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convergence
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A Retrospective Trust-Region Method for Unconstrained Optimiation
, M.Sc. Thesis Sharif University of Technology ; Mahdavi-Amiri, Nezamoddin (Supervisor)
Abstract
We explain a new trust-region method for solving unconstrained optimization problems recently introduced in the literature, where the radius update is computed using the information at the current iterate rather than at the preceeding one. The update is then performed according to how well the current model retrospectively predicts the value of the objective function at the last iterate. Global convergence to first- and second-order critical ponits is proved under classical assumptions. Preliminary numerical expriments on CUTEr problems with MATLAB7.7 indicate that the new method is very competitive
Introducing an Audit Method for Measuring the Integrity of an Organization
,
M.Sc. Thesis
Sharif University of Technology
;
Akbari Jokar, Mohammad Reza
(Supervisor)
Abstract
Managing the supply chain is a competitive necessity in today's global marketplace where differentiation between products and services means providing a total value package that can compete for an increasingly discerning and empowered customer. Today's view is one of integration. Supply chain management is the integrated management of business links, of information flows and of people. This research is based on a study conducted to introduce a reference model for Supply Chain integration. In that study, 10 drivers are introduced as keys for integrity in Supply Chain. The objective of this article is to discuss a method which has been developed to measure objectively and quantify the level of...
Study of Informational Cascades in Municipal Housing Demand of Iran
, M.Sc. Thesis Sharif University of Technology ; Sepahvand, Mehrdad (Supervisor)
Abstract
Real estate section is an integral part of any economy whose cycles have considerable effects on other different markets. It attracts much attention by various economy agents for different reasons. However, some specific features of the market render it prone to consecutive boom-bust cycles. Some of these features are originated from fundamental traits and especially building process and production technology of housing. Also, taking into account that real estate is considered an important asset; it is vulnerable to another factor which even exacerbates the cycles. This factor -Information cascade- makes cycles more unstable by causing "Herd behavior" which is the subject of study in this...
Extended Finite Element Modeling of Large Deformation with Approprate Blending Elements
, M.Sc. Thesis Sharif University of Technology ; Khoei, Amir Reza (Supervisor)
Abstract
In a classical finite element approach, interfaces are tracked and meshed. This mesh strategy introduces mesh distortions and difficulties to mesh the possibly complex interface shape. The Partition of Unity Method (PUM) alleviates these difficulties by allowing the discontinuities to be mesh-independent. This thesis concentrates on the blending elements in the eXtended Finite Element Method (XFEM).
The XFEM method enables local enrichments of approximation spaces. The standard finite elements are used in the major part of the domain and enriched elements are employed where special solution properties such as discontinuities and singularities shall be captured. In the extended finite...
The XFEM method enables local enrichments of approximation spaces. The standard finite elements are used in the major part of the domain and enriched elements are employed where special solution properties such as discontinuities and singularities shall be captured. In the extended finite...
The Profitability of Stocks Pairs Trading Strategy in the Toronto Stock Exchange
, M.Sc. Thesis Sharif University of Technology ; Keshavarz Haddad, GholamReza (Supervisor)
Abstract
Since past time, market practitioners and speculators have attempted to use the existent market gaps and opportunities like arbitrage. While some investors buy stocks based on the available financial information of particular companies, others, by using different strategies, try to make profit out of it, based on true realization of the market and its behavior. This strategies will create the profitability by providing different situations including risk hedging and swing trading opportunities .In this context, researchers have designed various strategies for recognizing the assets that have high return potential. One of these strategies in trading with financial tools, is pair trading...
Regional Convergence and Regional Migration: Evidence from Iranian Provinces
, M.Sc. Thesis Sharif University of Technology ; Vesal, Mohammad (Supervisor) ; Nili, Masoud (Supervisor)
Abstract
In this paper we answer to the following questions: First, whether we obseve conditional convergance indicating that the poor Iranian provinces tend to grow faster than the rich ones? Second, has inter-provinces migration helped the convergence? Three different indices are used for examining inter-province convergance. These include: per capita expenditure and per capita income both from the household survey since 1364 to 1394 and per capita regional GDP since 1379 to 1393. Our results support the convergance phenomena based on all three different indices. For the second question, we use instrumental variable to resolve the potential endogeneity problem caused by the reversed causality...