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... 

In this paper, the response of low-rise shear walls with smart rebars under static lateral loading has been numerically studied, using Finite Element Method. The material used in this study is Shape Memory Alloys (SMAs) which contains nickel and titanium elements. During lateral loading, rebars yield or concrete crushes in compression zone in some parts of the RC shear walls and also residual deflections are created in the structure. The SMA exhibits little residual strains under cycles of loading and unloading even after passing the yielding zone. In addition, SMAs have a good energy dissipation capacity that helps reduce damage while increasing structural capacity. In this study, SMA... 

Autism Spectrum Disorder (ASD) is a group of neurodevelopmental disorders that cause repetitive behaviors and social and communication skills abnormalities. Autistic Disorder(AD) is one of the disorders in ASD that is being investigated in this study. There has been an increase in research about AD in recent years due to the increasing AD prevalence and the high autistic living costs. The dynamic functional connectivity between healthy and autistic groups has been analyzed by using graph theory. The brain is modeled as a dynamic graph using resting-state fMRI. The graph theory metric is calculated in the dynamic graph of each subject, and the distinction of the two groups is checked using... 

The purpose of this study is to study heterogeneous nanocatalysts for the production of biofuels by the method of exchange of styrene using oil and methanol as a fossil fuel alternative. Preparation of nanocatalysts, performing characteristic tests and investigating the reaction in different operating conditions in the batch reactor has already been studied. Therefore, in this study, the production of biodiesel fuel using the trans-esterification of canola oil with nanocatalysts in the micro-reactor reactor will be discussed. Previously, a heterogeneous catalyst (lithium based on calcium-lanthanum) was constructed using a co-incineration method and a wet inoculum, and as active and stable...