Sharif Digital Repository

Futures exchanges require a margin requirement that ensures their competitiveness and protects against default risk. The purpose of a margin requirement is to protect a clearinghouse from members’ defaults resulting from big losses due to adverse movement of futures prices. Extreme movements are central to the margin setting problem, because only a large price variation may cause brokers to incur losses. So in this study according to recent default in gold futures in Iran Mercantile Exchange we apply extreme value theory for computing unconditional and conditional optimal margin levels based on Block-Maxima and Peak over threshold approaches.The results show that at very high confidence... 

In this study, by performing a series of experiments, the effect of the presence of cylinders on the formation of vortices and the interaction of cylinders on each other and, finally, transverse propagation in a steady flow are investigated. The cylinder cylinders that are in the direction of the motion of the water, have a significant effect on the hydrodynamic aspects and propagation in these streams. In the pattern of flow around cylindrical cylinders, with increasing Reynolds number, the vortex behind the stem begins to oscillate and when they reach, vortices flow into the stream. The flow velocity field, the formation and vortex fluctuation, affects the process of particle propagation... 

WO3 have good electrochromic, gas sensor, photocatalyst, phoelectrochemical (PEC) properties. due its properties, tungsten oxide have many application in technology and industry. In this thesis, pure WO3 thin film and MWCNT-WO3 nanocomposite thin films with different weight percent of MWCNT/WO3 utilize for energy domain, particular hydrogen production with phoelectrochemical reactions spiliting water. For this purpose, initially WO3 thin films were deposited on glass and ITO substrates using sol-gel dip-coating method. Optical and surface properties of the films dried at 100ºC and annealed at 400 ºC had been investigated. UV-Visible spectrophotometer, atomic force microscopy (AFM), X-ray... 

World population growth, depletion of fossil fuels resources depletion and increased air pollution resulting from their consumption, human society has had to replace fossil fuels with renewable sources. In this context, the production of hydrogen using solar energy is feasible candidate to replace fossil fuels, which can be produced by water splitting in a photoelectrochemical (PEC) cell using an appropriate photocatalyst. This clean production method has been attended by many researchers in recent years. The most common photocatalyst for the conversion of sunlight to hydrogen by splitting water is Titanium dioxide (TiO2). But high energy gap and fast electron-hole recombination rate in TiO2... 

iN This thesis, Design and implementation of a low voltage, low power Delta-Sigma Modulator (DSM) is presented. System level considerations have been discussed thoroughly. In addition a systematic design flow in the context of continuous time delta sigma modulators is provided. While voltage-domain signal processing becomes more difficult in deep sub-micron processes, a finer time resolution is achievable. Time-domain quantizers can ameliorate the design challenges of flash quantizers which arises from lower supply voltages and higher fraction of comparator metastable region. VCO based quantizer such as voltage to frequency and voltage to phase considered as time domain quantizers can be a... 

This study aims to estimate impact of the energy subsidy reform on households’ head time allocation in rural and urban areas in to 2011 to 2013 by making use of treatment effect particularly dose response function approach. Our main contribution is estimation and calculation of labor supply reaction to the unconditional cash transfer by dose of the subsidy that they received, while the previous works in this literature have used the well know binary variable of being in the exposure of program. To control for the demand determinants which are deriving the labor demand, we include the province level GDP and unemployment rate in the model. Our findings show that the subsidy dose does not have... 

Ethernet is among the most popular forms of data networking in the world. It has been widely used for local area networks and recently, it has also become very popular in metro area networks. As the usage of Ethernet grows, security and privacy of data transport using Ethernet becomes more important. As a result, there have been a lot of developments in improving security of Ethernet. In this thesis, we first provide a brief introduction of data security concepts. Then we briefly review important encryption standards. We focus on IEEE MACsec standard to provide the required security for Ethernet data transport. We have implemented the core encryption/decryption algorithms using HDL codes. We... 

Graphics Processing Units (GPUs) employ a scratch-pad memory (a.k.a., shared memory) in each streaming multiprocessor to accelerate data sharing among the threads in a thread block and provide a software-managed cache for the programmers.However, we observe that about 60% of GPU workloads of several well-known benchmark suites do not use shared memory. Morever, among those workloads that use shared memory, about 42% of shared memory is not utilized, on average. On the other hand, we observe that many general purpose GPU applications suffer from the low hit rate and limited bandwidth of L1 data cache.We aim to use shared memory space and its corrsponding bandwidth for improving L1 data cache,...