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An Online Portfolio Selection Algorithm Using Pattern-matching Principle
, M.Sc. Thesis Sharif University of Technology ; Khedmati, Majid (Supervisor)
Abstract
According to the rise of turnover and pace of trading, accelerating of analysis and making decision is unavoidable. Humans are unable to analyze big data quickly without behavioral biases so, using machines to analyze big data seems critical. Hence, financial markets tend to apply algorithmic trading in which some techniques like data mining and machine learning are notable. OLPS which sequentially allocates capital among a set of assets aiming to maximize the final return of investment in the long run, is the core problem in algorithmic trading. This article presents an online portfolio selection algorithm. The online portfolio selection sequentially selects a portfolio over a set of assets...
Taxing Auto Ownership and Use for Reduction of Urban Air Pollution
, M.Sc. Thesis Sharif University of Technology ; Poorzahedy, Hossein (Supervisor)
Abstract
The purpose of this study is to model the long-term effects of taxes on different aspects of private cars upon auto ownership and use, and thereby auto industries in producing more fit cars, so as to minimize auto emission. It involves used car market, different car demands and auto industry production. The study follows some previous studies in this area and tries to enhance the various aspects of the model by directing it toward a more real situation. In order to visualize the effects of the model, it has been applied on the case of Shiraz in 1378. It has been shown that the model was able to reduce air pollution and fuel consumption by 90% and 50%, respectively, as compared to the “Do...
An 8-bit current-mode folding ADC with optimized active averaging network
, Article Scientia Iranica ; Volume 15, Issue 2 , 2008 , Pages 151-159 ; 10263098 (ISSN) ; Sharif Bakhtiar, M ; Sharif University of Technology
Sharif University of Technology
2008
Abstract
In this paper, an 8-bit CMOS current-mode folding-interpolating ADC is presented. A new active averaging-interpolating network is described, which results in a better error correction factor compared to its resistive counterpart. Using novel circuits for fast settling and careful transistor sizing, a fast (>160 Msps) and low power (70 mW in 2.5 V supply voltage) 8-bit ADC, with a total chip area of 1 × 1.4 mm in a 0.25 micron CMOS process, is demonstrated. © Sharif University of Technology, April 2008
The prediction of the density of undersaturated crude oil using multilayer feed-forward back-propagation perceptron
, Article Petroleum Science and Technology ; Volume 30, Issue 1 , 2011 , Pages 89-99 ; 10916466 (ISSN) ; Shahkarami, A ; Azin, R ; Sharif University of Technology
2011
Abstract
Crude oil density is an important thermodynamic property in simulation processes and design of equipment. Using laboratory methods to measure crude oil density is costly and time consuming; thus, predicting the density of crude oil using modeling is cost-effective. In this article, we develop a neural network-based model to predict the density of undersaturated crude oil. We compare our results with previous works and show that our method outperforms them
On the Parametric Analysis of Structural Response of Base Plate Connections through FEM
, M.Sc. Thesis Sharif University of Technology ; Mofid, Masoud (Supervisor)
Abstract
Base plate is one of the important and sensitive elements of a structure which roles as a connector of force and moment in column to foundation joint and prevents from stress concentration in the joint area. As until now there has been several numerical and experimental researches conducted about base plate connections, but in practice for design, base plate is considered as a cantilever beam which undertakes compressive force and bending moment. In this method of design many important factors such as separation and deflection of base plate, interaction of base plate with bolts and foundation aren’t taken into consideration. Therefore there is an urgent need to design base plates considering...
