Sharif Digital Repository

Futures exchanges require a margin requirement that ensures their competitiveness and protects against default risk. The purpose of a margin requirement is to protect a clearinghouse from members’ defaults resulting from big losses due to adverse movement of futures prices. Extreme movements are central to the margin setting problem, because only a large price variation may cause brokers to incur losses. So in this study according to recent default in gold futures in Iran Mercantile Exchange we apply extreme value theory for computing unconditional and conditional optimal margin levels based on Block-Maxima and Peak over threshold approaches.The results show that at very high confidence... 

In this study, by performing a series of experiments, the effect of the presence of cylinders on the formation of vortices and the interaction of cylinders on each other and, finally, transverse propagation in a steady flow are investigated. The cylinder cylinders that are in the direction of the motion of the water, have a significant effect on the hydrodynamic aspects and propagation in these streams. In the pattern of flow around cylindrical cylinders, with increasing Reynolds number, the vortex behind the stem begins to oscillate and when they reach, vortices flow into the stream. The flow velocity field, the formation and vortex fluctuation, affects the process of particle propagation... 

Rolling contact fatigue (RCF) phenomena is important in reducing the fatigue life and increasing the cost of maintenance. Accurate prediction of crack growth on wheels and the influence of residual stresses by FEM modeling can affect the maintenance planning. Therefore, investigation of rolling contact fatigue and its effect on rolling members life seem necessary. The first step to solve a rolling contact fatigue problem is the residual stress determination. In this research, wheel/rail contact is assumed. A bandage wheel with accurate geometry using finite element method is studied. For this purpose, a 3D elastic-plastic finite element model in ANSYS is conducted using model. The... 

Surface modification is an important property of nano particles. In this project surface of silica nano particles modified with hydrophobic and hydrophilic groups to imrprove surface activity of nano particles. Purpose of this project is to study surface activity of surface modified silica nano particles in different temperatures from 20 to 70 degree centigrade. Also effect of salt and time on the surface activity is studied. At first nano particles modified just with haydrophobic groups and then just with hydrophilic groups (hydrophobic and hydrophilic nano particles) and after that, the surface modification done with both hyadrophilic and hydrophobic groups (amphiphilic nanoparticles).... 

Apnea-bradycardia is a medical term for prolonged respiratory pause accompanied with a heart rate reduction which is a common event among preterm infants. Repetition of apnea-bradycardia episodescompromises oxygenation and tissue perfusion and may lead to neurological impairment or even short-term morbi-mortality. Main solution to this breathing-related disorder is continues monitoring of infants in neonatal intensive care units in order to detect apnea-bradycardia event, generate an alarm and warn available nurse or physician to initiate quick nursing actions. Various studies have been done in this area and different methods are proposed which mainly focus on cardiac signal processing. This... 

Designing structures made from composite materials is challenging due to the need to select the thickness, number of layers, and fiber orientations. By carefully choosing the lamination sequence, the desired properties can be optimized. Buckling is one of the most critical phenomena in the stability analysis of a structure, as it can lead to failure before the structure reaches its yield point. This thesis investigates the layer configuration of laminated composite plates using a genetic algorithm to maximize the nonlinear buckling critical load. In this approach, the nonlinear behavior of the structure is analyzed up to the critical point, and a genetic algorithm is used to find the global... 

In this treatise, it will be shown that the subject of faith is the subject who loves God and in showing her love to God, she sacrifices her dearest things in the world. By doing that, she would free herself from everything that mind herself. She doesn’t do this action to be given a better reward by God. Her motivation for performing this action is nothing but love. Meanwhile, the subject of faith hopes God to respond to her love and engage in an I-Thou relationship with her. Now, her hope would be justified when God plays an active role in the world and admires her action, i.e., when eros can be attributed to God  

The process of separating cells from a laboratory sample, is a crucial step in biotechnology and medical science. Cells separation is important for various reasons, including the identification and treatment of diseases, as an example, separation of Circulating Tumor Cells (CTCs) from patient blood sample. CTCs are cells that shed from a tumor and diffuse into blood vessels. These cells are the starters of metastasis, the process in which cancer spreads in body, and are main reason of deaths caused by cancer. Extremely low percentages of target cells in the blood, clarify the importance of highly accurate and sensitive separation. Currently, conventional separation methods are of macro-order...