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shafiei-shiva--javad
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Experimental Study on Variation of Pressure in Transient Two-phase Flow (Water and Air)
, M.Sc. Thesis Sharif University of Technology ; Borghei, Mahmoud (Supervisor)
Abstract
Based on the air entrainment, the water conveyance tunnels can be categorized as pressurized, two-phase flow. When the flow is controlled by gates, sudden closure of gates would produce unsteady two-phase flow. The most important effect of such an event is the sudden change in the pressure which can be a function of channel slope, air and water inflow and their ratio. In this thesis the pressure change in unsteady two-phase in an experimental set up using rectangular tunnel is studied. About 100 tests were carried out for single and two-phase flow with various water and air discharges causing unsteady flow with different slopes. It was observed that in a defined slope the ratio of the...
Experimental study on macro segregation behavior in short and wide range solidification of different aluminum alloys
, Article Materials Science and Technology Conference and Exhibition 2013, MS and T 2013 ; Volume 2 , 2013 , Pages 822-829 ; 9781629933092 (ISBN) ; Mohammad Salehi, E ; Hassan Nejad, H ; Shafiei Zadeh, S ; Sharif University of Technology
2013
Abstract
Data are presented on the solidification of aluminum alloys and their macro segregation behavior. Three alloys with different solidification ranges were prepared in two temperatures. Two types of molds were also prepared by sand and metallic materials. The solidification of Al alloys were studied and the effects of four parameters were determined, including cooling rate, casting temperature, degassing and nucleation effects on solidification and a comparison was conducted to Scheil model performance. Three types of aluminum alloys (Al-12.1%Si, Al-6.9%Si and Al-4.4% Cu) with short, medium and wide solidification ranges were studied and the results showed that degassing, nucleation, increasing...
A new model for the effect of grain size on the elastic modulus of nanocrystalline materials
, Article Materials Science- Poland ; Volume 27, Issue 1 , 2009 , Pages 279-285 ; 01371339 (ISSN) ; Sharif University of Technology
2009
Abstract
A new model is developed for the structure of nanocrystalline materials. Based on the developed model, a new approach for investigating the effect of grain size on the elastic moduli of nanocrystalline materials is introduced. The predictions of the model are strongly correlated with the experimental results reported in the existing literature
On Some Pancyclicity Properties of OTIS Network
, M.Sc. Thesis Sharif University of Technology ; Movaghar, Ali (Supervisor)
Abstract
A parallel computer system is composed of a collection of processors used to speed up running a program or performance of multiple programs. If we consider the processors as nodes and the channels between processors as edges, the constructed graph represents an interconnection networks. Network topology affects performance and energy consumption of interconnection network very much. Some parameters of topology quality are low node degree and diameter, high connectivity degree and bisection width and symmetry. Since some of these parameters are in contrast with others, a network with more parameter improvements, is more desirable. Finding cycles with specific length and particularly ...
The Concept of Truth in Husserl’s Phenomenology
, M.Sc. Thesis Sharif University of Technology ; Rashidian, Abdolkarim (Supervisor)
Abstract
Concept of Truth is the most fundamental concept in any intellectual activity. Knowledge systems are distinguished, above all, by their different viewpoint about truth and different criteria which they present for determining truth. Phenomenology, that its motto is returning to things as such, should introduce a definition of truth free from the presuppositions which lie in the definitions (implied or expressed ones) of it in most knowledge systems. In this project, we try to clarify concept of truth as correlation of transcendental act in philosophy of Husserl, and also study antecedents and consequents of this conception. In this project we investigate the place of the idea of “truth” in...
Optimization of Coordinated Distribution System by Adopting the Network Marketing and Traditional Channel
, Ph.D. Dissertation Sharif University of Technology ; Modarres, Mohammad (Supervisor)
Abstract
Nowadays network marketing has promoted marketing, sale and customer relationship altogether. On the other hand, due to the growth of internet, network marketing has become a powerful and attractive channel that can be utilized alongside the other traditional channel. Pricing and network marketing structure influences on distribution system coordination and networker motivation in network marketing. This thesis provides a framework to study the integration of network marketing with retailers in a dual channel distribution system and provide the pattern for determining the different variables of distribution systems, including of product price in diverse channels, commission payment to...