An 8-bit 160 MS/s folding-interpolating adc with optimizied active averaging/interpolating network
, Article IEEE International Symposium on Circuits and Systems 2005, ISCAS 2005, Kobe, 23 May 2005 through 26 May 2005 ; 2005 , Pages 6150-6153 ; 02714310 (ISSN) ; Movahedian, H ; Bakhtiar, M. S ; Sharif University of Technology
2005
Abstract
An 8-bit CMOS folding-interpolating analog-todigital converter is presented. A new method for designing optimized averaging circuit is also described. Careful circuit design and layout leads to a high-speed (160 MSPS) and low power (70 mW in 2.5 V supply voltage) ADC. The ADC is successfully implemented in 0.25um CMOS digital process and it takes 1x1.4 mm2 silicon area. © 2005 IEEE
Study of the VAPEX process in fractured physical systems using different solvent mixtures
, Article Oil and Gas Science and Technology ; Volume 63, Issue 2 , 2008 , Pages 219-227 ; 12944475 (ISSN) ; Kharrat, R ; Vossoughi, S ; Ghotbi, C ; Sharif University of Technology
2008
Abstract
In this work, the vapour extraction (VAPEX) process is studied experimentally in a rectangular physical model at moderate-high pressure. The solvent was either pure propane or a mixture of propane/ methane with different compositions. The solvent and carrier gas were totally mixed before injection, so that a solvent with the desired composition flowed through the injector during experiments, and the solvent mixture was in thermodynamic equilibrium before injection into VAPEX cell. Effects of pressure and composition of solvent were studied. Results showed that at a fixed pressure, the process is more effective with pure solvent compared to the use of solvent mixtures. The main feature of...
Effect of fracture spacing on VAPEX performance in heavy oil fracture systems
, Article Iranian Journal of Chemistry and Chemical Engineering ; Volume 27, Issue 1 , 2008 , Pages 35-45 ; 10219986 (ISSN) ; Kharrat, R ; Ghotbi, C ; Vossoughi, S ; Sharif University of Technology
2008
Abstract
The vapor extraction (VAPEX) process; a solvent-based enhanced oil recovery process has been found promising for some heavy oil reservoirs. In this work, the VAPEX process is studied using a compositional simulator on a number of single-block and multiple block fractured systems. PVT data of one of an Iranian heavy oil reservoir are used to tune the equation of state. Effects of fracture spacing on the performance of process were studied. It was found that the fracture network enhances the VAPEX process in low-permeability systems by increasing the contact area between solvent and oil contained in the matrix blocks. Also, the fracture network reduced the instabilities in the system pressure...
Developing a conjunctive nonlinear model for inflow prediction using wavelet transforms and artificial neural networks: A case study of Dez reservoir dam, Iran
, Article Operations Management 2006, Sacramento, CA, 14 August 2006 through 16 August 2006 ; Volume 2006 , 2006 , Pages 69-78 ; 0784408750 (ISBN); 9780784408759 (ISBN) ; Abrishamchi, A ; Khodaei, H ; Sharif University of Technology
2006
Abstract
Dez reservoir dam is one of the famous dams in Khuzestan province in southwestern part of Iran. Operation of Dez reservoir dam and it's strategic position has an important role regard to providing country's net power, it's long precedence in operation, Dam dimension, multidisciplinary uses and existence of essential land use in downstream. Thus inflow forecasting could have a great role in effective operation of dam, flood non-structural and risk management by applying an effective flood warning. The more accurate the forecasting of inflow to reservoir will be results the less peak outflow and less risk to downstream. This paper presents a new Conjunctive nonlinear model using Wavelet...
Modeling and Simulation of Non-Darcy Gas Flow During Underground Gas Storage in One of Iranian Reservoirs
, M.Sc. Thesis Sharif University of Technology ; Taghikhani, Vahid (Supervisor) ; Azin, Reza (Supervisor)
Abstract
The Darcy’ law is valid for low velocity or low Reynolds number where merely viscous force is responsible for pressure loss in the porous media. At higher velocity, because of inertial forces and turbulency, the pressure loss would be higher than Darcy’ law estimates; therefore at these flow regimes the Darcy’ law is no longer valid. Hence, consideration of Non-Darcy flow effect is necessary to sufficiently model high gas velocity effects. The velocity is high in gas reservoirs especially those ones that are considered for underground gas storage. In this study, the effects of Non-Darcy flow on several parameters such as; estimation of differential pressure, flowing bottom hole pressure,...
