
Abstract
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...
Crude Oil Hedging by Futures
, M.Sc. Thesis Sharif University of Technology ; Keshavarz Hadad, Gholamreza (Supervisor) ; Zamani, Shiva (Supervisor)
Abstract
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...
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...
Design and Prototyping and Experimental Analysis of a Foot with Toe Joint for Exoskeletons
, M.Sc. Thesis Sharif University of Technology ; Vossoughi, Golam Reza (Supervisor)
Abstract
One of the recent studies in the field of humanoid robots is to achieve a robot gait close to the human-like gait. Therefore, using the foot equipped with passive or active toe joint is developed in case of robots. The results of several studies show that the segmented foot with a toe joint has several advantages compared to the rigid foot in: walking speed, range of joint angle and ability to kneel and climb higher steps. Both passive and active toe joints of humanoid robots are developed. Advantages of the passive toe joint is obvious; in terms of design, it is more simple and light. Moreover, in normal gait, when the robot is equipped with passive toe joint, body inertial causes an...
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 Effect of Wages on the Intensity of Child Labor
, M.Sc. Thesis Sharif University of Technology ; Keshavarz Hadad, Gholamreza (Supervisor) ; Fatemi Ardestani, Farshad (Supervisor)
Abstract
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...
Caching in Information Centric Software Defined Networks
,
M.Sc. Thesis
Sharif University of Technology
;
Pakravan, Mohammad Reza
(Supervisor)
Abstract
Data traffic in communication network has increased steadily in recent years. Service requirements have also changed to become more complex. Moreover decrease in relative prices of computation and storage against communication encourages using more caching in these networks . Meanwhile increased use of encryption in internet has forced service providers who were willing to enter content distribution market to cooperate with content providers. But the cooperation is discouraged by willingness of both parties to hide their internal information. There are solutions proposed for interaction and information exchange between ISPs and CPs which are based on game theory. However, these solutions...
Combustible organic materials : determination and prediction of combustion properties
, Book
De Gruyter
2018
Modeling of hot isostatic pressing of metal powder with temperature–dependent cap plasticity model
, Article International Journal of Material Forming ; Volume 6, Issue 3 , September , 2013 , PP. 363-376 ; Molaeinia, Z ; Keshavarz, Sh ; Sharif University of Technology
2013
Abstract
In this paper, the coupled thermo–mechanical simulation of hot isostatic pressing (HIPing) is presented for metal powders during densification process. The densification of powder is assumed to occur due to plastic hardening of metal particles. The constitutive model developed is used to describe the nonlinear behavior of metal powder. The numerical modeling of hot powder compaction simulation is performed based on the large deformation formulation, powder plasticity behavior, and frictional contact algorithm. A Lagrangian finite element formulation is employed for the large powder deformations. A modified cap plasticity model considering temperature effects is used in numerical simulation...
Modified Chitosan. 3. Superabsorbency, Salt- and pH-Sensivity of Smart Ampholitic hydrogels from Chitosan-g-PAN [electronic resource]
, Article Polymers for Advanced Technologies ; Volume 15, Issue 4, pages 173–180, April 2004 ; Zohuriaan-Mehr, M. J ; Pourjavadi, M. J
Abstract
Polyacrylonitrile (PAN) grafted chitosan was prepared by ceric-initiated graft polymerization of acrylonitrile onto chitosan in a homogenous medium. The copolymer chitosan-g-PAN product was then hydrolyzed to yield a novel smart hydrogel (H-chitoPAN) with superabsorbing properties. The influence of add-on values as well as temperature and time of hydrolysis of the initial chitosan-g-PAN on swelling behavior of the hydrogel was evaluated in water and various salt solutions. The swelling kinetics of the superabsorbing hydrogel was studied as well. The hydrogels exhibited ampholytic and pH-sensitivity characteristics. Several sharp swelling changes were observed in lieu of pH variations in a...
Calculation of Free Energy Barrier for Base Flipping of Thymine Dimer Outward the DNA Double Strand Using Molecular Dynamics
, M.Sc. Thesis Sharif University of Technology ; Parsafar, Golam Abbas (Supervisor)
Abstract
Formation of Cyclobutane Pyrimidine Dimer (CPD), one of the most abundant types of damages in DNA double helices, is caused by UV radiation and plays a major role in causing skin cancer. DNA photolyase is an efficient enzyme that repairs this UV-induced damaged DNA-base. Previous studies have shown that the enzyme flips the dimer out of the DNA double helix into its binding pocket.
In this project, several nanoseconds of molecular dynamics simulations was performed to investigate the process of base flipping energetically. These simulations are consist of equilibration of repaired and damaged double strands for 3 and 8 nanoseconds respectively. All these simulations ran over NVT...
In this project, several nanoseconds of molecular dynamics simulations was performed to investigate the process of base flipping energetically. These simulations are consist of equilibration of repaired and damaged double strands for 3 and 8 nanoseconds respectively. All these simulations ran over NVT...
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...
An improvement in Sugeno-Yasukawa modeler
, Article CIMCA 2006: International Conference on Computational Intelligence for Modelling, Control and Automation, Jointly with IAWTIC 2006: International Conference on Intelligent Agents Web Technologies and International Commerce, Sydney, NSW, 28 November 2006 through 1 December 2006 ; 2006 ; 0769527310 (ISBN); 9780769527314 (ISBN) ; Shiry Ghidary, S ; Bagheri Shouraki, S ; Sharif University of Technology
IEEE Computer Society
2006
Abstract
Structure identification is one of the most significant steps in Fuzzy modeling of a complex system. Efficient structure identification requires good approximation of the effective input data. Misclassification of effective input data can highly degrade the efficiency of the inference of the fuzzy model. In this paper we present a modification to Sugeno-Yasukawa modeler to improve structure identification by increasing the accuracy of effective input data detection. There exist some intermediate models in the Sugeno-Yasukawa modeling process which a combination of them will result in the final fuzzy model of the system. In the original modeling process parameter identification is only done...
Optimization of the Magnets Arrangement in Insertion Devices and Minimizing the Phase Error Using Genetic Algorithm
, M.Sc. Thesis Sharif University of Technology ; Vousoghi, Naser (Supervisor) ; Saeedi, Farhad (Supervisor) ; Hadad, Mansour (Co-Supervisor)
Abstract
A synchrotron accelerator is a type of charged particle accelerator that uses insertion devices to generate high-intensity X-ray beams. One such insertion device is an undulator, which is made up of an array of magnet blocks. The Halbach method is used to arrange these blocks and create a pure permanent magnet (PPM) undulator. In this study, we used RADIA code to redesign an insertion device named SPEAR. PPMs are unique from one another due to differing remanence levels during construction, impacting their performance and effectiveness in various applications. Therefore, magnet sorting is a method used to reduce the phase error of the synchrotron radiation beam. Decreasing the phase error...
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...