Sharif Digital Repository

Long memory in assets return is important on the theoretical as well as the practical aspects and since it is a special form of nonlinear dynamics, in this study an ARFIMA model was used with the aim of considering the long memory in the return conditional average of automobile industry index. Then, due to the observation of ARCH effects, the simultaneous conditional average modeling and turbulences in the automotive industry index return using an ARFIMA-FIGARCH model was considered in the residuals of the best fitted model and results were that for modeling the returns and turbulences of automobile industry stocks which has a special long memory, FIGARCH will provide better and more... 

From the programmer’s point of view, main memory allocation to a program is contigious, however this is non-contigious and the program is scattered in physical memory here and there. Assuming main memory partitioned into regions, each program accesses in its life time different regions which are not necessariliy close and occupy different percentages of the cache capacity. Considering what the replacement policy is chosen, the cache would be partitioned differently among regions, e.g., the commonly used LRU policy partitions the cache among regions on a demand basis, giving the more cache resource to regions whose miss ratio is higher, which is not necessarily optimal. In this thesis, we... 

Measurement of efficiency is a significant issue in organizations which is used to improvement efficiency and performance .one of the serious offaires in any country, is banking, inefficiency in which leads to problems and obstacles in developing capital market. In this research, Data Envelopment Analysis models are used to estimate the extent of performance in decision making units (DMU’s) to improve inefficient ones. We change the inputs ( outputs) to a special unit at both the constancy or improvement of efficiency using the DEA models, we estimate the values of output ( input ) levels. Howeve, we assume the data of (the values of input ( output ) levels ) can be either crisp or interval.... 

The LQG theory made its appearance in the fifties and sixties. It has now become one of the standard methods for compensator design. Despite the existing powerful tools in modern control, there seems to be few or no systematic approaches proposed for determining the weighting and root matrices which are the free parameters of the compensator. These matrices are often found by trial-and-error. Initially, this thesis presents an iterative algorithm for determining the compensator parameters. The algorithm is based upon making corrections to the singular values graphs in order to enhance closed-loop performance and robustness. This is how the traditional intuitive trial-and-error approach is... 

Switching as one of important characteristics of on-chip network affects on power consumption and performance. In general there are two switching methods as circuit-switching and packet-switching. Hybrid switching includes both switching to have both resource utilization and scalability of packet switching and low power consumption and improved latency of circuit switching. Also topology is another network attribute that greatly affects the power, performance, cost, and design time/effort of NoCs. In this thesis, we propose a novel NoC architecture which holds both fixed connections between adjacent nodes and long connections virtually connecting non-adjacent nodes. Our proposed NoC... 

Piles are usually used in groups. The complicated interaction between piles on the one hand and between piles and their surrounding soil on the other hand, have made it difficult to recognize mechanisms that influence the pile group behavior and analyze it accurately. In this research, three dimensional models in ABAQUS software were used to investigate response of single piles and pile groups under lateral loading in clayey soils. Configuration of piles in a group, connection of piles to the pile cap, pile spacings, and pile cross section were taken into consideration as some important factors affecting response of pile groups. All the modeled piles were categorized as long piles. In order... 

In this thesis, we propose a processor allocation mechanism for run-time assignment of a set of communicating tasks of input applications onto the processing nodes of a Chip Multiprocessor (CMP), when the arrival order and execution life-time of the input applications are not known a priori. This mechanism targets the on-chip communication and aims to reduce the power and latency of the Network-on-Chip (NoC). In this work, we benefit from the advantages of non-contiguous processor allocation mechanisms, by allowing the tasks of the input application to be mapped onto disjoint regions (sub-meshes) and then virtually connecting them by bypassing the router pipeline stages of inter-region... 

Productivity is the effective usage of input or resources for production or output. Input (including Energy, raw materials, capital and work force), which is being used for output (including final products or services performed by an organization). Productivity, increases gross domestic product and competitiveness, and improves level of living. Firms and related management levels play the main role in improving productivity. Using productivity cycle management brings the productivity to improve as a permanent process, specifies the rout for productivity and prepares the ground. The most important step in productivity cycle (PDCA) is the measurement of productivity. In this research several... 

Jets originating from bottom (b) quarks, play an important role in the study of Standard Model processes together with the search for new physics. In the CMS experiment a considerable e?ort is dedicated to the development and the performance study of so-called b-tagging algorithms. On the other hand, the top quark which is produced in pair (tt¯) with a high rate at the LHC, decays near 99% of the time to a b-quark. Hence it provides a rich source of b-quark jets, suitable for b-jet identi?cation studies. In this thesis, a fully data-driven method to measure the b-tagging e?ciency, using top quark events in its semi-electron ?nal state, is developed. The results of the application of the... 