Adding backlash to the connection elements can improve the performance of a robotic exoskeleton
, Article Mechanism and Machine Theory ; Volume 152 , 2020 ; Behzadipour, S ; Sharif University of Technology
Elsevier Ltd
2020
Abstract
Kinematic mismatch between exoskeletons and human body results in excess internal forces/torques and hence discomfort as well as increase the power consumption. The connection stiffness has been shown to have potentials for minimizing the kinematic mismatch effects. However, realization of a desired stiffness in the connection element seems difficult if not impractical. In this work, adding controlled backlash to the exoskeleton-body connection is investigated as a possible solution for the kinematic mismatch challenge. A stiffness model which includes backlash parameters was formulated and identified experimentally using three male subjects on a typical lower extremity exoskeleton. A...
Optimisation of an integrated parallel distribution system by including network marketing
, Article International Journal of Logistics Systems and Management ; Volume 36, Issue 2 , 2020 , Pages 305-318 ; Modarres, M ; Sharif University of Technology
Inderscience Publishers
2020
Abstract
Network marketing is a business model that depends upon a network of distributors for growth, such as in multilevel marketing. A direct selling method features independent agents that make up a distribution network for goods and services. This paper provides a framework to study the network marketing by adopting the traditional channel. To motivate all distributers in network marketing as well as retailers, it is required to design a well-balanced distribution and pricing system. The allocated commission for distributers in different layers of network marketing is part of pricing system, which is vital. In this paper, we develop an approach to determine all elements of system, including...
Evaluation of The Informational Efficiency of Tehran Securities Market
, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor)
Abstract
In the present research, the weak level efficiency of securitise market is reviewed and examined .Therefore the “Random Walk Hypothesis” has been examined on the time series of daily efficiency index of TEHRAN SECURITISE MARKET. The main difference between this research and the previous researches which have been performed previously in Iran, is the method of Hypothesis Test. The” Variance Ratio Test” has been used as a method of Hypothesis’ Test. In the second chapter, the theoretical and experimental literatures of this research has been described in detail. In parallel with the ” Variance Ratio Test”, the impact of the Day of week and the “HETROSCEDASITY TEST” also has been...
Credit Risk Analysis of a Bank's Loan Portfolio
, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor)
Abstract
Risk management is one of the most important topics in banking. Risk management in banking is divided to several categories including credit risk. Credit risk is also divided to individual credit risk and portfolio credit risk. In Iran many of banks have worked on individual credit risk models, but few of them have worked on portfolio models because these models have developed only in recent years. In our project we present three categories of credit risk models and then analyze the data of a private bank in Iran with CreditPortfolioView model. In CreditPortfolioView model, macroeconomic parameters are used to analyze the correlated behavior of individuals as a benchmark in different...
Project Finance and Motivations and Optimum Approach of Using it in LNG Industry of Iran
, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor)
Abstract
Project Finance is a novel approach in financing big projects. High debt ratio, independency to promoter credit and establishing a special purpose company, are some of project finance characteristics that could be very beneficial in some projects. Liquid Natural Gas (LNG) is a solution for exporting natural gas to far destination. As economical and environmental benefits of using natural gas have been increased in recent years, LNG industry has been experienced rapid growth. In this project we analyze project finance and then describe economical motivation of using this method in LNG industry of Iran.
Evaluation of GARCH Forecasting Performance Under Different Error Term Distributions
, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor)
Abstract
Volatility is the most important components in numerous finance applications. So, the methods of volatility forecast with reasonable accuracy require a deep attention.In this thesis with considering several distributions for error term, GARCH forecasting performance is evaluated on the intra- day data of "Foolad" stock returns by two loss functions of "MAE" and "HMAE". This evaluation is done in three forecast horizons, 1 day, 5 days and 20 days. Finally, the result of this study is as follows. GARCH (1, 1) forecast model with skewed t- student error distribution has the minimum value in the both loss functions for 1 day and 5 day forecast horizons. Also GARCH (1, 1) forecast model with t-...
Modeling of Corporate Default Risk with Considering Latent Factors
, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor)
Abstract
Credit risk is one important type of various types of financial risks that banks and financial institutions are exposed to it. Therefore credit risk management for banks and other financial institutions that finance corporations and individuals, has special importance. To make decision about financing clients of the bank and managing credit risk, it is essential to measure credit risk of these clients. In recent decades there are many efforts to measure credit risk and therefore various models have been created for assessing it. In this research, we study the effects of Macroeconomic, firm specific and latent variables on clients default risk, in the context of reduced-form models. The...
