Sharif Digital Repository

Monte Carlo Approaches for calculating Value-at-Risk (VaR) are powerful tools widely used by financial risk managers across the globe. However, they are time consuming and sometimes inaccurate. In this paper, a fast and accurate Monte Carlo algorithm for calculating VaR and ES based on Gaussian Mixture Models is introduced. Gaussian Mixture Models are able to cluster input data with respect to market's conditions and therefore no correlation matrices are needed for risk computation. Sampling from each cluster with respect to their weights and then calculating the volatility-adjusted stock returns leads to possible scenarios for prices of assets. Our results on a sample of US stocks show that... 

Vapor pressure and liquid density of 20 pure alcohols were correlated using an artificial neural network (ANN) system and statistical associating fluid theory (SAFT) equation of state. The SAFT equation has five adjustable parameters as temperature-independent segment diameter, square-well energy, number of segment per chain, association energy and association volume. These parameters can be obtained by a non-linear regression method using the experimental vapor pressure and liquid density data. In continue, the vapor pressure and liquid densities of pure alcohols were estimated by using an artificial neural network (ANN) system. In the neural network system, it is assumed that thermodynamic... 

Modified perovskite-type oxides were synthesized through co-precipitation and conventional citrate methods. The synthesized perovskite materials had the nominal compositions of LaCoO3, LaCo0.8Cu0.2O3, La0.8Sr0.2Co0.8Cu0.2O 3, and La0.8M0.2FeO3 (where M = Ce and Sr). The catalytic activity of the perovskite samples (for low-temperature CO oxidation) was measured using a quartz reactor with an inlet gas mixture containing 97% N2, 1% O2, and 2% CO. The prepared perovskite samples were characterized by SEM, nitrogen adsorption (BET), XRF, and XRD analyses. The perovskite catalysts showed good structural and chemical stability up to 600 °C and high activity for the catalytic CO oxidation... 

In this paper, we analyze the effect of applying leaky bucket as a well known traffic shaper on data users in a variable spreading gain CDMA (VSG-CDMA) uplink wireless cellular network. To this end, we model the effect of leaky bucket mechanism on a typical data user, with a closed product form queueing network. Each node in this queueing network corresponds to a specific processing gain or equivalently transmission rate and power. By solving such a queueing network we obtain the steady state probability with which a typical data user will exist at each node. By aggregating the effects of all data users we compute the mean and variance of interference and obtain the throughput and average... 

In this paper, we propose data traffic shaping via leaky bucket in order to reduce outage probability and enhance capacity of voice users for uplink variable spreading gain codedivision multiple-access (VSG-CDMA) cellular networks. In order to analyze the effect of leaky bucket mechanism, we employ a closed Jackson queueing network with arbitrary service time distributions to model different states of a typical traffic-shaped data user. By solving the concerned queueing network, we obtain the steady state probability with which a typical data user exist at each state. By aggregating the effects of all data and voice users we obtain mean and variance of interference and compute the outage... 

Design of an Ultra-Wideband 3-dB quadrature (90°) Hybrid using ADS and HFSS softwares plus Measurement report are presented. Simultaneous Use of these two softwares lead to fast and accurate design procedure. The coupler is realized in broadside stripline and with the connection of coupled regions in tandem structure. The measured data agrees well with the expected values from simulations, and shows a good ultra wide bandwidth response over the frequency range of 1-10 GHz. Measurements showed an amplitude unbalance of ±1.5 dB, a phase unbalance of 90°±7° , and an isolation and a return loss characteristics of more than 14 dB over the frequency of 1 to 10 GHz  

The Ni-base superalloy GTD-111 is employed in high-power stationary gas turbines because of its high temperature strength and oxidation resistance. The temperature dependence of the tensile behavior of GTD-111 has been studied by tensile tests in the temperature range of 25-900°C with a constant strain rate of 10-4s-1. The results showed an abnormal tensile property variation with increasing temperature. The yield strength decreased slightly with temperature up to about 650°C and then increased between 650 and 750°C. Above 750°C, a rapid decrease in the yield strength was found. The tensile strength showed a similar behavior except for its maximum that occurred at 650°C. The elongation... 

The challenge of finding an optimized and reliable path dates back to emersion of mobile robots. Several approaches have been developed that have partially answered this need. Satisfying results in previous implementations has led to an increased utilization of sampling-based motion planning algorithms in recent years, especially in high degrees of freedom (DOF), fast evolving environments. Another advantage of these algorithms is their probabilistic completeness that guarantees delivery of a path in sufficient time, if one exists. On the other hand, sampling based motion planners leave no comment on safety of the planned path. This paper suggests biasing the Rapidly-exploring Random Trees... 

In this paper, we address global non-fragile control and synchronization of a new fractional order chaotic system. First we inspect the chaotic behavior of the fractional order system under study and also find the lowest order (2.49) for the introduced dynamics to remain chaotic. Then, a necessary and sufficient condition which can be easily extended to other fractional-order systems is proposed in terms of Linear Matrix Inequality (LMI) to check whether the candidate state feedback controller with parameter uncertainty can guarantee zero convergence of error or not. In addition, the proposed method provides a global zero attraction of error that guarantees stability around all existing... 

