Sharif Digital Repository

Portfolio is a collection of different stocks for investment. The investors' objectives in portfolio formation are to get the highest return against exposure to the lowest risk. Portfolio Optimization Problem is one of the most complicated problems in investment and finance. It may be simply explained as follows: Let's imagine a set of N stocks for selection. We would like to see what percentage of the total amount of investment should be dedicated to each stock to maximize portfolio's total return and minimize its total risk.
Portfolio Optimization Problem is a NP-Hard problem and generally there exists no polynomial-time deterministic algorithm to find a precise solution to such a... 

Nowadays, the application of magnesium alloys as biodegradable implants in the medical industry has garnered significant attention. However, the low mechanical properties and rapid degradation rate of pure magnesium implants in the biological environment have hindered their widespread use for clinical applications. Magnesium-calcium alloys, due to their low degradation rate and promotion of faster bone healing, have become attractive choices for orthopedic applications. Nevertheless, the micro alloy X0 used in this study lacks sufficient strength and flexibility, limiting its potential applications. Utilizing severe plastic deformation methods to create ultrafine microstructures can greatly... 

With the increasing complexity of manufacturing processes and the interrelations between the different phases, the possibility of a phase being affected by a preselected desing variable is very high. In that case, the influence of a desing variable not only on the part performance of but also on the feasibility and efficiency of its manufacturing should be considered. Concurrent engineering approaches should then be adopted to take the control of such complicated relations among the subprocesses. In this thesis a concurrent design optimization methodology was proposed to minimize the cost of a cold forged manufacturing process using the design parameters as optimization variables. An... 

Trombosis formation in blood flow is a complex biochemical and very important process for body health which impedes blood loss by creating obstacles in the path of injured wall vessels. Although this phenomenon plays a very significant role in healthy body function, unfortunately it has been observed that it could cause diseases or even stroke. The reason is that thrombosis formation in blood and its detachment from the vessel wall can result in block body capillaries and lead a catastrophic event for the body. One of the factors which motivates blood for forming unnatural thrombosis is the vessel stenosis. It would ange in normal blood flow path and cause thrombosis formation as time is... 

Existing structural irregularities (in plan and elevation) has always been among the important causes of structural failures under strong earthquakes. The torsional related damages have especially been very important in multi-story buildings as the torsional behavior of structures changes their uniform translational vibration and causes concentration of demands in the elements at the perimeter of the buildings. On the other hand, the Tuned Mass Dampers (TMD) have in general been accepted as an effective passive structural control device to suppress the structural vibration. In this study, Three 3-D, irregular (in plan) steel structural models with 4, 8 and 15 number of floors are considered... 

In this M.Sc. thesis dynamics of a system of 3-D fluid (internal) and solid interaction hase been studied. Structure (shell) filled with dense fluid (liquid) and it is under large amplitude vibrations excitations. Shell is analized using geometrical nonlinear general shells formulations. The nonlinear analysis includes large displacements, large rotations and large strains without considering material nonlinearity. Based on the potential flow assumption the governing equations of fluid are derived. And using boundary elements formulations fluid hydrodynamic pressure in each step is drived. In order to simultaneous and mutual influence of fluid and structure, numerical model of combined...