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Financial Contagion ,Interbank Market, and Central Bank Policy
, M.Sc. Thesis Sharif University of Technology ; Madanizadeh, Ali (Supervisor) ; Mahmoodzadeh, Amineh (Supervisor)
Abstract
Financial distress can propagate through different channels such as bank run, deposit interbank market,networks and asset prices. In this paper, with the assumption of deposit insurance, no linkages between banks, no deposit interbank market and fixed asset prices, we show that asset-side shocks might propagate through both loan interbank market and deposit market. However, when there is aggregate liquidity surplus in the banking system, loan interbank market results in the first best allocation. In contrast, aggregate liquidity shortage does not result in optimum allocation. In the presence of deposit and loan interbank market, not only shocks propagate but also they are magnified with the...
Implementation and Analysis of Optical Isolation using Reciprocal and Nonreciprocal Elements
, M.Sc. Thesis Sharif University of Technology ; Mehrany, Khashayar (Supervisor)
Abstract
In this thesis we study the possibility of unidirectional transmission of light using reciprocal and nonreciprocal elements. Unidirectional transmission will allow us to separate the coupling of light into and out of resonators and design unidirectional waveguides. We start by studying the effects of one-sided modulations of dielectric constant of reciprocal structures. One-sided modulation will satisfy the phase matching condition for the coupling of two waves only in one direction. Using coupled mode theory, we study one sided modulation in layered media. Next, we find the exact solution to such strucures using transfer matrix method and analyze one-sided modulation in waveguide...
Measurement of Radionuclide Transport Parameters for Soil Samples Taken from Naein Radioactive Waste Disposal Site by Using Column Experiment and Determining the Concentration Profile through the Column
, M.Sc. Thesis Sharif University of Technology ; Samadfaam, Mohammad (Supervisor)
Abstract
Radioactive wastes are generated at different stages of the nuclear fuel cycle and other activities related to the handling of the radioactive substances. In order to protect human being and the environment from any harmful effects of ionizing radiation, it’s necessary to isolate radioactive waste by disposing them in near surface or deep geological formations (depending on the radioactive hazard). To ensure that the waste is properly isolated from the environment for required periods of time, the safety assessment of the disposal site is essential. Transport of radionuclides from the disposal site to the environment is the essential part at any safety assessment program. Therefore,...
Optical Conductivity of Fermi Arc States
, M.Sc. Thesis Sharif University of Technology ; Jafari, Akbar (Supervisor)
Abstract
Recently, some materials, such as Weyl and Dirac semimetals, have been found in condensed matter physics whose band structure behaves like Weyl fermions of elementary particles near some points of the first Birillouin zone. The Weyl equation that governs these materials, have boundary because they are finite. By applying proper boundary conditions, two-dimensional surface states have been emerged. these states are called fermi arc sates because the surface corresponding to the fermi energy is not a closed surface. Surface states are mixed with bulk states because by getting close to the end of fermi arcs, surface states tend to bulk states con-tinuously. Being able to distinguish between...
A stochastic approach for valuing customers in banking industry: A case study
, Article Industrial Engineering and Management Systems ; Volume 19, Issue 4 , 2021 , Pages 744-757 ; 15987248 (ISSN) ; Mehraeen, M ; Pooya, A ; Sharif, H ; Sharif University of Technology
Korean Institute of Industrial Engineers
2021
Abstract
This study provides a stochastic dynamic programming model with a Markov chain that explicitly focuses on the customer as well as a new model for valuing the customers in the banking industry. The proposed framework calculates individual customer’s lifetime value dynamically. The study follows a stochastic dynamic programming model that is based on the Markov chain. The deduced findings are illustrated with supplementary context from an outstanding case study. The findings underline the importance of the stochastic model for calculating customer lifetime value based on customer behavior. The presented framework provides a beneficial way for future research and valuable insight for allocating...
