Sharif Digital Repository

During the last six decades, there were remarkable developments in the field of gas turbines. In the early 1950’s, the effciency of gas turbines was 20% and it is improved up to more than 40% for modern gas turbines. In addition, due to the implementation of the combined power cycles, the thermal effciency have been reached to 60%. According to the recent developments, further improvements in this field seem to be more costly and diffcult to obtain. Rotating detonation combustor (RDC) is a new generation of detonation combustors which has simpler design and several advantages compared to jet engine combustors, but it has its intrinsic problems which seem resolvable. Given that the RDC... 

Iran requires basic changes in using construction materials and industrial system of house production due to its particular climatic conditions such as being located on the earthquake belt and social conditions such as lack of house. 3D panel is one of the best options for industrial construction and especially mass building.
In this thesis, different suggested designs for L & T shaped wall to wall connections of 3D panel under lateral-cyclic and gravity loading were modeled and analyzed by ANSYS software. Numerical analysis indicates that concrete perpendicular hank and welded wire mesh WWF 3/3/50/50 have positive effect on the ultimate strength and ductility of the connection. Hence,... 

A significant large amount of modern SOCs is occupied by SRAMs. Nowadays more than 70% of the Microprocessor area is occupied by SRAMs. The fast growth of battery-operated portable applications has compelled the SRAM designers to consider subthreshold operation as a viable choice to reduce the power consumption. In most such applications, the speed of the SRAM is not the challenging parameter therefore the thrust toward low power design influence the design choices in various parts of the SRAM architecture. With technology scaling to the nanometer, Bitline leakage current and offset voltage deteriorate SRAM reading performance since SRAM cell current is close to the Bitline leakage current.... 

After introducing “Prosopect Theory” by Kahneman and Tversky in 1979, it is mostly used as an alternative to expected utility theory in order to study human decision making under risky situatutions. Loss aversion has been considered as an important aspect of this theory. In this study, we review loss aversion and the effects of education and gender on it. Finally, we study the effect of repeating a gamble on its participants’ loss aversions. The results show that education and gender have direct effects on loss aversion and repeating a gamble can decrease loss aversion of participants.

 

Spam filtering is one of the large scale applications of machine learning. Much research has been carried out in the machine learning field with regards to spam filtering. Most of this work falls in the areas of batch learning or offline incremental learning. In batch learning, the learning process is carried out once on all the learning data. In applications such as spam filtering, in which the learning data is large in comparison to memory resources and data is generated in a stream, using incremental learning is required, in which the learning phase is repeated periodically. In each learning iteration of an offline incremental learning algorithm, a new set of data is learnt by the... 

The spherical ensemble is a well-studied determinantal process with a fixed number of points on the sphere. The points of this process correspond to the generalized eigenvalues of two appropriately chosen random matrices, mapped to the surface of the sphere by stereographic projection. This model can be considered as a spherical analogue for other random matrix models on the unit circle and complex plane such as the circular unitary ensemble or the Ginibre ensemble, and is one of the most natural constructions of a (statistically) rotation invariant point process with repelling property on the sphere. In this dissertation we study the spherical ensemble and its local repelling property by... 

With the development of science and industry increasingly need for seamless and high-strength rings, the attention of many researchers and industrialists paid on the ring rolling process. Then, Studying details of ring rolling process is very important. The most important issues in ring rolling process which are not sufficiently considered are: stress components distribution in ring, real amounts of friction coefficient, pressure distribution over the rollers, required power, required torque and force, and finally the minimum thickness of the ring during the process, all of these parameters have developed as analytical functions. In the present study, the minimum possible thickness of the... 

Investors are looking for profit making oppurtunities and using them to maximize their wealth. For investing in stock exchange, investors should be able to valuate the stock price rationally, so that he/she can define which stocks are trading below their intrinsic value. Stock price is the discount of future dividends of stock, but for discounting accurate rate is needed. Main goal of this study is presenting a way to calculate the proper discount rate or expected rate of return for investors. Method which has been studied in this thesis is “Fama & French five factor asset pricing model” which has been publish 2015 (Fama & French, 2015). The model concentrates on five factors to describe the... 

In this research, we consider a made-to-order production system which receives orders for a single product. The demand is stochastic and price-dependent. We also consider a sale index that links the demand of each period to the demands as well as to the quality of the previous periods. The variety of quality levels and its effect on the amount of orders make this revenue management complicated. Furthermore, the price of each product is related to its quality and sales index. Furthermore, reference price causes the model to be significantly more complicated. We model the problem within the framework of dynamic programming approach to maximize the discounted profit of the firm during a... 

