Sharif Digital Repository

Value-at-Risk (VaR) is the most commontool for risk management. This tool is used to measure market risk and also used as a basis in determining financial standards for international financial institutions. VaR is the maximum loss of the asset portfolio at the specified confidence level and certain time horizon. Many parametric, nonparametric and semi parametric methods have been invented for VaR estimation. Each one of these methods has its advantages and disadvantages and different methods may perform better in differnet situations.When estimating VaR, we can choose one of these methods or we can combine the VaRs estimated by different methods. There are few researches conducted on VaR... 

Nowadays the importance of ontologies in various domains such as semantic web and NLP is obvious. Manually construction of ontologies is a time-consuming, costly and error prone. The non-manual building of ontologies approaches are divided to the expand approach and the merge approach, each has pros and cons. The expand approach is preferred upon the merge approach for languages with few lingual resources. The most important thing in the expand approach, which is building an ontology from another existing ontology, is making distinction between the different meanings of polysemous words. This activity is called word sense disambiguation(WSD). The existing approaches usually give attention to... 

In the process of industrial and economic development and in the competitive environment in the world, reducing the cost of industrial products is an important factor for more customers' satisfaction, more revenue acquisition, and stability and success in the business. Cost engineering is the area of engineering practice concerned with the application of scientific principles and techniques to problems of cost estimating, cost control, business planning, management science, profitability analysis, project management, planning and scheduling. In this research through the studying the structures and models of cost engineering, in addition to consider this dimensions of cost engineering, the... 

In this work, annealing procedure of cold-deformed AA5052-SiC composite has been simulated by using cellular automata approach and the effect of SiC second phase on softening kinetics has been studied. To do so, site saturated nucleation has been employed to establish initial microstructure. In addition, topological changing due to deformation has been implemented on the microstructure. During annealing, recovery and recrystallization phenomena occur simultaneously, and it has strong effect on the annealed microstructure. Therefore, during annealing, recrystallization and recovery has been considered simultaneously and decreasing in the stored energy, which has developed during deformation... 

Studies regarding Multiple Input - Multiple Output synthetic aperture radars, shows promising advances in synthetic aperture imaging. Compared to conventional SAR, MIMO-SAR encompasses desirable features, namely: lower background noise, better detection rate, easier implementation of imaging modes etc. Signals used in these radars, are required to have specific properties such as orthogonality, large time-bandwidth product, high Doppler tolerance and qualified ambiguity function. Also because of the specific geometry of SAR imaging, these signals should remain orthogonal in respectively large Doppler shifts and time offsets. Through the past years, many signals are suggested in the... 

One of the most interesting and at the same time the newest methods to launch a satellite into space is Air Launch or Launch throw the mother aircraft. The placement of the satellite into space by a rocket in specific altitude and speed is separated from the mother aircraft, takes place. The most problems in multi stage rocket launching is trajectory optimization to reaching the maximum height. The survey was conducted using classical optimization methods, which is derived the equations for the gradient based on the calculus of variations. that can be used or modified for emissions control wings and changing the direction of thrust exhaust. It should be noted that in the model of rigid body... 

There are different approaches in modifications of General Relativity as the theory of gravity. The modified theories of gravity are important cases in this context, which mostly start by modifying the Einstein-Hilbert action, while keeping the general covariance. Within the modified theories of gravity, we consider two cases. The first is the f(R) theories of gravity, and the second is curvature squared theories of gravity with an action like S = ∫d4x pg( 116GR + (R)2 + R2 +(R)2). Curvature squared theories of gravity have interesting feautures, most important of which is renormalizability, in contrast with General Relativity. But this advantage, as noted by K.S. Stelle in 1977 comes at... 

Fog computing is essentially the expansion of cloud computing towards the network edge, reducing user access time to computing resources and services. Various advantages of fog computing, including reduced latency, improve user experience; however, user mobility may limit the benefits of fog computing. By moving users from one location to another, their distance from a fog service and consequently the latency may increase. One solution to maintain latency within an acceptable range is the migration of fog tasks and preserving the distance between the user and available resources. Although some research has been conducted on fog task migration, none of them have considered load balancing in...