Sharif Digital Repository

Price limits are boundaries established by market regulators to confine daily movements of security prices within a predetermined price range. In this study, we have used the data of trades of all companies listed in the Tehran Stock Exchange during the years 1385-1393 to study the characteristics of stocks that hit price limits repeatedly using a panel regression model with fixed effects and the generalized method of moments (GMM). In fact, this study aims at investigating the price limits in Tehran Stock Exchange by a novel and distinct approach. In general, risky stocks exhibit more price volatility and thus are more likely to experience price-limit hits. In summary, the results reveal... 

Residual stresses are stress fields that exist in the absence of any external loads. All mechanical processes can cause deformation that may lead to residual stresses. It is well established that virtually no material, no component and no structure of technical importance exists free of residual stresses. However, in practice, the knowledge of the true distribution of exiting residual stress is rare. The residual stress fields are very challenging to evaluate, independent of the measurement techniques. The important aspect about the residual stress determination is that often true distribution is unknown in the engineering specimen. A simple and non-destructive method to measure residual... 

Recently, there has been a surge of research activities in the area of networks in the systems and control community. One foundational class of questions on networked systems pertains to their controllability. While there are classical tests to check the controllability of linear time-invariant (LTI) systems, their applications to large-scale networks is numerically infeasible. Indeed, finding a minimum cardinality set of input nodes that ensure the controllability of a network is NP-hard. Moreover, when the interaction strengths along the edges of a network are unknown, the classical controllability test cannot be applied. To overcome these issues, an alternative set of approaches involves... 

Due to recent advances in laser technology and instruments, laser assisted machining processes has gained extra attention by scientists and industries. Naturally, effective modeling of the process is of great interest for researchers. Machining processes are generally modeled via FE tools and based on the requirements of model, it can be performed either mechanically or thermos-mechanically. About the LAM problems, it is basically meaningless to have a model without considering thermal effects. Hence, modeling is performed in two steps where through the first one, a thermal problem is solved to bring the temperature distribution of the work piece as the initial conditions of the next step.... 

Growth of the fuel consumption in the world and the greenhouse effect of its pollution get industrial managers and environmental activities attention. Skin drag force has a significant role in energy uses. The drag reduction property of superhydrophobic surfaces shows a new approach for investigators to reduce energy uses. Surface with 150° contact angle called superhydrophobic surface.In this project, a superhydrophobic coating is developed based on acrylic hydroxyl resin by silica nanoparticles. This coating can be sprayed on any surface. Using the Iron oxid particles and silica nanoparticles together produces hierarchical micro-nano structures. This coating has a 160.1° contact angle on... 

This reaserch is study on the performance of evaporation tubes used in mini jet engines which has been done experimentally using laboratory equipment. In this study, researchers have tried to simulate the laboratory conditions as much as possible to the real conditions inside the mini-jet engine, increase the accuracy of the results and increase the results and bring them closer to the results inside the mini-jet engine. The experiments are divided into two categories, cold and hot In cold tests, an attempt is made to study and investigate the types of two-phase flow regimes created by applying different fluid and air flow rates, and to select annular flow regimes from among them.... 

In this thesis, optimal offering strategy problem of a virtual power plant (VPP) as a price-maker player in day-ahead frequency constrained electricity market is presented. The optimal offering strategy problem is modeled as a bi-level optimization problem. In the upper level, the total profit of VPP is maximized. In the lower level, the clearing conditions of frequency constrained electricity market is modeled. The proposed bi-level optimization problem is reformulated as a mathematical programming with equilibrium constraints (MPEC) problem by using Karush-Kuhn-Tucker (KKT) conditions. Then, the proposed MPEC problem, which is nonlinear and hard to solve by commercial solvers, is... 

One of the natural functions of wetlands is to neutralize the dangers caused by floods. Therefore, if a facility is built in the area of wetlands, it should not disturb their natural functioning. During the Iran-Iraq war, several antenna roads were built across the wetland, and the construction of these roads divided the wetland into 5 separate reservoirs. After the end of the war and with the development of the oil fields west of Karun (Hor al-Azim region), the extraction of oil from this region was put on the agenda. With the flood of April 2018, these facilities and roads were exposed to damage and flooding, and oil production from these reservoirs was stopped. In this research, after... 

Over the past five decades, the proliferation of electronic devices and the advent of Internet of Things (IoT) technology have ushered in a profound revolution in integrated circuit technology. In contemporary electronics, digital integrated circuits rely predominantly on CMOS transistors. Among the notable limitations associated with CMOS transistors are their non-zero off-state current and limited sub-threshold slope. In response to these limitations, researchers have ventured into a burgeoning field known as "Beyond CMOS," exploring technologies like Tunnel Junctions, Carbon Nanotube FETs, and more. Additionally, alternative approaches that blend electronic and mechanical principles in... 