In this study, the steps for designing an intelligent network for the Urban Air Mobility transportation system is proposed, and these steps are implemented for the city of Los Angeles as a case study, which is one of the busiest and most populous cities in the world.. Initially, the demand and its distribution in the study area is estimated; Then, according to the distribution of demand and existing infrastructure, the optimal location of stations are determined; afterwards, considering a well-designed electric vertical take-off and landing aircraft called Spricho the network is simulated, its performance and quality are examined and the optimal combination of the number of planes and the... 

Gantry milling machines are one of the types of machine tools that have vast application in various industries. Considering requirements such as quality and roughness of work pieces which are becoming restricted day after day, it is necessary that various parts of this machine have sufficient functionality and precision so that it can fulfill the quality requirements; and production of these expensive machines be cost-effective. One of the most important parts of a gantry milling machines is its crossbeam that undergoes deflections when exposed to applied forces during work conditions and can have undesirable effect on work piece precision. Therefore, the goal of this research is to design... 

This research focuses on the topic of international portfolio diversification and its core attention is entitled to Middle East stock exchanges, as emergent markets. These markets are not analyzed yet as investment destinations for developed countries investors. Although all methodologies in this research are applied on ME markets data, but can be augmented and generalized for other markets. In this quest, we tried to investigate portfolio diversification opportunity for European (generally Frankfurt & Paris stock exchanges) or American investors with ME stock exchanges including Tehran, Istanbul, Saudi Arabia Tadawul, Abu Dhabi & Cairo stock exchanges, in order to reduce risk and increase... 

Strongly Rayleigh measures are an important class of negatively dependent (repulsive) probability measures. These measures are defined via a geometric condition, called “real stability”, on their generating polynomials, and have interesting probabilistic properties. On one important property of negatively dependent measures is their rigid dependence structure. In other words, the it is impossible for these measures to have strong overall dependencies. In this thesis, we study two manifestations if this phenomenon: (1) paving property and (2) tail triviality. Informally, the paving property states that it is possible to partition the set of the components of every strongly Rayleigh random... 

Pre-trade transparency and price discovery is one of the principal functions of financial markets. When the price of a certain asset is specified, sales process begins. With more pre-trade transparency that helps to process of price discovery, Investors trade more safely and thus this cause higher liquidity. One of the tools that helps to increase transparency and price discovery in financial markets is open limited order book. In this study, we deal with the limit order book in Tehran Stock Exchange (TSE) and try to answer the question Whether the information in the limit order book has the predictive power of future short-term returns of stocks in Tehran Stock Exchange and does it help to... 

The history of the researches conducted in the American, European and Iranian markets shows the importance of liquidity risk in the transactions of various types of financial assets. And as one of the important elements of risk in the pricing of financial assets, liquidity risk is considered for risk premium. Different criteria have been used to measure this type of risk in different researches, and their difference is in the ease of calculation and explanation. Liquidity risk can be divided into three categories: first, the commonality of liquidity risk of the portfolio or stock with market liquidity, second, the impact of portfolio or stock returns on the level of market liquidity, third,... 

Internal combustion engines are first and common powertrains in industry. They have developed eminently. Because of energy crisis there are much attention for their improving and optimizing. The purpose of improving of internal combustion engines performance is increasing the ratio of output brake power to engine fixed size. An improved engine should be tried to work near of the maximum power span, whereas an automobile engine (original engine) works at its middle power. In other hand, if an improved engine and original engine work for a long time, improved engine has critical conditions. In attention to above discussions, improving and reforming of an improved engine cooling system are... 

One of the main challenges in image processing is the reconstruction of images from their samples in the discrete domain to obtain high quality images in the continuous domain. Visual signals in the continuous domain are usually represented by discrete or digital images. This reconstruction process may not be possible in general, and we need to set some specific constraints for this purpose, such as delimiting the signal bandwidth. In this dissertation, we consider the reconstruction of binary images (black and white). These images have infinite bandwidth due to the existence of edges, and thus, the conditions of the Nyquist-Shannon sampling theorem do not hold. Novel methods have been... 

Credit risk is the possibility of a loss resulting from a borrower's failure to repay a loan or meet contractual obligations. All banks and financial institutions need to manage credit risk of their lending portfolios to maximize risk-adjusted rate of return and obey regulatory rules. The most commonly used method for determining credit risk is to calculate the maximum loss within the “Value at Risk” framework.Previous studies proposed different models for Credit VaR calculation like Vasicek Model and Credit Risk Plus Model. Furthermore, due to the high growth of computing power and easy access to information, the application of data-driven models such as Machine Learning has been increasing...