A semantic aware access control model with real time constraints on history of accesses
, Article Proceedings of the International Multiconference on Computer Science and Information Technology, IMCSIT 2008, 20 October 2008 through 22 October 2008, Wisla ; Volume 3 , 2008 , Pages 827-836 ; 9788360810149 (ISBN); 9788360810149 (ISBN) ; Amini, M ; Jalili, R ; Sharif University of Technology
2008
Abstract
With the advent of semantic technology, access control cannot be done in a safe way unless the access decision takes into account the semantic relationships among the entities in a semantic-aware environment. SBAC model considers this issue in its decision making process. However, time plays a crucial role in new computing environments which is not supported in the model. In this paper we introduce the Temporal Semantic Based Access Control model (TSBAC), as an extension of SBAC, which enhances the specification of user-defined authorization rules by constraining time interval and temporal expression over users' history of accesses. A formal semantics for temporal authorizations is provided...
A temporal semantic-based access control model
, Article 13th International Computer Society of Iran Computer Conference on Advances in Computer Science and Engineering, CSICC 2008, Kish Island, 9 March 2008 through 11 March 2008 ; Volume 6 CCIS , 2008 , Pages 559-568 ; 18650929 (ISSN); 3540899847 (ISBN); 9783540899846 (ISBN) ; Amini, M ; Jalili, R ; Sharif University of Technology
2008
Abstract
With the advent of semantic technology, access control cannot be done in a safe way unless the access decision takes into account the semantic relationships between entities in a semantic-aware environment. SBAC model considers this issue in the decision making process. However, time plays a crucial role in new computing environments which is not supported in this model. In this paper we introduce temporal semantic based access control model (TSBAC), as an extension of SBAC model, which enhances the specification of user-defined authorization rules by constraining time interval and temporal expression over users' history of accesses. A formal semantics for temporal authorizations is provided...
Characterizing twitter with respondent-driven sampling
, Article Proceedings - IEEE 9th International Conference on Dependable, Autonomic and Secure Computing, DASC 2011, 12 December 2011 through 14 December 2011, Sydney, NSW ; 2011 , Pages 1211-1217 ; 9780769546124 (ISBN) ; Rabiee, H. R ; Nabavi, N ; Pooya, S ; Sharif University of Technology
2011
Abstract
Twitter as one of the most important microblogging online social networks has attracted more than 200 million users in recent years. Although there have been several attempts on characterizing the Twitter by using incomplete sampled data, they have not been very successful to estimate the characteristics of the whole network. In this paper, we characterize Twitter by sampling from its social graph and user behaviors through a random walk based sampling technique called Respondent-Driven Sampling (RDS). To the best of our knowledge, for the first time RDS method and its estimator are used in order to obtain uniform unbiased estimation of several key structural and behavioral properties of...
Broadcast Efficient Verifiable Secret Sharing
, M.Sc. Thesis Sharif University of Technology ; Izadi, Mohammad (Supervisor)
Abstract
Verifiable secret sharing (VSS) is one of the basic problems in the theory of distributed cryptography and has important role in secure multi-party computation. In this case, it is tried to share a confidential data as secret, between multiple nodes in a distributed system, in the presence of an active adversary that can destroy a number of nodes, such that the secret can be reconstructed with the participation of certain size of honest nodes. There are two types of active adversary; Static and dynamic which the latter can change it’s corrupted nodes among the protocol. VSS protocols have different types of algorithmic complexity and one of these definitions, is the use of broadcast channel...
Reinforcement Learning Approach in Self-Assembly Systems to Acquire Desired Structures
, M.Sc. Thesis Sharif University of Technology ; Bagheri Shouraki, Saeed (Supervisor)
Abstract
Self-Assembly (SA) plays a critical role in the formation of different phenomena in nature. This phenomenon can be defined as an arrangement of meaningful patterns with the aggregate behavior of simpler structures. One of the examples of Self-Assembly can be considered of the formation of ice crystals from ice molecules. Previous works mainly focus on graph grammar and self-assembly in fully observable environments. These algorithms mainly consist of two main stages: first, constructing simpler structures and then joining these simpler structures to form a complex structure. The challenges of the previous work can be considered as the necessity of a central controller in the formation of...
