Sharif Digital Repository

Many of the existing or under-construction buildings in Iran and the world belong to masonry materials buildings. These buildings are more popular among owners and employers in non-urban, rural, and small towns than in large metropolitan areas. In addition to residential buildings, current schools and office buildings in Iran have been built or are being built using this building system. The most important factors in acceptance of these building systems are economic matters, availability of materials, simplicity of production technology of building blocks, and lack of any dependence on skilled technical personnel to build these structures. Experiences of past earthquakes show the very... 

In the last decades, Reaction Time research has been extended to cognitive science and more specifically human information-processing research and has gained momentum (Shim, 1996). The present study examined the reaction time in processing marked and unmarked structures with regard to the four types of conditionals (considered as unmarked, less marked, marked and strongly markedness, respectively) and prepositions (preposition pied piping that is considered as unmarked and preposition stranding as marked). To this end, two softwares were developed for which the items relating to conditionals were chosen from the Bernet’s test (1985) and the ones pertinent to prepositions were taken from... 

It is important to provide an appropriate and economically method with technical and engineering considerations to stabilize excavated underground spaces. The necessity of this, especially for the construction of underground metro stations located in the cities which faces many problems, is more evident. In this research, it has been tried to introduce an optimal method according to the type of area for the construction of the underground station. In order to obtain stress and strain condition in structural elements and surface deformations due to different stages of excavating, numerical modeling in FLAC3D has been used. By examining the parameters that affect the sustainability of this... 

Designing a part of an on site repair system for refurbishing steam turbine high pressure control valve has been done in this project. The main role of this control valve is to control the input flow to the turbine in different working condition . However, due to high temperature and pressure, the seat is exposed to erosion. R epairing this part in workshop requires great amount of time and cost, because the valve is a part of the turbine body and must be cut and rewelded to the turbine body. S o using an on-site repair method is highly needed. In addition, due to the limited visibility and access to the valve seat, and accurate... 

The direct technique in which response of the soil and the structure is obtained using numerical methods like finite element is not an appropriate method for seismic analysis of soil-structure interaction of buildings. For this reason, the effects of the foundation and retaining walls are considered for a building with underground floors. Interaction models include a concrete moment frame with ten stories and zero to five underground floors in which constructed on a specific soil and analyzed in FLAC software. Three types of accelerograph Tabas, El-Centro, and Luma are used for time history analysis. Indeed, for a model with a rigid foundation, a ten stories moment frame without an... 

Trip demand analysis is among the most important parts in comprehensive transportation studies. Developing four stage models including trip generation, trip distribution, mode choice, and assignment are so common in demand analyzing. In this study, trip generation models have been studied and to analyze data, two different methods including OLR and GWR are utilized. This study aims to examine relationship between aggregate zones in order to forecast future trips. Moreover, results of modeling trip generation with two different methods, OLR and GWR, are compared. Comparing different levels of aggregation reveals that as the number of zones decreases, the results get better. Decreasing number... 

In this thesis, we examine different forecasting methods to predict volatility in financial markets. Tehran Exchange Price Index (TEPIX) is adapted to forecast in short and long term periods. TEPIX is the most important index in Tehran Stock Market which is officially reported daily. Autoregressive Integrated Moveing Average models (ARIMA), Generalaized Autoregressive Heteroskedastic models (GARCH) and Artificial Neural Networks (ANN) are used for forecasting TEPIX. Spectral Analysis is also regarded as a completely new approach in financial mathematics to forecast TEPIX in short and long term periods. We consider different criteria to compare the performance of different methods of... 

In this thesis, three popular option pricing models, Black and Scholes Model, Heston Model and Bates Model are compared to each other in economic crises situation. We carry out a comparison between different option pricing models based on S&P500 Index options during 2008. First these data are classified regarding to moneyness and maturity time in nine categories and then the performance of the models, exerting two indexes, In Sample performance and Out Of Sample performance are compared in every category. To reach the prices via In Sample performance index, structural parameters of each model are estimated with the data of each day. Then, daily prices are computed by models and compared with... 

Predicting the price that has the least error and can provide the best and highest accuracy has been one of the most challenging issues and one of the most critical concerns among capital market activists and researchers. Therefore, a model that can solve problems and provide results with high accuracy is one of the topics of interest among researchers. In this project, using time series prediction models such as ARIMA to estimate the price, variables, and indicators related to technical analysis show the behavior of traders involved in involving psychological factors for the model. By linking all of these variables to stepwise regression, we identify the best variables influencing the... 

Water shortage, population growth, and high levels of urban water demand are among main challenges of water demand management for developing countries and cities, and also for megacities. Urban water management systems, as they are complex adaptive systems, complex interactions exist among elements affecting the system. In other words, action from a subpart can trigger other parts, and also the whole system to respond in reaction. In this study, socio-economic water consumption behavior of households is studies and simulated in an agent-based modeling platform. First, households are interviewed and, using the qualitative data extracted from interviews and also the behavioral science... 

