Sharif Digital Repository

The selective oxidation of H2S into elemental sulfur is a complementary desulfurization method for reducing H2S emissions from gas streams. Several studies have been conducted in recent years to develop active, selective, and stable catalysts. The purpose of this research is to develop a catalyst with high activity and selectivity that is suitable for the gas output of one of the country's refineries. For this purpose, three supports of mixed metal oxide (solid solution), Ce-Al, Ce-Si, and Ce-Zr with a molar ratio of 1:2 (ceria: metal) were made by the co-precipitation method. In the following, three samples named 10V-CeAl, 10V-CeSi, and 10V-CeZr were prepared by impregnating 10% wt vanadium... 

The hydrogenation of carbon dioxide to methanol represents a promising route for the efficient use of an anthropogenic greenhouse gas, in which catalysts play a key role in carbon dioxide conversion and methanol selectivity. In this study, firstly, CuO-ZnO-Al2O3, CuO-ZnO-ZrO2, CuO-ZnO-ZrO2-Al2O3, CuO-ZnO-Al2O3-CeO2 and CuO-ZnO-ZrO2-CeO2 catalysts were made using co-precipitation method, then these catalysts were characterized by inductively coupled plasma optical emission spectrometry, specific surface area and pore size distribution, X-ray diffraction, Field Emission Scanning Electron Microscopy, temperature programmed reduction. Finally, in order to compare the performance of the catalysts... 

In this research, we provide an abstract model for the typography of Persian language (Perso-Arabic script) and study two text corpora based on the Unicode properties of characters and this model. Then we search the corpora for phrases with special properties, based on the abstract model  

This thesis cantain two section. In the first section a novel extracting medium based on magnetic molecularly imprinted polymers (MIPs) nanoparticles was synthesized by chemical polymerization for micro-solid phase extraction. In this work, the modified chitosan magnetite nanoparticles (MNP-CS) was synthesized by co-precipitating Fe2+ and Fe3+ in the chitosan solution [1,2]. The characteristic properties of Fe3O4@MIPs nanoparticles were determined using Fourier transform infrared spectrometer. Extraction efficiency of the novel extracting medium was compared with MNP-CS sorbents for the determination of RhB in aqueous samples, via quantification by spectrofluorimetry. The obtained results... 

Air filter paper is a combination of cellulosic, polymeric and resin materials with a certain permeability to air, which is used to prevent dust from entering the internal combustion process.The purpose of this research was to study and make air filter paper, based on which 4 samples of automobile air filter paper were produced. Samples with a combination of 2 types of cellulose fibers, imported short Kraft fibers and long Bangladeshi Kenaf fibers (skin) and one type of polymer fibers, Polyester fibers with a type of self-networking water-based Acrylic resin with glass conversion temperature (Tg) About 33 degrees Celsius and in the range of 20% by weight with a mass of about 120 g/m2 were... 

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... 

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... 

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 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.

 

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... 

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-... 

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 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 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... 

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  

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... 

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...