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talebiyan--masoud
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Effect of Corona Virus Outbreak on Different Industries in Iran stock Exchange
, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor) ; Talebiyan, Masoud (Supervisor)
Abstract
This research is an event study about the effects of the Corona Virus Outbreak on different industries in the Iran Stock Exchange. This study examines which industries had been affected more negatively or positively by the COVID-19 pandemic outbreak. In the first step, we calculate Alphas, Betas, and expected returns of stocks in an estimation window before the event using the market model. Then, we group all stocks in 17 different industries and calculate average cumulative abnormal returns in the event period as good measures for examining defects of this outbreak. Our results show that transportation, chemical products, processed products, real estate, and automobile manufacturing were...
Individual Investor Trading and Stock Returns
, M.Sc. Thesis Sharif University of Technology ; Talebiyan, Masoud (Supervisor) ; Ebrahimnejad, Ali (Supervisor)
Abstract
For a Variety of reasons, financial economists tend to view individuals and institutions differently. In particular, while institutions are viewed as informed investors, individuals are believed to have psychological biases and are often thought of as the proverbial noise traders. One of the questions of interest to researchers in finance is how the behavior of different investor clienteles or their interaction in the market affects returns. In this paper we focus on the interaction between individual investors and stock returns in Iran capital market. Specifically, first we examine the extent to which intense net buying or selling by individuals in a stock is related to the stock’s past...
Flow Toxicity Impacts on Liquidity and Intraday Factors in Iran Stock Market
, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor) ; Talebiyan, Masoud (Supervisor)
Abstract
Toxic flow occurs when a trader with confidential information trades with a market maker without that information. The trade price is such that the market maker is obliged to provide the desired liquidity by taking the risk of loss for the order. The PIN (Probability of Informed Trading) is widely used to calculate the amount of toxic flow in a market and evaluate the market condition in terms of informed trading. However, Easley et al. (2012a) propose a new alternative method based on high-frequency data and daily orders called VPIN (Volume-Synchronized Probability of Informed Trading), and we apply it in the Iran stock market. This method can give the market makers the ability to predict...
Optimal Seismic Risk Mitigation by Prioritization of Structures for Retrofit
,
M.Sc. Thesis
Sharif University of Technology
;
Mahsouli, Mojtaba
(Supervisor)
Abstract
The objective of this thesis is to prioritize a portfolio of buildings for seismic retrofit. A new set of sensitivity measures is proposed to rank the buildings in accordance with the reduction in the loss of the entire portfolio. To this end, various risk measures are differentiated with respect to the cost of retrofit for each building. These risk measures are the moments of the portfolio cost probability distribution which imply the risk-neutral and risk-averse decision making. Two costs are considered: Construction cost due to retrofit and repair cost due to structural and non-structural damage. To quantify the risk, reliability methods are employed in which many interacting...
Probabilistic modeling framework for prediction of seismic retrofit cost of buildings
, Article Journal of Construction Engineering and Management ; Volume 143, Issue 8 , 2017 ; 07339364 (ISSN) ; Mahsuli, M ; Talebiyan, H ; Kashani, H ; Sharif University of Technology
2017
Abstract
This study presents a framework that utilizes Bayesian regression to create probabilistic cost models for retrofit actions. Performance improvement is the key parameter introduced in the proposed framework. The incorporation of this novel feature facilitates the characterization of retrofit cost as a continuous function of the desired performance improvement. Accounting for the performance gained from retrofit enables the use of the models in determining the optimal level of retrofit. Furthermore, accounting for the model uncertainty facilitates the use of the models in risk and reliability analyses. The proposed framework is applied to create seismic retrofit cost models for masonry school...
Long Term Effective Factors on House Price of Metropolises of Iran
, M.Sc. Thesis Sharif University of Technology ; Nili, Masoud (Supervisor)
Abstract
The notable share of housing sector in GDP (approximately five percent) shows this sector’s relation with macroeconomic activities. On the other hand, House as an asset leads housing sector to be affected by monetary and fiscal variables. A dynamic panel data was used in this study to evaluate the relations between housing sector and some macroeconomic variables in metropolises of Iran. As results show, in long term growth of liquidity, GDP per capita and sharp ratio have positive effects, and land per capita has negative effect on housing price in metropolises of Iran. Price increases have not been equal in different cities. Inequality of land price between metropolises and between...
Estimating an Index of Iran’s Informal Economy in 1350-1386 With Concentration on the Impact of Government’s Intervention by EMIMIC Model (The Multiple Indicators-Multiple Causes Model and Error-Correction Model)
, M.Sc. Thesis Sharif University of Technology ; Nili, Masoud (Supervisor)
Abstract
In this research, an Index of Iran informal economy in response to the government interventions in credit, labor and product markets is stimated by EMIMIC model. To do this, first these interventions are measured using principal components analysis. In the model, the variables GDP and employment are used as indicators and taxation rates, government distortions in credit, labor and product markets, government expenditure, per capita income, unemployment and inflation as causes of the informal economy. We conclude these government interventions have affected Iran informal economy and their influence is more than indirect interventions influence such as taxation. The estimated index of Iran...