Iran has the third largest reservoirs of oil and the second largest reservoirs of gas and has the greatest hydrocarbon reservoirs worldwide. Considering the fact that production of oil is highly dependent on gas injection, Iran is facing a great challenge in determining proper strategy for consuming natural gas. Due to the lack of proper strategy form the point of view of economical as well as scientific evaluation in political and social aspects, it has resulted in weakening Iran’s place in international markets and also reduction of oil wells’ productions.In this study, after a review of relevant literature, characteristics of oil and gas projects effective on modeling them were... 

In this research, a mathematical model was developed to simulate a two-phase fluidized bed reactor for oxidative dehydrogenation of propane to propylene. Since the assumption of minimum fluidization condition for the emulsion phase is not realistic , the hydrodynamic structure proposed by Cui et al. was used in this study. The mass balances in unsteady state was obtained in a control volume. The differential equations contain three terms, corresponding to the mass transfer by convection, the exchange between phases and the reaction. All differential equations based upon material balances, hydrodynamics and kinetics for all components were solved numerically using MATLAB software 2010a.... 

This thesis has been done with the goal of comprehensive neutronic calculation of a small size High Temperature Gas Cooled Reactor and HTTR was selected as a reference reactor for simulations. Calculations are divided into four parts of zero and full power stochastic calculations, deterministic calculations and noise analysis. In zero power calculations, an algorithm is proposed for modeling random arrangement of TRISO particles in the fuel compacts of HTTR. The effect of this arrangement on criticality calculations, i.e. effective multiplication factor and critical position of control rods, is then compared with regular arrangement. In the second part, full power calculations with the use... 

Platelet Rich Plasma (PRP) is a blood-derived product containing concentrate of platelets, which are a rich source of autologous growth factors. PRP injection has been used clinically as a therapeutic method for cartilage repair. However, clinical efficiency of this method is unpredictable, maybe as a result of burst release of growth factors then fail cell-stimulating potential as most biomolecules are cleaned before they can exert a therapeutic effect. The aim of this project was to prepare a suitable scaffold for PRP delivery to regenerate cartilage injuries. In order to resemble polysaccharide-protein nature of the cartilaginous extracellular matrix, in this study, we developed an... 

In this thesis, first, the problem of valuation of a portfolio is considered. This portfolio consists of some risky assets and real options written on them, with capital budgeting constrain. Three major elements of this problem are: portfolio, capital budgeting and real options. After reviewing the relevant literature, we develop a framework for managerial decisions about risky assets, by applying of Option Valuation Theory and Stochastic Dynamic Programming. The objective is to fill the gap in the valuation literature and propose a model that considers three aspects of investment decisions– portfolio approach, capital budgeting and real options- simultaneously. The proposed model... 

The problem of developing optimal pricing and inventory allocation strategies has been extensively studied over the past two decades. However, most of the literature in this area assumes that customers are myopic price-takers, and do not respond to firm pricing strategically. In this study, we present review on a class of problems that consider a firm selling a finite number of items over a finite time horizon facing stochastic demand and a group of customers who act strategically by timing their purchases. We first review the optimal purchasing policy for the customers, and pricing policy for the firm that is the best response policy to the customer’s strategic behavior. Then we present a... 

In this project railway industry is introduced as an optimal alternative for transportation in this country. To select the best choice, four railway technologies that have commercial capacity are presented and the most appropriate one is selected with respect to several criteria, including fuel consumption. The purpose of this thesis is to present the best technology in order to improve Iranian railway transportation by considering the shortage of fossil resources as well as pollution.In this project,the copmparison of alternatives and assessment criteria for best technology selection is done by Analytical Hierarchy Process (AHP) and the questionaries are filled out by industry and... 

In this study, we introduce a systematic approach for valuation of Technology development projects by applying a discrete model of real options valuation. This framework is then applied to a real technology development project. The estimate of volatility is the most important argument that it is difficult to calculate. Data from the project’s feasibility study is gathered and classified in an appropriate format to be ready for simulation. Then uncertainty parameters are identified. The data is separated and their impacts on annual cash flows are considered. Volatility of the whole project is estimated to be relatively high. This is an advantage for the proposed method. In this project,... 

Location-allocation problem is known as one of the classical problems in industrial engineering. The goals of these problems are finding optimal location of facilities and assigning these facilities to service demands from a given set of point. Location-allocation decisions are widespread through all organization in the world concerning private and public businesses. Therefore, in this study, a practical mathematical model is formulated and solved.In this paper we present a new approach for a budgeted constraint capacitated location-allocation problem integrated with cellular layout approach containing cell formation and group scheduling. Main decisions are composed of formation of... 

In this investigation, two pricing models are extended with continuous and periodic price settings through dynamic programming approach. In this problem, we intend to sell a perishable product in a finite horizon with no salvage value through an advance-sale system. The objective function in these models is maximizing expected value of firms’ revenue by setting optimal prices in pricing periods. Demand is assumed to be stochastic time and price-dependent and also customers might cancel their reservations by paying a penalty before delivery. Structural properties of the optimal policy are investigated for both models and the concavity and inventory monotonicity properties are proved for both....