The corresponding-states correlation for the prediction of crude Oil undersaturated densities
, Article Energy Sources, Part A: Recovery, Utilization and Environmental Effects ; Volume 33, Issue 18 , Jul , 2011 , Pages 1739-1746 ; 15567036 (ISSN) ; Eslami, H ; Shah Karami, A. R ; Keshavarz, G ; Sharif University of Technology
2011
Abstract
In this work, a corresponding-states correlation is presented for prediction of crude oil density in an undersaturated state. The correlation is the extension of corresponding-states liquid densities correlation. The modified corresponding states liquid densities method for predicting saturated liquid densities was coupled with the Tait equation to predict undersaturated densities. Correlations are proposed for the temperature-dependence of Tait equation parameters. Applying proper mixing and combining rules, we calculated the density of 26 crude-oil samples, mainly from Iranian reservoirs. The mixtures included a variety of compositions including N2, H 2S, CO2, and hydrocarbons. The AAD%...
Automatic Blank Verse Poet Identification Using Linguistic Features
, M.Sc. Thesis Sharif University of Technology ; Bahrani, Mohammad (Supervisor) ; Khosravi Zadeh, Parvaneh (Co-Advisor)
Abstract
Author identification using statistical methods is a branch of authorship attribution which is one of important problems in natural language processing. Using different statistical methods, an anonymous text is attributed to an author. One of the primary parts of the task is to choose the appropriate stylistic features of the text in order to study the significances of style. These features must be quantitatively studied and could be extracted in lexical level, character level, and syntactic or semantic levels. The next step is text classification in which different machine learning methods such as decision tree, Artificial Neural Networks, Naïve Bayes and other methods could be used....
Surface and mechanical properties of modified porous titanium scaffold
, Article Surface and Coatings Technology ; Volume 315 , 2017 , Pages 61-66 ; 02578972 (ISSN) ; Valanezhad, A ; Watanabe, I ; Yousefi, R ; Sharif University of Technology
2017
Abstract
The bioinertness makes surface treatments essential to improve the bioactivity of porous titanium scaffold, and surface treatment might affect their mechanical properties. So finding an optimum condition lying between bioactivity and mechanical properties seems to be curial. In this research, the effect of the time of the thermal oxidation at 600 °C on apatite formation and mechanical properties of the porous titanium scaffold was studied. The results of thin film X-ray diffraction and Raman spectroscopy indicated that the surface of heat treated samples up to 480 min was mainly covered by rutile. Also, wettability measurement and in vitro apatite formation ability assessment indicated that...
Effect of oxidizing atmosphere on the surface of titanium dental implant material
, Article Journal of Bionic Engineering ; Volume 16, Issue 6 , 2019 , Pages 1052-1060 ; 16726529 (ISSN) ; Alizadeh, A ; Madaah Hosseini, H. R ; Sharif University of Technology
Springer
2019
Abstract
Direct oxidation is a simple and effective method for titanium surface treatment. In this research, a titanium sample was directly oxidized at the high temperature in two different atmospheres, air and pure oxygen, to obtain better atmosphere for titanium surface treatment. The results of the Raman spectroscopy indicated that in both atmospheres, the rutile bioactive phase (TiO2) has been formed on the titanium surface. The results of X-ray diffraction (XRD) also revealed that the surface of oxygen-treated sample was composed of the rutile phase and titanium monoxide (TiO), while at the surface of the air-treated sample, the rutile phase and titanium dioxide had been formed. Further, the...
Synthesis and Surface Modification of Manganese Oxide Nanoparticles as MRI Contrast Agent
, M.Sc. Thesis Sharif University of Technology ; Madaah Hosseini, Hamid Reza (Supervisor)
Abstract
Recently, preparation of biofunctionalized nanoparticles with specific magnetic properties has received great attention for medical imaging. Targeting magnetic nanoparticles with high signal in magnetic resonance imaging (MRI) could be a powerful tissue imaging and cellular tracking agent. Main purpose of this research is the synthesis of Mn3O4@polymer composite nanoparticles as a positive MRI contrast agent. Nanoparticles were prepared by modified microwavepolyol and precipitation method with average particle size of 18 and 3nm.Respectivelythe effect of diffrent parameters such as time, surfactant and the presence of water in polyol method and the amount ofpolyethylene glycol as surfactant...
