Coherent Risk Measures on General Probability Spaces

, M.Sc. Thesis Sharif University of Technology Safikhani, Abolfazl (Author) ; Alishahi, Kasra (Supervisor)

Abstract

This thesis is devoted to introduce coherent risk measures on general probability spaces. After studying their properties, we also will characterize them using functional analysis tools. First we describe some related economic concepts such as risk concept, risk management and risk measures. Then we will study Value at Risk (VaR) as an applicable risk measure and determine its advantages and disadvantages. The motivation for studying risk measures in an axiomatic point of view and also introducing coherent risk measures was that VaR doesn’t have the diversification property. In chapter 2 and 3, we introduced coherent risk measures comprehensively. We began the second chapter by the...

Considering the Bullwhip Effect Regarding the Ordering Policy and Demand of Ultimate Customer and Representing Solutions to Reduce the Mentioned Effect

, M.Sc. Thesis Sharif University of Technology Safikhani, Alireza (Author) ; Ghasemi, Farhad (Supervisor)

Abstract

Today, with advances in technology and communication equipments, supply chain management plays an important role in different industries. Bullwhip effect is the significant factor which can reduce efficiency of supply chain and increases costs and lead time of services and products to the ultimate customer. In this thesis we have investigated on forecasting method and ordering policy in the bullwhip effect. Basic model based on beer game, moving average, Holt and Brown are 4 models which were studied. Also we defined desired stock and desired stock line which the difference between desired and actual stock and also difference between desired and actual stock line in any period, have...

The Strain Gradient Approach for Forming Analysis of Sheet Metals

, Ph.D. Dissertation Sharif University of Technology Safikhani, Alireza (Author) ; Assempour, Ahmad (Supervisor)

Abstract

In this study, the forming limit stress and strain diagrams have been determined based on the strain gradient plasticity theory. Forming limit stress diagram (FLSD) has been reported as being much less path-dependent and much more favorable than the forming limit diagram (FLD) in representing forming limits in the numerical simulation of sheet metal forming processes. Therefore, the purpose of this study is to develop a methodology for prediction of the forming limits both in strain and stress spaces. All simulations are based on strain gradient theory of plasticity in conjunction with the so-called Marciniak-Kuczynski (M-K) approach. This method introduces an internal length scale into...

The strain gradient approach for determination of forming limit stress and strain diagrams

, Article Proceedings of the Institution of Mechanical Engineers, Part B: Journal of Engineering Manufacture ; Volume 222, Issue 4 , 2008 , Pages 467-483 ; 09544054 (ISSN) Safikhani, A. R ; Hashemi, R ; Assempour, A ; Sharif University of Technology

2008

Abstract

The forming limit stress diagram (FLSD) has been reported as being much less path dependent and much more favourable than the forming limit diagram (FLD) in representing forming limits in the numerical simulation of sheet metal forming processes. Therefore, the purpose of this study was to develop a methodology for the prediction of the forming limits both in strain and stress forms. All simulations are based on strain gradient theory of plasticity in conjunction with the Marciniak-Kuczynski (M-K) approach. This approach introduces an internal length scale into conventional constitutive equations and takes into account the effects of deformation inhomogeneity and material softening. The...

A framework for protecting privacy on mobile social networks

, Article Mobile Networks and Applications ; Volume 26, Issue 3 , 2021 , Pages 1281-1299 ; 1383469X (ISSN) Safi, S. M ; Movaghar, A ; Safikhani Mahmoodzadeh, K ; Sharif University of Technology

Springer 2021

Abstract

In recent years, mobile social networks have largely been developed and gained considerable popularity. An approach to protecting privacy on mobile social networks is the use of encryption and access control. Good alternatives for use on mobile social networks are the Public Broadcast Encryption approach for appropriate concordance and consistency with the structure of social networks as well as the Attribute-Based Encryption owing to its capability and proper implementation of the access control policy. Accordingly, in this paper, a framework was presented based on the Public Broadcast Encryption and Attribute-Based Encryption. Using proxies, we outsourced some of these operations in the...

An analytical approach in prediction of necking and suitable load path in tube hydroforming by using the strain gradient

, Article SAE Technical Papers, 20 April 2009 through 20 April 2009, Detroit, MI ; 2009 Assempour, A ; Masoumi, E ; Safikhani, A. R ; Hashemi, R ; Abrinia, K ; Sharif University of Technology

2009

Abstract

A theoretical forming limit stress diagram (FLSD) for necking prediction which is based on the strain gradient theory of plasticity in conjunction with the M-K approach was represented and used in tube hydroforming. This approach introduces an internal length scale into conventional constitutive equations and takes into account the effects of deformation inhomogeneity and material softening. The nonlinear second order ordinary differential equation of the thickness of tube has been solved by collocation method. It has been shown that this method overcomes the imperfection sensitivity encountered in the conventional M-K method. The predicted FLSD has been compared with published experimental...

