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 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... 

Capacitor setting and reconfiguration are of main means of loss reduction and voltage profile improvement in distribution system operation. Cooperation between these two strategies can effectively minimize power losses in distribution system automation. Also, from the medium and long term viewpoint, capacitor placement and reconfiguration can be used for loss reduction and reliability enhancement. In this section, the sum of losses cost, capacitor investment cost and reliability cost should be minimized. Regarding the need to solve two non-linear combinatorial optimization problems simultaneously, metaheuristic algorithms are used in this thesis. Specifically, Elitist Genetic Algorithm,... 

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 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... 

The existing transmission line models of plasmonic nanostructures are modified in this thesis to study the electromagnetic characteristics of nano-plasmonic structures in a more efficeint yet accurate enough fashion. First, rectangular plasmonic cavities made by carving dielectric rectangles within a metallic region are modeled by trasnmission lines of finite length being appropriately terminated at their both ends. The resonance conditon in the proposed model yeilds the resonance frequencies, quality factors, and mode profiles of its correspondig plasmonic resonator. The accuracy of the proposed model is assessed by using the fully numerical finite-difference time-domain method (FDTD)... 

The Smith Predictor does not work for unstable plants; therefore a lot of modifications have been proposed in order to solve this problem. In this project, advantages and disadvantages of most of these methods are studied in a general framework and based on Diophantine equation and using pole-placement technique. a discrete control scheme for unstable processes has been proposed. This structure can be used for non-minimum phase and stochastic processes. Robust stability of the suggested control structure has been shown. Performance of the proposed method is compared with previous works through computer simulations and its superiority for robust stability, load rejection; set-point tracking... 

Inlet flow of afterburners comes from the burnt products of the primary combustion chamber. The fuel is injected and the mixture is ignited to form a flame which is stabilized behind a flameholder in the afterburner. Flame stability stems from wake (recirculation zone) of flameholder. With the aid of high residence time of flow behind the flameholder reactants get the time to catch activation energy. Some parameters like oxygen content, mass flow rate, inlet temperature, and nozzle area ratio play an important role in afterburner combustion efficiency and flame stability. In this study we focused on afterburner combustion stability in GE J85-21 engine. This engine will be in service through... 

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... 

The present study examines the effects of participation in a critical reflective online course upon the participants’ identity. The study drew upon both qualitative and quantitative research methodologies. The 38 participants of the study who were first degree students at Sharif University of Technology participated in ten online sessions in which ten prompts concerning intercultural issues were introduced. The data collected in the online course underwent inductive qualitative content analysis which resulted in the extraction of five themes. Following this, 18 participants were interviewed to throw more light on these findings. Qualitative and Quantitative content analyses of the data...