Sharif Digital Repository

We investigate order book events impacts on price movement, using the 31 stocks from the Tehran Stock Exchange. We show that in a low-depth market the mid-price change is explained mainly by a linear relationship with our proposed explanatory variable, modified order flow imbalance that represents the depth-adjusted differences of first level orders volumes in different sides of order book. Our results shows that the bid and ask spread has a negative effect on the power of events to move the price  

By definition, Mobile Clouds are networks of mobile nodes, which are connected together using short-range communication links, and at the same time keep their connection with the long-range cellular networks. Short-range communication links in Mobile Clouds provide the opportunity of Resource Sharing, which can result in new services for end-users. These services are beyond the boundaries of traditional networks.
In the following report, we aim at focusing on some problems related to Mobile Clouds. First, we present a centralized model for managing the mobility of the nodes; then we try to propose algorithms for efficient data update and processing; and finally, we introduce a novel... 

The purpose of this study is to simulate a turbulent premixed flame with the help of the Laminar Flamelet Decomposition method. Numerical simulation is considered the main approach for studying this flame. A Bunsen-type premixed burner, which has a novel approach to making different levels of turbulence, has been used for modeling the premixed flame. To reduce the cost of numerical calculations, the Reynolds-averaged Navier-Stokes approach has been chosen for the CFD simulation. In this study, the Laminar Flamelet Decomposition model is the main combustion model for analyzing the turbulent premixed flame and with this method, the rate of reactions for all the reaction species will be... 

In this study, static softening kinetics and microstructural evolution during isothermal and non-isothermal annealing of aluminum-magnesium alloy and low carbon steel after cold plastic deformation was investigated. It is known that in industrial cold forming processes, the material properties and microstructure changes during the annealing depends on the inhomogeneous initial microstructure and the deformation history of the cold worked material. To predict the microstructural changes during the annealing of cold worked alloys, a multiscale model based on probabilistic cellular automata (at mesoscale), and the finite element method (at macroscale), was used. To do so, a two-dimensional... 

The main purpose of this research is to select a suitable solution for regeneration of ion exchange resins of TR system of Bushehr nuclear power plant and also to compare and evaluate the possibility of using industrial cationic resin (Amberlite IR120) instead of nuclear grade cationic resin (Amberlite IRN97).First, different solutions for regeneration of cationic resins were investigated. For this purpose, three strong acids including hydrochloric acid (HCl), sulfuric acid (H2SO4) and nitric acid (HNO3) were selected and each of these acids was tested in two different concentrations and two different linear velocities; Also, to evaluate the appropriate solution for anionic resin... 

Super app is known as a software that provides the users with a variety of services in the form of a whole platform. Only a few studies have been done into the field of super apps. Although previous studies have made observations regarding the effect of motives on the customers` satisfaction, the effect of use intention on the customers` engagement has been negligibly looked into. The present research focuses on the effect of different use intentions (Hedonic, Utilitarian and social benefits) on the super app users` purpose by taking the customers` satisfaction and engagement into account. This study is different from the previous ones as the motives` effect has not been examined... 

In this research, we have studied the effect of coding techniques, as well as partial data placement in cache memories throughout the network. Cache memories play an important role in information centric networks. As content delivery account for the major part of data transfers in current IP-based data networks, these network structures have gained much attention recently and hence optimizing cache performance in their structure is of great importance.Throughout this research, we first analyze the effect of simultaneous data delivery from multiple cache memories on the network performance. We consider two basic models for the network graph; and show there exists a fundamental trade-off among... 

Heart attack is considered as one of the most common reasons of morality all over the world. Coronary Atherosclerosis is known as the major causes of heart attack. The commence and proceed of this disease is related to cross of Low Density Lipoprotein. In this project, based on numerical simulation using ANSYS Fluent, hemodynamic variables and the rate of LDL particles penetration to porous wall of coronary artery is investgated. The geometry is the first bifurcation of Left Anterior Descending and is located on the supposed sphere that represents heart configuration. Sinsuidal variations of shere radii, simulates pulsating movement of heart. Heart diameter is supposed to remain constant... 

Due to the increasing use of data storage systems and volume of digital data, fast information access and retrieval has significant effect on performance of storage-bound systems. Operating systems utilize the spare space in the main memory as a cache to speed up access to the storage subsystem. Due to the large performance gap between hard disk and main memory, any improvement in this caching layer can greatly affect the performance of the entire system. Page replacement algorithms are one of the important mechanisms in the virtual memory management layer. Several algorithms have been proposed for the eviction of pages from the virtual memory cache and few of them have also been implemented... 

Routers play a key role in transferring information between various Networks. It is very important to make sure about the compatibility of OSPF in a router with its standard description. In this regard, before presenting or applying a router and also evaluating its performance, it is necessary to carry out conformance test with the help of network equipment testers Tester designers extract test cases from protocol standard description through non-formal ways and exam them on network equipment.
In this thesis, a part of OSFP protocol has been modeled through colored Petri nets. In this regard, two sections of OSPF RFC have been model checked: neighbor state machine and data base... 

In this study, the problem of assortment optimization considering a non-parametric choice model will be introduced. The present study is generally divided into two main parts. The first part deals with modeling customer behavior using the definition of tree models of customer preference behavior. The second part is related to the main problem solving framework in order to get the best product combination in the product classification basket. This research is related to the online seller who intends to sell a certain number of types of products without inventory limit. Customers entering the system, according to their specifications, are provided with the appropriate product classification... 

The discovery of oil and gas resources in deep waters led to the invention of various platforms adapted to these waters. As the search for oil and gas resources is advanced to deep water, it is impossible to use fixed platforms in these depths. Hence, the idea of using floating platforms that can be used in deep waters has been increasingly considered. An option for the exploration and extraction of offshore oil resources is semi-submersible platforms. Under wave, wind, and current forces, a floating structure moves from its initial location. Types of mooring systems are used to maintain the position of the platform. During the life of a platform, mooring lines may be damaged under... 

Main aim of this work was to obtain the harder zinc coating and increasing the anti corrosive properties by mean of adding SiO2 particles by electrophoretic method.
The coating was applied on the substrate surface by mean of electro co-deposition technique in three different electrolytes ethanol, methanol and water. The morphology of the coating in each electrolyte studied by scanning electron microscope (SEM).For the Zn/SiO2 coatings achieved in ethanol solvent the polarization and EIS tests was took place and found that for the Zn/SiO2 coating contain less than 10% SiO2 the corrosion rate decreased but for the coatings contains more than 10% SiO2 the paradox occurred because of the... 

Validation is an important enterprise especially when the test to be validated is a high-stakes one the results of which bring about life-changing implications for the candidates (Roever, 2001). Messick’s (1988) notion of construct irrelevant factors is pertinent in test validation. Demographic variables like gender, field of study and age can affect test results and interpretations. A fair test needs to be neutral when it comes to construct irrelevant factors such as gender. Differential Item Functioning is a way of making sure that the test does not favor one group of test takers over the others. The current study investigated differential item functioning (DIF) in terms of gender in the... 

The present study was conducted to examine the effect of explicit and implicit teaching of the speech acts of apologies and requests with 40 students. They were given a discourse completion test (DCT) which was designed by the researcher. The students came up with situations that embodied apologies and requests. After exemplar generation and likelihood investigation some 16 items were retained and used with students. The participants of the study consisted of two groups of implicit and explicit. The two groups were intact and randomization was not a possibility. The design was quasi-experimental. To investigate the relationship between grammatical competence and pragmatic competence, the...