Water Quality Modeling of Urban Streams
, M.Sc. Thesis Sharif University of Technology ; Tajrishy, Masoud (Supervisor)
Abstract
With altering natural state and increasing impervious surfaces, traditional urbanization leads to deteriorating the environment and water catchments. During the years most efforts in order to control the urban runoff outflow, have been focused on quantity; and awareness about improving water quality has been raised just in the last few years and, which emphasizes on pollution source control. Standard water quality sampling methods are time consuming, expensive and because of sampling in broad geographic areas, difficult; however modeling is a more efficient way in assessing water quality and as worries about non-point source pollution grows, different kinds of models have been used to...
The Political Economy Aspects of the Redistributive Role of Government in a General Equilibrium Micro-founded Macro Model
, M.Sc. Thesis Sharif University of Technology ; Nili, Masoud (Supervisor)
Abstract
The role of government in economy has been a controversial subject in economics. Lately, there has been some fundamental change in evaluating this subject. One could mention two of these as 1) realizing the importance of micro-founded macro model for evaluating policy, and 2) taking into consideration the rent-seeking behavior of politicians. In this research, a general equilibrium in a micro-founded macro model will be discussed and then in political economics framework, the effect of government on this equilibrium will be investigated. Only the redistribution role of government has been considered. First, the model in which a benevolent government is seeking optimal policy is Discussed....
Measurement of Gini Coefficients by Means of Household’s Special CPI in Iran(1984-2005)
, M.Sc. Thesis Sharif University of Technology ; Nili, Masoud (Supervisor)
Abstract
Gini coefficient is the most prevalent index for the measurement of inequality and is usually extracted by means of nominal variables based on income or expenditures of households. In this study we have extracted more accurate Gini coefficients. By using the raw data of Households Budget Survey (HBS) and STATA software, a special CPI for each household of the sample is extracted. Subsequently nominal expenditures are deflated by these special CPIs, and at last, Gini coefficients are extracted from real expenditures. Our findings indicate that in recent years, extracted Gini coefficients are remarkably higher than prevailing ones.
Parametric Evaluation of the Y- Shaped Bracing Frame and Introducing a New Method for Design
, M.Sc. Thesis Sharif University of Technology ; Mofid, Masoud (Supervisor)
Abstract
This paper investigates the behavior of the Y-shaped bracing system. Because of the special type of eccentricity in this system, the behavior of the frame is strongly dependent on the geometrical changes of the braces. So that even in the elastic region, it shows the geometrically nonlinear behavior. The amount of eccentricity is very effective on the nonlinear behavior of the frame. Also the ratio of cross sections of the bracing members has a very important impact on the expected performance of the frame. The results show that this system tolerates large displacements, and can act like a base isolation system. Firstly, using a two-dimensional accurate modeling related to the geometrical...
Assessment of Seismic Behavior Factor of Irregular Midrise Steel Structure
, M.Sc. Thesis Sharif University of Technology ; Mofid, Masoud (Supervisor)
Abstract
The Overstrength, Ductility and the Response Modification Factor (R) for 70 steel X-braced , Inverted-V-Braced and Offcenter Bracing System frames were evaluated by performing pushover analysis of model structure with various stories (3,6,9,12&15 story) and span length (4,6&8 meter). Some result were compared with those from nonlinear dynamic analysis. According to the analysis result the R factors obtained from nonlinear dynamic analysis are 15% more than obtained from pushover analysis and R factors computed from pushover analysis were generally smaller than the values given in the design codes. R factors in Irregular structure in height are about 90% of R values in regular structure in...
Synthesis of γ-Fe2O3 Nanoparticles by Gelatin Mediator and Synthesis of γ-Fe2O3/SiO2/PCA/Ag-NPs Nanostructure Drug Delivery System
, M.Sc. Thesis Sharif University of Technology ; Pourjavadi, Ali (Supervisor)
Abstract
Maghemite (γ-Fe2O3) nanoparticles were produced after high temperature oxidation of gelatin-Fe3O4 nanocomposite, obtained from a common coprecipitation process of Fe2+ and Fe3+ ions in an alkaline medium in the presence of a gelatin protein as an effective mediator. Size, shape, surface morphology and magnetic properties of the prepared γ-Fe2O3 nanoparticles were characterized using XRD, FTIR, TEM, SEM and VSM data. The results revealed that primary, gelatin-Fe3O4 nanocomposite had been formed and next, the gelatin decomposition in furnace produced a spinel structure of γ-Fe2O3. The effects of furnace temperature and time of heating together with the amount of gelatin on the produced...