Applying Infrared Thermography for Monitoring the Condition and Failure Diagnosis of Power Network
, M.Sc. Thesis Sharif University of Technology ; Ghodrati, Behzad (Supervisor)
Abstract
Temperature and the resulting thermal behavior of electric power generation and distribution equipment and industrial electrical systems and processes are the most critical factors in the reliability of any operation or facility. Temperature is by far the most measured quantity in any industrial environment. For these reasons, monitoring the thermal operating condition of electrical and electromechanical equipment is considered to be a key factor to increasing operational reliability. Infrared thermography (IR/T) as a condition monitoring technique is used to remotely gather thermal information for monitoring the condition of virtually all of the electrical components on an entire system and...
Studying of the Single Top Quark Produced by Anomalous Interactions Tcg and Tug
, M.Sc. Thesis Sharif University of Technology ; Ardalan,Farhad (Supervisor) ; Mohammadi Najafabadi, Mojtaba (Supervisor)
Abstract
Anomalous top quark interactions with gluon (tug , tcg) allow the production of single top quarks at the LHC. Two main sources of backgrounds which we took into account are W +1j and standard model single top production. In order to do it, we examine the reconstructed angular distribution of the charged lepton in the rest frame of W boson from the top quark. It is defined in terms of the angle θ_l , between the charged lepton momentum in the rest frame of the W boson and the momentum of the W boson in the rest frame of the top quark. Using this angular distribution of the charged lepton from the W boson in the top decay، we show that with the data of 10fb^(-1) of integrated luminosity and...
GTHBAC: A generalized temporal history based access control model
, Article Telecommunication Systems ; Volume 45, Issue 2-3 , 2010 , Pages 111-125 ; 10184864 (ISSN) ; Haadi Jafarian, J ; Amini, M ; Jalili, R ; Sharif University of Technology
2010
Abstract
Time plays a crucial role in access control for new computing environments, which is not supported in traditional access control models. In this paper, we propose a Generalized Temporal History Based Access Control (GTHBAC) model, aimed at integrating history-based constraints along with a generic access control model. GTHBAC enhances the specification of user-defined authorization rules by constraining time interval and temporal expression over users' history of accesses. Due to different application needs, GTHBAC uses two different time schemes, i.e., real time and logical time, in its authorization rules. A formal semantics for temporal authorizations is provided, and conflicting...
A history based semantic aware access control model using logical time
, Article Proceedings of 11th International Conference on Computer and Information Technology, ICCIT 2008, 25 December 2008 through 27 December 2008, Khulna ; 2008 , Pages 43-50 ; 9781424421367 (ISBN) ; Amini, M ; Jalili, R ; Jafarian, J. H ; Sharif University of Technology
2008
Abstract
With the advent of semantic technology' access control cannot be done in a safe way unless the access decision takes into account the semantic relationships among the entities in a semantic-aware environment. The SBAC model (Semantic Based Access Control model) considers this issue in its decision making process. However' time plays a crucial role in new computing environments'which is not supported in SBAC. In this paper' we propose the Temporal Semantic Based Access Control (TSBAC) model' as an extension of SBAC' which enhances the specification of user-defined authorization rules by constraining time interval and temporal expression over users' history of accesses. TSBAC uses logical...
Position Error of Resolver in a Closed Loop Control
, M.Sc. Thesis Sharif University of Technology ; Nasiri Gheidari, Zahra (Supervisor)
Abstract
Permanent Magnet Synchronous Motors (PMSMs) are more conventional and widely employed in Electric Vehicles (EVs) applications. The rotor position performed an essential role through PMSMs drive; therefore, any deviation in the detected position will be evaded in coordinate transformations, originating from external or inherence sources. Subsequently, the discussed faults will be conducted to three-phase currents and output torque through erroneous transformations. Resolver’s estimated rotor position due to fault occurrence will be defined as aggregating ideal and non-ideal components. Moreover, based on inherence periodic in resolvers’ principle, non-ideal components could be written by the...