While the differentiation factors have been widely used to differentiate mesenchymal stem cells (MSCs) into various cell types, they can cause harm at the same time. Therefore, it is beneficial to propose methods to differentiate MSCs without factors. Herein, magnetoelectric (ME) nanofibers were synthesized as the scaffold for the growth of MSCs and their differentiation into neural cells without factors. This nanocomposite takes the advantage of the synergies of the magnetostrictive filler, CoFe 2 O 4 nanoparticles (CFO), and piezoelectric polymer, polyvinylidene difluoride (PVDF). Graphene oxide nanosheets were decorated with CFO nanoparticles for a proper dispersion in the polymer through... 

Grid computing is a type of parallel and distributed system that provides the possibility of sharing, choosing and collecting the autonomous resources (such as computer, software, databases, and equipments) that are distributed geographically. Resource discovery is one of the key subjects in distributed systems and especially Grids. We should consider that Grid consists of different applications that each of them consist of different hardware and software resources, therefore recognizing these resources is important in a Grid system. Classical approaches to Grid resource discovery are either centralized or hierarchical [1] (and will maybe prove inefficient as the scale of Grid systems... 

Recently, a renewed interest arises in the application of nanotechnology for the upstream petroleum industry. In particular, adding nanoparticles to fluids may drastically benefit enhanced oil recovery (EOR) and improve well drilling, by changing the properties of the fluid, rocks wettability alteration, advanced drag reduction, strengthening the sand consolidation, reducing the interfacial tension and increasing the mobility of the capillary trapped oil. In this study, we focus on roles of clay nano-particles on polymer viscosity. Polymer-flooding schemes for recovering residual oil have been in general less than satisfactory due to loss of chemical components by adsorption on reservoir... 

Polyurethane (PU) nanocomposites with 0, 1, 3, 5, and 7 wt-% nanoclay contents were prepared. X-ray diffraction patterns, transmission electron microscopy images, tensile test, and thermogravimetric analysis were utilised to reveal the morphological, mechanical, and thermal-resistant properties of the prepared nanocomposites. The exfoliated structure was obtained for nanoclay contents up to 3 wt-%. Incorporation of nanoclay to the PU matrix prompted the thermal stability of the polymer. A nanocomposite filled with 3 wt-% nanoclay showed the best tensile strength in the prepared nanocomposites. Subsequently, the nanocomposite with the 3 wt-% nanoclay was reinforced with carbon and glass... 

We have investigated the piezoelectric response of the hydrogenated graphene oxide (H-G-SiO2) stacks both experimentally and theoretically. The piezoresponse force microscopy method and density-functional theory (DFT) calculations were used to study the piezoresponse effect of this structure from both experimental and computational point of views. A mono-layer graphene, made by chemical vapour deposition method, is deposited on Si/SiO2 substrate and its surface is then functionalized with hydrogen atoms. The vertical piezoresponse, observed by piezoresponse force microscopy, is measured to be about 2146 pC N-1, that is comparable to the reported state of the art piezoelectric materials such... 

Trapping a single aerosol using optical tweezers could be of great importance for environmental sciences. Though a single nanoparticle as small as 10 nm is successfully trapped in aqueous media using optical tweezers, due to spherical aberration only large clusters of nanoparticles were stably trapped in air. In this paper we provide our theoretical and experimental results on optimized trapping of aerosols as small as 400 nm in radius by the introduction of an extra spherical aberration source in order to minimize the total spherical aberration of the system. Our method allows for trapping of high refractive index particles such as polystyrene beads in air. It also provides considerably... 

Optical tweezers have proven to be indispensable micromanipulation tools especially in aqueous solutions. Because of the significantly larger spherical aberration induced by the refractive index mismatch, trapping aerosols has always been cumbersome if not impossible. We introduce a simple but very efficient method for optimized aerosol trapping at a desired depth. We show that a wise selection of the immersion medium and the mechanical tube length not only enables trapping of objects that are known to be untrappable but also provides a way to tune the trappable depth range  

In this paper, electrical wire explosion (EWE) was used as a simple, clean, in situ method to synthesise nano zero-valent iron (nZVI) particles in liquid mediums. The structural and physical properties of the synthesised nZVI particles were characterised by x-ray diffraction, Brunauer–Emmett–Teller analysis, field emission scanning electron microscopy and transmission electron microscopy. The synthesised spherical nanoparticles, at a specific size of 10–50 nm, possessed large surface areas of approximately 13.27 m2/g, reinforcing the significant advantages of EWE, that is, less aggregation and in situ production of nanoparticles with enhanced removal efficacy, for groundwater treatment.... 

In this comment, it is shown that there are some non-negligible big mistakes in the analyses and stability proof of the proposed controller in the quoted paper, which makes the main results of this paper to be incorrect. The main unavoidable mistakes in the stability analysis of the main theorem (Theorem 1) are stated and some remarks are also mentioned to fix some of them. © 2022 Chinese Automatic Control Society and John Wiley & Sons Australia, Ltd