On The Behavior of Low-Rise, Irregular, Dual Structures
, M.Sc. Thesis Sharif University of Technology ; Mofid, Masoud (Supervisor)
Abstract
The Response modification factor R represents the behavior of the structure such as ductility, overstrength and the inherent redundancy. This factor shall be defined according to the type of lateral force resisting system. However, there are some complexities and/or uncertainties in codes related to the R factor according to the height, form of irregularities and structural systems. Therefore, from the scientific point of view as well as reliability, it is very clear that the R factor cannot be similar for all kinds of structures, categorized as a specific group. In this investigation, assuming a low-rise, vertically irregular structure with a heliport which has a dual structural system...
Modeling Phosphorous Movement in Watersheds with SWAT (Case Study: Kan Watershed)
, M.Sc. Thesis Sharif University of Technology ; Tajrishy, Masoud (Supervisor)
Abstract
Maintaining the quality of water is of paramount importance for lakes with tourist attraction capacity. Inaccurate prediction of the quality state of lake in design phase may lead to some trouble in future. Kan River known as the main source of water feeding for the urban lake located in the north of Chitgar park passes through various villages and restaurants discharging nutrients via runoff and wastewater in the aforementioned river. Previous investigations reveal that phosphorous plays a central role in the water quality of this river and the associated downstream lake. In this research, Kan watershed,located in in the north-west of Tehran, was simulated. Considering the "Total Maximum...
The Role of Socio-Political Institutions in Economic Performance of Developing Countries
, M.Sc. Thesis Sharif University of Technology ; Nili, Masoud (Supervisor)
Abstract
Findings of economics in last decade shows that social and economic institutions have direct influence on economic performance of a society. However, these institutions are determined by the state. In different regimes, the political power is in the hand of different social groups with different preferences and goals; as a result, different social and economic policies and institutions are take place in different political regimes. In this research, we study economic performance of a society under control of two different political regimes: in first, the majority rules the state and in second, there is a totalitarian regime in which; the political power is concentrated in hand of a group of...
Exploring Economic Performance of Resource-Rich Countries by Separating their Political Systems
, M.Sc. Thesis Sharif University of Technology ; Nili, Masoud (Supervisor)
Abstract
Economic performance of resource rich countries is related to their political systems. In this research, consistent to Hosseini (1388), we develop a theoretical model in which we classify the political systems of those countries to four systems based on corruption, myopic behavior of the incumbent, ideological bias of people, and the popularity shocks in elections. We show that in a fixed institutional framework, democracy leads to higher welfare for people and better economic performance. However, in a society with low corruption, high political convergence, and low popularity shocks both democracy and dictatorship maximize the social welfare in the model
Aerodynamic Improvement of Cooling Systems for a Thermal Power Plant Using CFD
, M.Sc. Thesis Sharif University of Technology ; Darbandi, Masoud (Supervisor)
Abstract
This research considers the wind effects on the thermal deficiency of natural draught dry cooling tower (NDDCT) using the CFD tool. To have a realistic study, the NDDCT of Shazand Powerplant, located in Shazand, Iran, is simulated as the sample cooling tower design points. Considering of Shazand NDDCT model, the mal-effects of local wind were studied against its thermal efficiency. As is known, the thermal efficiency of a NDDCT can be affected by local wind in either its upper (i.e., outlet section) or lower (i.e., the radiator section) parts. In this study, a full study is performed to quantify the mal-effects of local wind on either upper or lower parts of one tower. The results show that...
Preparation and Characterization of PVDF/PVAc/CNT Nanocomposites
, M.Sc. Thesis Sharif University of Technology ; Frounchi, Masoud (Supervisor)
Abstract
Many efforts have been performed on the poly(vinylidene fluoride), PVDF, due to its piezoelectric, pyroelectric and ferroelectric potentials. In this thesis Poly (vinyldene Flouride) (PVDF)/Poly (vinyl Asetate) (PVAc)/Multi-walled carbon nanotubes (MWCNT) and Poly (vinyldene Flouride) (PVDF)/Poly (vinyl Asetate) (PVAc)/Graphene Oxide nonasheets (GOn) nanocomposite films were prepared via solution casting method. The effect of concentration of PVAc, MWCNT and graphene oxide on PVDF nanocomposites were investigated. Graphene oxides synthesized by modified Hummer’s method. Fourier transform infrared spectroscopy (FTIR) and X-ray diffraction (XRD) results showed that the crystalline structure of...
Parametric Investigation and Finite Element Modeling of an Innovative Semi-Rigid Beam to Column Connection under Monotonic Loading
, M.Sc. Thesis Sharif University of Technology ; Mofid, Masoud (Supervisor)
Abstract
This thesis presents the development of a Finite Element Model (FEM) for a new type of Beam-Column Semi-Rigid steel connection. This connection consists of a steel semi cylinder connected to a plate and inserted on the top and bottom of the beam connecting it to the column by welding. It seems that changing the geometry of the semi cylinders and their weld lengths can have a great influence on the rigidity or flexibility of the connection. Therefore, meaningful categories of the connection with different semi cylinder geometries and weld lengths have been modeled and investigated by means of a Finite Element Modeling software ABAQUS, and their moment-rotation curves were driven. Also the...