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zamani--mojtaba
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Analysis and Conceptual Design of Cooling System of an Iimproved
SI Engine for Marine Applications
,
M.Sc. Thesis
Sharif University of Technology
;
Taghipour, Mojtaba
(Supervisor)
;
Hosseini, Vahid
(Supervisor)
Abstract
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...
Reaction-diffusion equations with polynomial drifts driven by fractional brownian motions
, Article Stochastic Analysis and Applications ; Volume 28, Issue 6 , Oct , 2010 , Pages 1020-1039 ; 07362994 (ISSN) ; Sharif University of Technology
2010
Abstract
A reaction-diffusion equation on [0, 1]d with the heat conductivity k > 0, a polynomial drift term and an additive noise, fractional in time with H > 1/2, and colored in space, is considered. We have shown the existence, uniqueness and uniform boundedness of solution with respect to k Also we show that if k tends to infinity, then the corresponding solutions of the equation converge to a process satisfying a stochastic ordinary differential equation
New method of determination for pressure and shear frictions in the ring rolling process as analytical function
, Article Journal of Solid Mechanics ; Vol. 6, issue. 3 , 2014 , pp. 322-333 ; ISSN: 20083505 ; Sharif University of Technology
2014
Abstract
Ring rolling is one of the most significant methods for producing rings with highly precise dimensions and superior qualities such as high strength uniformity, all accomplished without wasting any materials. In this article, we have achieved analytical formulas for calculating the pressure and shear friction over the contact arcs between the rollers and ring in the ring rolling process for the material in general nonlinear hardening property. We have also asserted the best mathematical model to predict friction for rolling processes. The method we use is based on calculating the analytical stress distribution. In other words, by using of Saint-Venan principal the stress components are...
Optimization of Scaled Composite Wing of Aircraft Jas-39 By Genetic Algorithm
, M.Sc. Thesis Sharif University of Technology ; Abedian, Ali (Supervisor)
Abstract
Popular usage of composite materials in aerospace, civil and defense industries in the last decades has been caused more attention to optimization of composite problems. Due to natural complexity of composite problems, i.e. discrete nature, complex dependence between design variables, existence of too much local optimum and etc., traditional methods of optimization are inefficient and it is necessary to use a powerful method to work cost effectively. Genetic algorithm as a technique through evolutionary algorithms is the most popular methods of tackling composite problems. The success of a genetic algorithm can be quantified by estimating the cost, time required and the quality of final...
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.
Collapsible Behavior of Gorgan Loess Using Odeometer
, M.Sc. Thesis Sharif University of Technology ; Haeri, Mohsen (Supervisor)
Abstract
In nature, there are types of soils that when goinging under stress at constant moisture, or increase of moisture at constant stress, or change of both characters, they show a sudden and high level decrease in their volume. These type of soils are named as Collapsible soils. Iran is one of the countries that at some parts of its land collapsible soils are found. In this research by using of laboratory equipments, the volume change behavior of collapsible loess soils of Gorgan plain (North of Iran) is evaluated under increase of water content and inundation stress. In these experiments, the usual odeometer cell has been used for exploring the behaviour of collapsibility and volume change of...
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...
Sparse array design for millimeter-wave imaging
, Article 2016 IEEE Antennas and Propagation Society International Symposium, APSURSI 2016 - Proceedings, 26 June 2016 through 1 July 2016 ; 2016 , Pages 1039-1040 ; 9781509028863 (ISBN) ; Fakharzadeh, M ; Sharif University of Technology
Institute of Electrical and Electronics Engineers Inc
2016
Abstract
In this paper, the design of an efficient sparse array, used to reconstruct the image from millimeter-wave signals, is presented. The proposed array takes advantage of the sparsity concept of the image in the spatial Fourier domain to reduce the number of array elements such that the beam pattern of the designed array meets the desired beamwidth and sidelobe level. Simulation and measured results confirm the effectiveness of the proposed design on high-quality reconstruction of the image, while 85% reduction in the number of elements is achieved as well as the reduction in scan time and system complexity
Design, Manufacturing and Numerical Simulation of Rotating Detonation Combustor
, M.Sc. Thesis Sharif University of Technology ; Farshchi, Mohammad (Supervisor)
Abstract
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...
Investigate and Identify Engineering Delay in the Closing Phase of the Projects
, M.Sc. Thesis Sharif University of Technology ; Shadrokh, Shahram (Supervisor)
Abstract
Manage time, cost and quality, project managers are a major concern for the violation of any of the causes to bring costs and fines will be detrimental. Collect all the main factors contributing to delays in construction projects to three main factors employer, contractor and external factors reached. An algorithm is presented in this study are presented in addition to the reasons and factors affecting the delay of engineering documents, the contribution of each factor in the delay of the project will help the project. Implementation algorithm In the Pargas farayand Company of Pakaging projects sulfur solidification
A feature fusion based localized multiple kernel learning system for real world image classification
, Article Eurasip Journal on Image and Video Processing ; Volume 2017, Issue 1 , 2017 ; 16875176 (ISSN) ; Jamzad, M ; Sharif University of Technology
2017
Abstract
Real-world image classification, which aims to determine the semantic class of un-labeled images, is a challenging task. In this paper, we focus on two challenges of image classification and propose a method to address both of them simultaneously. The first challenge is that representing images by heterogeneous features, such as color, shape and texture, helps to provide better classification accuracy. The second challenge comes from dissimilarities in the visual appearance of images from the same class (intra class variance) and similarities between images from different classes (inter class relationship). In addition to these two challenges, we should note that the feature space of...
1.5-D sparse array for millimeter-wave imaging based on compressive sensing techniques
, Article IEEE Transactions on Antennas and Propagation ; Volume 66, Issue 4 , April , 2018 , Pages 2008-2015 ; 0018926X (ISSN) ; Fakharzadeh, M ; Sharif University of Technology
Institute of Electrical and Electronics Engineers Inc
2018
Abstract
The goal of this paper is to reduce the antenna count in a millimeter (mm)-wave imaging system by proposing both hardware and software solutions. The concept of image sparsity in the transform domain is utilized to present the compressive sensing (CS) formulation for both mono-static and multistatic imaging at mm-wave frequencies. To reduce the complexity of the imaging system and reconstruction process, we introduce 1.5-D array structure, which is a random sparse array with orthogonal element locations. It is shown that the peak signal-to-noise ratio (PSNR) of the reconstructed image obtained by a 1.5-D array with 65% sparsity is very close to the PSNR of a uniform 2-D array for mono-static...