Evaluation of the Behaviorof Earth and Rockfill Dams during Construction and First Impounding using Instrumentation data and Numerical Modeling (Case Study: Dam Gavoshan)
, M.Sc. Thesis Sharif University of Technology ; Haeri, Mohsen (Supervisor)
Abstract
Monitoring is of particular importance after impounding and during dam operation. In all large dams, by installation of the required instruments the pore pressure, soil mass pressure and displacement during construction, first impounding and operation are measured, then the performance of dam will be analyzed and evaluated. The aim of this study is to evaluate the performance of the "Gavoshan" dam, which has an important role on agriculture development and drinking water supply at west part of Country. To reach this, the values resulting from instruments have been implemented by FLAC software, using "Back Analysis" method. However, this assessment is complete when "back analysis" method is...
Joint Pricing and Inventory Control of Deteriorating Items under Conditions of Finite Production, Partial Backlogging and Lost Sale
, M.Sc. Thesis Sharif University of Technology ; Haji, Alireza (Supervisor)
Abstract
When demand for a product is price sensitive, pricing and lot sizing decisions are interdependent. Similarly, when a product is highly perishable, the demand may need to be backlogged to avoid costs due to deterioration, i.e., perishability and backlogging are complementary conditions.In this thesis we stablish two economic production quantity models for deteriorating items under conditions of finite production, exponential decay and partial backordering and lost sale. Two joint pricing inventory control models are developed for the problem by employing different modeling approaches over an infinite planning horizon. In two models, customer is viewed to be impatient and the fraction of the...
Visual Simultaneous Localization and Mapping using an RGB-D Camera
, M.Sc. Thesis Sharif University of Technology ; Kasaei, Shohreh (Supervisor)
Abstract
Simultaneous localization and mapping (SLAM) is the action of detecting robot pose in an unknown environment and building the environment map by use of input data that captured from robot sensors. In visual SLAM, the input data for the robot, is limited to camera sensors. Nowadays, SLAM is one of the main challenges in robotic research.For autonomous action, we need robot pose in the map of the environment. The map production in the indoor environment, there is no GPS data, is one of the research issue in robotic community, in last decade. In this thesis, a new and efficient method is proposed for SLAM at the level of objects. The maps produced by state of the art methods don’t have a...
Numerical Investigation on Oil/Water Separation through Coalescence in Membrane Pores
, M.Sc. Thesis Sharif University of Technology ; Moosavi, Ali (Supervisor)
Abstract
Oil/water separation is an important field, not only for scientific research, but also for environmental, economic, and social issues. On the one hand, oily wastewater, resulting from industries such as steel, aluminum, food, textile, leather, petrochemical and metal finishing, has become the most common pollutant all over the world. On the other hand, frequent oil spill accidents are of great concern since the discharge can lead not only to serious environmental pollution, but also a great loss of energy.
In crude oil removing water is necessary due to reducing corrosion, increasing thermal values of fuels obtained from crude oil, preventing catalists from destruction by water and...
In crude oil removing water is necessary due to reducing corrosion, increasing thermal values of fuels obtained from crude oil, preventing catalists from destruction by water and...
Feasibility Study of Improving the Quality of PEM Images by Considering TOF and the DOI Correction
, M.Sc. Thesis Sharif University of Technology ; Hosseini, Abolfazle (Supervisor)
Abstract
Breast cancer is the most common type of cancer in women and the second cause of death among them. The chance of successful treatment would be significantly increased if the disease is diagnosed at its early stages. There are numerous methods to diagnose breast cancer. One of the most important methods is positron emission mammography (PEM).The main aim of this study is to investigate the feasibility of improving PEM images by considering the time of flight corrections and the penetration depth of the rays in the crystals.In this study, a commercial PEM system, Naviscan PEM, is simulated using the GATE software. In the first phase of the study, two opposing planar detectors are used to study...