Rcci Curvature for Metric-Measure Space via Optimal Transport

, M.Sc. Thesis Sharif University of Technology Taheri, Abolfazl (Author) ; Bahraini, Alireza (Supervisor) ; Ranjbar Motlagh, Alireza (Co-Advisor)

Abstract

One of the important questions in mathematics is generalized. In case of metric spaces, one of the questions is: Can we extend notions of Riemannian geometry to arbitrary metric spaces smoothly? Ricci curvature is one of the most important concepts in differential geometry. Ricci curvature is defined for the Riemannian manifold and has many applications in mathematics and physics like Einstein’s equation in relativity theory. There is a good notion for a metric space having “sectional curvature bounded below by K” or “sectional curvature bounded above by K”, due to Alexandrov. Can we define the concept of Ricci curvature in metric space? A motivation for this question comes from Gromov’s...

, M.Sc. Thesis Sharif University of Technology (Author) ; Khaloo, Alireza (Supervisor)

Abstract

Seismic design codes reduce loads by using response modification factor. Because of the reserved strength in structural elements and capacity of structure to dissipate energy, structures can be designed for lower seismic loads. This factor has modified over time. In this thesis, the effect of the reduction in behavior factor on the response of two kinds of reinforced concrete systems were evaluated. Moment resisting frames and dual systems with different heights and regularity in plan, heve been design according to the behavior factor which is recommended in the 3rd edition of the Iranian codes of practice for seismic resistance design of buildings (Standard No. 2800). Drift and...

Prediction of Financial Markets Using Combination of Artificial Intelligence and Technical Analysis

, M.Sc. Thesis Sharif University of Technology (Author) ; Haji, Alireza (Supervisor)

Abstract

Generally, nowadays, machine learning methods are used in many different areas for their superiority over other methods of prediction. Although being a tough task, stock market prediction with machine learning approaches is being spread due to satisfying results published ever yday. Machine learning methods usually use varied kinds of data ,including structured data such as market data, technical indicators and some fundamental data as well as unstructured one entailing text and graph data in order to enhance their predictability capacity. In this thesis we aimed to find out more about the importance and the contribution of structured data in prediction and we tried to attain a framework...

, M.Sc. Thesis Sharif University of Technology (Author) ; Hajji, Alireza (Supervisor)

Abstract

This thesis presents an inventory control system which is based on Meta-heuristic Algorithms.In this thesis we will optimize the input values of our tree-echelon inventory model (keeping costs,stock worth,reorder costs,...) with these Algorithms. The presented method is able to determine the optimal stock level, costs of system and number of shipments in the system. The method is basically a decision support system (DES) and it is able to provide the order scheduling parameters of goods at operational level. The aim of the current research is to demonstrate that a Meta-heuristic algorithmis capable of solving complex inventory problems and with future improvements it is able to achieve...

The Ricci Flow with Applications to the Poincare and Calabi Conjectures

, M.Sc. Thesis Sharif University of Technology Safdari, Mohammad (Author) ; Bahreini, Alireza (Supervisor)

Abstract

Poincare conjecture is one of the rst eorts for classifying 3-manifolds that was stated in the begining of 20th century. Eorts for proving this conjecture continued for about 100 years and nally Perelman has solved it in 2003. He has used Ricci ow which has been invented by Richard Hamilton in the early 80's. In this thesis rst we will introduce Ricci ow and will state the results before Perelman such as short time and long time existence of solution. Then we will mention some applications of Ricci ow and will state an explanation of the proof of uniformization and Calabi conjecture by Ricci ow. After that we start the main part of the thesis. In this part we will montion one of the...

Feasibility And Study(CNG Cylinder Production Plant)

, M.Sc. Thesis Sharif University of Technology Mousavi, Mohammad (Author) ; Haji, Alireza (Supervisor)

Abstract

Nowadays best using of fossil fuels sources of the country (and) importance of comparison against lack of capacity in petrol production make determined the programmers and the directors to foresee and design expanded programs of the goals, to use natural gas for car fuels. To reach fulfillment of these programs, the confirmed needs of the natural gas cylinders are improved and make it essential to invest on producing compressive natural gas cylinders. In this way economical and technical change researches has been done in order to construct on department to produce 200,000 compressive natural gas cylinders in a year during two sets.(shifts) According to the results of technical researches...

Synthesis, Characterization and Field Emission Study of Molybdenum Oxide (MoOx)Nanostructures

, M.Sc. Thesis Sharif University of Technology Khademi, Ali (Author) ; Moshfegh, Alireza (Supervisor)

Abstract

Different molybdenum oxide nano/micro structure thin films were synthesized by thermal evaporation method under various growth conditions such as deposition time, temperature and evaporation source-substrate distance. Molybdenum oxide nanostructures grown on Si(100) such as nanowalls, nanostars and nanowires were characterized with scanning electron microscopy (SEM), x-ray photoelectron spectroscopy (XPS), x-ray diffraction (XRD), atomic force microscopy (AFM) and high resolution transmission electron microscopy (HRTEM). Shape and type of nanostructures were determined with SEM, AFM and HRTEM analysis. XPS analysis showed that the synthesized nanostructures contained Mo6+, Mo5+, Mo4+ and...