Credit Scoring for Maskan Bank Customers
, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor)
Abstract
Credit scoring is a mechanism used to quantify the risk factors relevant for an obligor’s ability and willingness to pay. Credit scoring has become the norm in modern banking, due to the large number of applications received on a daily basis and the increased regulatory requirements for banks. The meaning of credit scoring is to assign scores to the characteristics of debt and borrowers, historical default, and other loss experienced as an indication of the risk level of the borrower. The aim of the credit score model is to build a single aggregate risk indicator for a set of risk factors.
In this study, current method in which Maskan bank will give a loan is explained. We developed a...
In this study, current method in which Maskan bank will give a loan is explained. We developed a...
Studying the Dependence Structure of Tehran Stock Exchange and Over-the-Counter Market by Using Constant and Time-Varying Conditional Copula Functions
, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor)
Abstract
In this thesis, we study the dependence structure between the Tehran Stock Exchange and over-the-counter market, as the two main Iranian capital market institutions. Several constant and time-varying conditional Copula functions are used to model this dependence structure from October 2009 to August 2014. It is shown that, compared to constant conditional copulas, time-varying conditional copulas, provide a better performance. Analyzing the conditional tail dependence of these indices shows an asymmetric dependence structure. Also, investigating the dynamic conditional correlation and conditional tail dependence, using time-varying conditional copulas, reveals large variations and an...
Two Methods of Backtesting for Evaluating Value-at-Risk Models
, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor)
Abstract
This thesis proposes two methods for backtesting VaR models. The first is the combination of saddlepoint technique with Berkowitz backtesting and the second is based on maximum loss which uses Fischer-Tippet theorem to backtest VaR models. Monte Carlo simulation studies show that the power of these new backtests, especially the latter which is easy to use, is not less than complex Backtests that are well-known for their accuracy
Evaluating Overconfidence in Tehran Trade Market
, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor)
Abstract
Behavioral finance researchers have introduced behavioral biases, derived from psychology, to financial models in order to make them more realistic and to increase their explanatory power.One of the best known of these biases, considered in behavioral finance literature, is overconfidence, which means investors overestimate their own knowledge and ability to evaluate securities. Several theoretical models have studied the effects of this bias on financial markets and many empirical models have examined their assumptions, looking for whether investors are overconfident or not. Explained by these models, price overreaction to private information arrival and underreaction to public signal, is...
Day of The Week Effect on Tehran Stock Exchange
, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor)
Abstract
The present study investigated day of the week effect on stock market returns and the stock market returns and volatility relationship in Tehran Stock Exchange. In this part two regression models is been used and theory that effect of days are meaningful on return and also the theory of meaningfulness and being equal of relation between return and volatility in different days of the week has been examined on index return of all market and on industry indexes in separately. Therefore we have utilized information from time series of total index week days categorized into 8 industries during 2008-2013. The results obtained on weekdays effect on the index of the first model and second model...
Multifractal Analysis in Tehran Stock Exchange: MFDFA Approach
,
M.Sc. Thesis
Sharif University of Technology
;
Zamani, Shiva
(Supervisor)
Abstract
Many studies point to a possible new stylized fact for financial time series: the multifractality. Several authors have already detected this characteristic in multiple time series in several countries. With that in mind and based on Multifractal Detrended Fluctuation Analysis (MFDFA) method, this thesis analyzes the multifractality in the Tehran Stock Exchange. This analysis is performed with daily data from Tepix index (Tehran stock exchange's main index) and other three highly marketable stocks in the Tehran Stock Exchange (Pharma index, Oil index and Metal index), wich making up 1782 observations for each index in the period from March 21, 2011 to Aug 22, 2018. We found that the studied...
Portfolio Optimization based on GARCH-EVT-Copula and ARMA-GARCH-EVT-Copula- Forecasting Models
, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor)
Abstract
In this thesis, we uses GARCH-EVT-copula and ARMA-GARCH-EVT-copula models to perform out-of-sample forecasts and simulate one-day-ahead returns for five stocks of Tehran Stock Exchange. We construct optimal portfolios based on the global minimum variance (GMV), minimum conditional value-at-risk (Min-CVaR) and certainty equivalence tangency (CET) criteria, and model the dependence structure between stock market returns by employing elliptical (Student-t and Gaussian) and Archimedean (Clayton) copulas. We analyze the performances of 42 risk modeling portfolio strategies using out-of-sample back-testing. Our main finding is that the Min-CVaR portfolio, based on ARMA-GARCH-EVT-Clayton forecasts,...