Sharif Digital Repository

Multi-period Value-at-Risk (VaR) forecasting is important for risk management. Financial institutions especially commercial banks according to Basel Committee regulations for capital adequacy in “Internal Approach”, should forecast their VaR for multi-period horizons (longer than one day). The most conventional approach for forecasting multi-period VaR is scaling one-day forecasted VaR that is called “square root of time rule”; therefore most works in this area have been focused on forecasting one-day VaR. In this study, we review performance of a wide range of different methods in forecasting multi-period VaR. The results of our study show that historical simulation performs weakly in... 

One of the most important alternative technologies in the field of security monitoring is millimeter-wave imaging technology, which is a good alternative both for performance and cost-effectiveness. Conventional security monitoring techniques use optical images or metal detectors to control people in crowded, sensitive places, but with the help of electromagnetic waves, these technologies can be obtained. This way, metal and non-metallic objects hidden inside clothing, bags or shoes can also be detected that are not identifiable by conventional security-control methods. This thesis examines the implementation of an improved algorithm for automatic detection of objects in millimeter-wave... 

The integration of radar and communication functionalities into a unified Joint Radar-Communication (JRC) system offers enhanced spectral efficiency and reduced hardware complexity. Recognized as a key enabler for next-generation wireless networks, JRC systems require a careful balance between radar and communication demands, where waveform design plays a pivotal role in achieving this equilibrium. Although waveform design has been extensively studied separately in radar and communication domains, the requirements of modern networks necessitate a unified approach that simultaneously addresses the needs of both systems. This thesis advances waveform design methodologies for JRC systems,... 

The issue of solid and fluid interaction in horizontal axis wind turbines with diameter of more than 120 meters is one of the most important researching subjects of this type of turbines. This issues needs quick and exact solutions because of the high computational cost of fluid and structural domains.In this research a quick method with acceptable accuracy has been suggested which is based on computational fluid dynamic to examine the aeroelastic behavior of rotor and wind turbine tower. The actuator disc method in two domains of axisymmetric and three-dimensional has been used to compute aerodynamic forces. For this purpose a code has been written in C++ to set down virtual momentum on... 

Study of the structural flexibility of large-scale wind turbine components on aeroelastic performance is important under the existence of critical atmospheric conditions. Prediction and control the critical deformations, identifying maximum local deformation and modeling the forces involved, are required. Aeroelasticity analysis is a suitable method for studying the coupling effects of wind turbine aerodynamics, dynamics and structures. This research has been done by modeling wind turbine components including blades, hub, nacelle and tower, taking into account aerodynamic couplings, dynamics and structures. Considering the large scale of reference wind turbine, nonlinear equations have added... 

Membrane bioreactors (MBRs) which are commonly understood as the combination of membrane filtration and biological treatment using activated sludge have several advantages, but membrane fouling reduces the membrane efficiency, permeability and lifetime. An alternative is replacing a moving bed biofilm reactor (MBBR) with the activated sludge system which may reduce the effect of membrane fouling. The sludge produced in MBBRs has poor settling characteristics, therefore, their efficiency is limited by the sedimentation tank performance and they require a larger settling surface. The combination of moving bed biofilm reactors and membrane bioreactors can compensate for the drawbacks of both of... 

This thesis represents the obstacle avoidance of a fixed-wing small aircraft using optical flow information of cameras mounted on the aircraft. The thesis consists of two main sections. In section one, the ideal optical flow has been simulated based on the camera model, complete six DOF of flight equations, and the geometry of the environment. An analytical formula has been derived to relate the obstacle detection distance to the maneuverability of the aircraft. Having the obstacle detection distance, the control and navigation algorithms have been developed to achieve a collision-free flight for the aircraft in urban canyons and junctions. The effect of some parameters such as approach... 

Nowadays, one of the most important challenges in the design of digital circuits is their susceptibility to the strike of high energy particles which leads to the Single Event Transient (SET) and Multiple Event Transients (MET). In fact, technology scaling which results in lower supply voltage, higher operating frequency, and lower nodal capacitance, makes today’s digital circuits more susceptible not only to high energy particles but also to low energy particles. Moreover emerging deep sub-micron technologies and the integration of more cells in today’s chips have caused higher probability of MET occurrences. A lot of research has tried to reduce the soft error rate due to high energy... 

In the early time of the discovery of the quantum mechanics and some decades after that, various interpretations of quantum mechanics were proposed. However, many years after that, the “indetermenistic” perspective well-known for Copenhagen perspective which was proposed mostly by Bohr and his colleagues became the dominant attitude among physicists. But nearly two decades after the fixation point of the Copenhagen perspective, a new interpretation of quantum mechanics was proposed by Bohm which was nonlocal but deterministic and it could reproduce all the predictions of quantum mechanics.Bohm’s theory responded to the many theoretical and philosophical objections assumed to the Copenhagen... 

In the field of supply chain, management constantly seeks to adopt strategies for realizing its targeted objectives. The supply chain, therefore, includes integrated production-distribution processes with all effective parts where proper management requires a comprehensive and dynamic approach. It is necessary to meet required items at required time. This becomes more important with the supply systems providing items. On the other hand, the difficulty of supply chain management, decisions, and policy-making can be increased by a wide range of conditions such as changes in demand. Thus, a comprehensive approach is needed to take the present dynamics into account. The current paper develops a...