Identification and Abnormal Condition Detection of a Cement Rotary Kiln

, M.Sc. Thesis Sharif University of Technology Sadeghian, Masoud (Author) ; Fatehi, Alireza (Supervisor)

Abstract

One of the most important parts of a cement factory is the cement rotary kiln which plays a key role in quality and quantity of produced cement. In this part, the physical exertion and bilateral movement of air and materials, together with chemical reactions take place. Thus, this system has immensely complex and nonlinear dynamic equations. These equations have not worked out yet. Only in exceptional case; however, a large number of the involved parameters were crossed out and an approximation model was presented instead. This issue caused many problems for designing a cement rotary kiln controller. In this thesis, we employed a nonlinear system identification method for identification,...

Entanglement and Decoherence in Optomechanical Systems Coupled through Photothermal Effects

, Ph.D. Dissertation Sharif University of Technology Abdi, Mehdi (Author) ; Bahrampour, Alireza (Supervisor)

Abstract

Optomechanical systems have attracted considerable attention in the last decade. Such a raising prominence is mainly due to its capability in providing new insight into the quantum behavior of macroscopic objects and exploring the interface between quantum and classical mechanics. Alongside this fundamental quest, cavity optomechanics has many other benefits, ranging from very precise measurements on forces and positions to quantum information processing. In this thesis, we investigate quantum properties of such systems. Particularly, we study cooling of the mechanical resonator toward its ground state and the entanglement between this mechanical resonator and the cavity field. Cooling the...

Improvement in Reinforced Concrete Beam-Column Connections Behaviour using FRP Sheets

, M.Sc. Thesis Sharif University of Technology Rokrokian, Ali (Author) ; Khaloo, Alireza (Supervisor)

Abstract

Performance of reinforced concrete frames is highly dependent on detailing of the joint connections between its members, such as beams and columns. To have a good structural behavior, joints must show ductile behavior and designed based on the philosophy of strong column-weak beam. In the case of sever lacking ductility, strength or even rigidity of the connections, or having a weak column-strong beam, in the existing structures, there is a need for seismic upgrading of the connection. There are several ways for seismic upgrading of this type of connections.In the last decade Fiber Reinforced Polymer (FRP) widely has been used to strengthening the reinforced concrete (RC) members. Most of...

Hodge Theory on Metric Spaces

, M.Sc. Thesis Sharif University of Technology Passbani, Hossein (Author) ; Bahraini, Alireza (Supervisor)

Abstract

Hodge theory is a beautiful synthesis of geometry, topology, and anal- ysis, which has been developed in the setting of Riemannian manifolds. On the other hand, spaces of images, which are important in the math- ematical foundations of vision and pattern recognition, do not fit this framework. This motivates us to develop a version of Hodge theory on metric spaces with a probability measure. We believe that this constitutes a step towards understanding the geometry of vision. We extend the theory of the Laplacian on domains of Euclidean space or on a manifold and next to metric space. Finally we give a beautiful application in web researcher engin.

Behran Mehr Peyma's Activities Analysis

, M.Sc. Thesis Sharif University of Technology Haghighi, Erfan (Author) ; Miremadi, Alireza (Supervisor)

Abstract

Behran Mehr Peyma (BMP) is an elevator equipment producer and trader in Iran which was established in 2004. At first they are producing some regular parts of elevator and then during these years they are trying to improve their work and expand their business till they have the 15% market share in elevator market in Tehran.In this thesis I am trying to use the SWOT and PETS methods to show the exact situation of BMP comparing to the whole market considering the competitors.During this reduction in the market I suggest to BMP to change some policies and use some of its strength to attract some new customers, changing their brand name and find a relation to contribute in some tenders and...

Evaluating and Improving the Reliability of Reversible Adiabatic Logic Styles

, M.Sc. Thesis Sharif University of Technology Akbar, Reza (Author) ; Ejlali, Alireza (Supervisor)

Abstract

Adiabatic logic families are a group of logic circuits which operate based on adiabatic principles to tremendously reduce power consumption. These families have basic difference with common logic families in transistor level structure and there signals are not quadrangular but trapezoidal. Also, in these systems the source lines and clock pulse are the same. Research on Adiabatic families needs theoretical information in reversible computing. So we will start this project with explaining fundamental information in this field. After that some of these logic families are introduced and three important and widely used of them (SCRL-RERL-2LAL) are chosen to simulate. In each of these families...

Performance Evaluation of Reinforced Concrete Bridge Deck Strengthened with FRP Laminates

, M.Sc. Thesis Sharif University of Technology Bozorgi, Neda (Author) ; Khaloo, Alireza (Supervisor)

Abstract

According to key importance of bridges in transportation system vital routes, a need to study and survey of bridges against destructive factors exist. Among these, bridges with concrete deck are widely used. One of the most important factors in destruction of these bridges is steel reinforcements corrosion and destruction of bridge deck. So in order to reduce the aggregation of reinforcements in critical sections and performance improvement of deck beams, a reinforcing substance which is not only resistant against corrosion but benefits from high resistance and stiffness is implemented.In this research the case studied bridge is simulated by finite elements software in two cases; reinforced...