Freely design and volume and fabrication cost reduction of electronic devices with three-dimensional structures are some of the improvements resulted from combining additive manufacturing with conductive inks that revolutionized the fabrication of practical electronic devices such as cell phones, computers, and satellites impressively. Although numerous processes of additive manufacturing have been proposed and implemented to fabricate electronic devices so far, the majority of these approaches have not only low speed and high components’ fabrication costs but also have many constraints in consumed materials. Therefore, the design and development of a novel additive manufacturing method to... 

The low female labor force participation rate in the Iranian labor market relative to the global average and even to countries that do not differ significantly from the socio-economic characteristics of our country is one of the important questions of the Iranian labor market. In this study, we seek to answer the question of whether the economic participation rate of married women will increase if the gender gaps in wages, job findings and job losses among women and men are eliminated in the Iranian labor market. To answer this question using household expenditure and income data and labor force data, we show that between the two categories of occupations, in terms of the share of women's... 

Fatigue crack growth can have harmful effects on the reliability rotary machine. While an early warning to crack, can be used to extend the life of these expensive machines and increase reliability.Structural Vibration Condition Monitoring as a primary fault detection method, achieved to a lot amazing result and for this reason studies vibration behavior of cracked rotational shaft is a big issue for engineers of dynamic machine.In this research, first check the fault detection methods based on structural vibration condition monitoring, mode shape methods were extracted. Then by modeling rotational shaft in computer and creation of crack on it, fault detection quality of these methods have... 

It is important to provide an appropriate and economically method with technical and engineering considerations to stabilize excavated underground spaces. The necessity of this, especially for the construction of underground metro stations located in the cities which faces many problems, is more evident. In this research, it has been tried to introduce an optimal method according to the type of area for the construction of the underground station. In order to obtain stress and strain condition in structural elements and surface deformations due to different stages of excavating, numerical modeling in FLAC3D has been used. By examining the parameters that affect the sustainability of this... 

In the present study, the effects of increasing the value of shale gas production, either due to increased production or price increases, have been studied on economic variables such as employment, wage, property value and the number of births. In this regard, the data for each of these variables was used at the county level in the United States of America between 2000 and 2011. In order to estimate the desired effects, counties are divided into two types of boom and non-boom counties. The findings indicate that increasing natural gas production will lead to more employment and wage growth in boom counties than non-boom counties. Also, during the period of increasing production, the value of... 

Co-movement between inflation and nominal interest in response to an interest rate shock, dubbed neo-fisherianism, has been the subject of contentious debate since the advent of non-inflationary ZLB environment. We design an economic model rich with banking features to understand the economic responses to permanent and long-term interest rate shocks. We find that responses to a permanent positive interest rate shock depend on the monetary authorities’ speculation of the new long-term inflation rate, with the most probable outcome being a permanent increase in inflation. Responses to a long-term positive interest rate shock depict an increase and then decrease in inflation. We also discover... 

In this study, we aim to learn representations from microscopic cell images that effectively capture the features of drugs affecting the cells, allowing us to identify effective drugs for treating a disease. We employ two parallel learning paths using predictive and generative models. Specifically, we have achieved a predictive model on the RxRx19a dataset that, unlike previous models, is interpretable, optimized, and robust to dras- tic changes in drug properties. Additionally, we have developed the first generative model on this dataset, which not only generates high-quality images but also discovers a meaningful latent space. This latent space divides the representation into relevant... 

The aim of this project is to achieve a semi permeable high flux membrane with a reasonable salt rejection for the treatment of low osmotic pressure water. A thin film composite membrane consists of three polymeric layers was studied in this project. These layers were polyester support, polysulfone sub layer and polyamine selective layer. The polyester support provides the mechanical resistance against the operating pressure. The polysulfone sub layer provides the suitable area for polyamide synthesize, and the polyamide layer is the selective active layer of membrane.
The resistance to water penetration in sub layer was reduced first and then, the pores in the polyamide layer refined by... 

Most of the real-world systems can be modeled as closed loop systems which are made up of a LTI subsystem in the forward path and a memoryless nonlinear subsystem in the feedback path. Such systems are called “Lur’e systems”, the name of the first who introduced these systems. Because of the generality and the wide applicability of this type of systems, studying the stability of them has been notable and interesting to many scientists for a long time. Meanwhile, in recent decades, many scientists in physics and engineering sciences have been interested in applications of the fractional order systems and as a result focused on studying the features of the fractional order systems. An...