Simulation of Intravitreal Drug Delivery Systems
, Ph.D. Dissertation Sharif University of Technology ; Abd Khodaei, Mohammad Jafar (Supervisor)
Abstract
As diseases of eye’s posterior segment has got widespread outbreak in the world, the selection of treatment is very important. Until now, intravitreal injecton has been the most common way of drug delivery to the posterior segment. Although this method is effective, halflife of some drugs in the vitreous cavity, especially those with low molecular weight, is just about some hours. Therefore, it is necessary to repeat injection in order to maintain drug concentration level of the posterior segment in the desired level. Intravitreal injection is invasive and may cause severe adverse effects such as vitreous hemorrhage, retinal detachment, endophthalmitis and cataract. In order to decrease the...
Probabilistic multistage PMU placement in electric power systems
, Article IEEE Transactions on Power Delivery ; Vol. 26, issue. 2 , 2011 , p. 841-849 ; ISSN: 08858977 ; Fotuhi-Firuzabad, M ; Shahidehpour, M ; Khodaei, A ; Sharif University of Technology
2011
Abstract
This paper presents an optimization model for the calculation of the minimum number of phasor measurement units (PMUs) in electrical power networks. The problem constraint is a predefined probability of observability associated with each bus. The mixed-integer programming is used for the proposed optimization and an efficient linearization technique is proposed to convert the nonlinear function representing the probability of observability into a set of linear expressions. The PMU placement is staged in a multi-year planning horizon due to financial and physical constraints. The average probability of observability is maximized at the intermediate planning stages, subject to a limited number...
Observability enhancement by optimal PMU placement considering random power system outages
, Article Energy Systems ; Vol. 2, issue. 1 , 2011 , p. 45-65 ; ISSN: 18683967 ; Fotuhi-Firuzabad, M ; Shahidehpour, M ; Khodaei, A ; Sharif University of Technology
2011
Abstract
This paper enhances the observability of power networks by taking into consideration random component outages. The architecture of wide-area measurement system (WAMS) is analyzed in order to identify components that would affect the network observability. An iterative framework is devised to calculate a bus index in power networks equipped with phasor measurement units (PMUs) and conventional measurements. The average of bus indices represents a system index which provides an overall insight on the power network observability. The system index is utilized as a criterion to distinguish among multiple optimal PMU placements. Conventional bus injection and line flow measurements and the effect...
Observability enhancement by optimal PMU placement considering random power system outages
, Article Energy Systems ; Volume 2, Issue 1 , 2011 , Pages 45-65 ; 18683967 (ISSN) ; Fotuhi Firuzabad, M ; Shahidehpour, M ; Khodaei, A ; Sharif University of Technology
2011
Abstract
This paper enhances the observability of power networks by taking into consideration random component outages. The architecture of wide-area measurement system (WAMS) is analyzed in order to identify components that would affect the network observability. An iterative framework is devised to calculate a bus index in power networks equipped with phasor measurement units (PMUs) and conventional measurements. The average of bus indices represents a system index which provides an overall insight on the power network observability. The system index is utilized as a criterion to distinguish among multiple optimal PMU placements. Conventional bus injection and line flow measurements and the effect...
Probabilistic multistage PMU placement in electric power systems
, Article IEEE Transactions on Power Delivery ; Volume 26, Issue 2 , December , 2011 , Pages 841-849 ; 08858977 (ISSN) ; Fotuhi Firuzabad, M ; Shahidehpour, M ; Khodaei, A ; Sharif University of Technology
2011
Abstract
This paper presents an optimization model for the calculation of the minimum number of phasor measurement units (PMUs) in electrical power networks. The problem constraint is a predefined probability of observability associated with each bus. The mixed-integer programming is used for the proposed optimization and an efficient linearization technique is proposed to convert the nonlinear function representing the probability of observability into a set of linear expressions. The PMU placement is staged in a multi-year planning horizon due to financial and physical constraints. The average probability of observability is maximized at the intermediate planning stages, subject to a limited number...