Sharif Digital Repository

As an initial step in understanding the issue of disputed spoofing orders in the Tehran Stock Exchange (TSE), this paper empirically analyzes the limit order book data of the market from 2010 to 2024. The findings demonstrate—consistent with the existing literature—that the pre-opening phase of the TSE contains valuable informational content. Notably, the study identifies evidence of learning over time during the pre-opening phase, accompanied by a significant increase in informational content as the market approaches its opening. These results align with both theoretical and empirical studies in this domai. The analysis further reveals that factors such as company size play a crucial role... 

Traditional security approaches prevented participants of an environment from malicious behavior by closely monitoring every transaction of the network. Such approaches are very costly in modern autonomous systems, besides, they are also impossible to apply in many cases. Trust management mechanisms are developed in order to ensure safe interactions with unknown parties in such open environments. Most trust management mechanisms rely on testimonies of interaction participants as the source of information to estimate a peer’s reputation. The first challenge that arises here is the lack of incentives for providing such information. Even if interaction parties are encouraged to report the... 

Since robustness of peer-to-peer networks depends heavily on voluntary resource sharing among individual peers, the intrinsic problem of free riding exists among autonomous rational peers that consume resources of others without contributing anything in return. One solution to the free riding problem in peer to peer networks is to have incentive mechanisms that aim to improve network efficiency by encouraging peers to cooperate. In this project, we have proposed a hybrid double-auction-based incentive mechanism for centralized peer-to-peer file sharing systems. In addition, a cryptography-based trust management scheme has been proposed to prevent peers from sending fake data. We have... 

This thesis analyzes the scattering of a propagating electron from a single bound electron .The study demonstrates how the scattering of the propagating electron from the bound electron causes entanglement between two electrons. The study then considers the impact of spin-dependent scattering in the presence of Hartree and exchange potentials. In the first step, only an exchange potential is studied. Transmission coefficients are calculated for spin-flip and non-spin-flip states by solving the Hamiltonian equation in different regions, applying the continuity boundary conditions for the wave function and its derivative in each region, and using the transfer matrix method. Transmission... 

Groups are important elements in social networks. First of all, because in real life human beings are members of different groups from the begining of their life till their death and even more. Moreover, groups’ influence on people and on other groups are undeniable. Thus studying groups in the context of social networks is of a great importance. In this Thesis, we are trying to make an effort in proposing a model for group membership. We discuss two models here: in the first model we consider a set of groups and a set of people, each of which want to gain membership of a subset of the groups’ set in order to maximize their payoff. We neglect the relationships between people and their... 

A social network is a social structure made up of individuals (or organizations) called ”nodes”, which are tied by one or more specific types of interdependency. These networks are new forms of distributed larg media which actually plays a critical role in distributing information and news among the people. because of the size and autonomos aspect of these kind od medias, taking control of them seems impossible. with the best hope we could think of some ways to detect information cascades through network.for example we could select a set of nodes as sensor inorder to detect information cascades as effectively as possible. in this thesis we studied cascade detection problem in scenario based... 

Social Networks (Graphs of individuals and their relations) play an important role in the information cascade. Since their invention, they have been widely used and this results in creation of new markets in electronic world. In these markets peoples’ decision to accept or reject an idea or a product influences their friends’ decisions to accept it or not. So, an important idea is to select the most influential set of people for advertisements. Thus, some models and algorithms are represented for solving this issue. Social networks provide suitable advertising infrastructures for vendors. As a result, the vendors are interested not only in the customers’ behaviour, but also in pricing and... 

In this thesis, we consider a network creation game in which, each player (vertex) has a limited budget to establish links to other players. In our model, each link has a unit cost and each agent tries to minimize its cost which is its local diameter or its total distance to other players in the (undirected) underlying graph of the created network. Two variants of the game are studied: in the MAX version, the cost incurred to a vertex is the maximum distance between that vertex and other vertices, and in the SUM version, the cost incurred to a vertex is the sum of distances between that vertex and other vertices. We prove that in both versions pure Nash equilibria exist, but the problem of... 

The dynamic behavior of networks largely depends on their structural properties. The information or failures can spread through the links of complex networks constructed by people or agents, and their physical and informational contacts. In this research, the process of network diffusion was investigated in different model and real networks. In particular, we focused on ”cascaded failure” and ”viral marketing” which are among the major topics that have attracted much attention in this context. Firstly, we investigated the robustness of modular complex networks against random and systematic component failures. Many real-world networks have modular structure and they may undergo random errors... 

In this thesis, we study the treewidth of social networks. The importance of studding treewidth is for two reasons. The first is that for the graph with bounded treewidth, many optimization problems that are NP-hard in general, can be solved in polynomial or even linear time. The second is that the high value of treewidth in a graph, reflects some high degree of connectivity and robustness, which is an essential factor in designing many networks. But the problem is that determining the value of treewidth in a graph is NP-complete so, computing the treewidth of real complex networks is not feasible. We first review the related works and mention the weakness of the past works, then introduce a... 

Cancer is the second cause of death around the world. Metastasis is the main reason for cancer patient's death. It has been proven that if metastasis detects in the early stage, the possibility of patients' survival increases. Also, due to the complexity of cancer, there is no unit protocol for the detection and treatment of this disease. Therefore finding a reliable biomarker for diagnosis and treatment application can be very crucial for cancer patients. Circulating tumor cells are one of the common biomarkers for the detection of cancer in its early stages. It has been shown that by isolating and enumerating them, the effectiveness of the treatment approach can be examined. If the number... 

Classification of hyperspectral remote sensing images is a challenging problem, because of the small number of labeled pixels, high dimensionality of the data and large number of pixels. In this context, semisupervised learning can improve the classification accuracy by extracting information form the distribution of all the labeled and unlabeled data. Among semi-supervised methods, manifold-based algorithms have been frequently used in recent years. In most of the previous works, manifolds are constructed according to spectral representation of data, while spatial dependency of pixel labels is an important property of the images in remote sensing applications. In this thesis, after... 

In this research, we study a new model for market on population games; two competing companies sell two comparable products within a social network. Like the classic treatments of this problem, we model the social network by a graph whose edges represent the interaction between people. The main difference, however, is that nodes of the graph represent communities in the society instead of individuals. Each community consists of a continuum of potential small agents which interact anonymously. In our model, the two companies first announce their prices and, then, agents within communities choose which company to buy from.An agent’s utility basically depends on the fraction of neighbours that... 

Intelligent transportation systems (ITS) have been widely studied in recent years. One of the challenging problems in this field is routing on urban networks, which are largescale networks that are almost planar and sparse. In the routing problem, a person wants to journey from a known source to a known destination. He may have multiple choices as to the path to traverse, and wants to discover the best path, designated in terms of its travel time. The routing problem can itself be a subproblem of another larger problem, and so the running time of the routing algorithm is important. In addition, the existence of traffic flow on urban roads has great impact on travel times. The network is... 

Web service technology is becoming increasingly popular since it is very bene?cial in di?erent types of applications. Due to a dramatical increase in the number of developed web services, the service discovery process has become crucial for using web services e?ciently. Service is an adaptive, self-describing, modular application, which may be used in either web or an internal network. Service providers should o?er the services along with a description ?le called advertisement explaining the speci?cations and functionalities of the service. Traditional service discovery methods are based on syntax and keyword matching, which may not satisfy the requester’s desired requirements and will...