Advance in VLSI integration level has realized multi-core system-on-chip. For inter-IP communication on-chip network is proposed as a substitute for simple interconnects such as bus fabrics and expensive point-to-point links. Although onchip networks have some superiorities over simple interconnects, but they need more of real estate resource. Although buses are not scalable, they are still popular for their simple communication mechanism. There are so many proposed mechanisms to make buses more scalable and more popular. Most of them try to change bus structure by segmenting and using reconfigurable methods. In this thesis, we explore buses delay by considering the number of component in a... 

Walking on legs using orthosis for spinal cord injury patients has many advantages and decreases the physiological and psychological problems comparing with wheelchair application, however high energy consumption and early exhaustion of patients are disadvantages of orthosis usage. The most important group of orthosis for spinal cord injury patients is RGO (Reciprocating Gait Orhtosis) which a reciprocating cable mechanism links two hip joints motion. So swinging of mobile leg gets easier and stability of patient in standing and walking step increases. Regarding to existent reports about high energy consumption in walking by orthosis, this project has been fulfilled to design an improved... 

Grammar-based software's are the software's that their input can be expressed according to the grammars for example, reverse engineering software's, evolutional counting's, adjustable programming in product line and XML controllers are in this category; so we can use this capability of the software in its testing .In the field of criteria for the test coverage of the grammar-based software, 5 criteria have been offere so far, which contain rule coverage criterion, context-dependant rule coverage criterion, length-n successor coverage criterion, loop-K coverage criterion and full coverage criterian, any of which have benefits and defeats. The first questions which are asked in this field is... 

Storage is well-known as the performance bottleneck in I/O intensive programs such as online transaction processing applications; thus designing a cost-effective high performance disk subsystem is a major concern in enterprise applications. Data tiering is an efficient way to optimize cost, performance, and reliability in storage servers. With the promising advantages of Solid State Drives (SSDs) over Hard Disk Drives (HDDs) such as lower power consumption and higher performance , traditional data tiering techniques should be revisited in order to use SSDs in a more efficient way. This thesis presents a data tiering technique at the Operating System (OS) level to enhance system performance... 

Gas turbine is one of most widely used in power plants to generate electricity or mechanical power options in the industry , which is having its own advantages and disadvantages . if the turbine use simple , efficiency is generally below 33%. . After installing and employ , these turbines produce efficiency less than their nominal amount . The methods no change in structure exist that increase the efficiency or power of the turbine to acceptable level .In this thesis, gas turbine and to improvement performance methods has been studied . gas turbine with the methods are simulated to obtain the effect of each method in different environmental conditions . Economic sensitivity analysis... 

Portfolio is a collection of different stocks for investment. The investors' objectives in portfolio formation are to get the highest return against exposure to the lowest risk. Portfolio Optimization Problem is one of the most complicated problems in investment and finance. It may be simply explained as follows: Let's imagine a set of N stocks for selection. We would like to see what percentage of the total amount of investment should be dedicated to each stock to maximize portfolio's total return and minimize its total risk.
Portfolio Optimization Problem is a NP-Hard problem and generally there exists no polynomial-time deterministic algorithm to find a precise solution to such a... 

In this paper, we propose a run-time strategy for managing writes onto last level cache in chip multiprocessors where STT-RAM memory is used as baseline technology. To this end, we assume that each cache set is decomposed into limited SRAM lines and large number of STT-RAM lines. SRAM lines are target of frequently-written data and rarely-written or read-only ones are pushed into STT-RAM. As a novel contribution, a low-overhead, fully-hardware technique is utilized to detect write-intensive data blocks of working set and place them into SRAM lines while the remaining data blocks are candidates to be remapped onto STT-RAM blocks during system operation. Therefore, the achieved cache... 

Solid-State Disks (SSDs) offer advantages such as no mechanical parts, low power consumption, and constant read latency. SSDs, however, suffer from shortcomings such as erase-before-update requirement and limited endurance.Redundant Array of Independent Disks (RAID) are commonly used in storage servers to enhance performance and reliability. To further enhance system performance, one can employ efficient Input/Output (I/O) scheduling algorithms suitedto the disk structure in RAID-based systems.In this thesis, we present an I/O scheduling method to improve endurance and performance of SSD-based RAID systems. In the proposed I/O scheduling algorithm, read requests are sent directly to SSDs and... 

Nowadays, enterprise storage systems are widely used in data centers such as databases, servers, and bank institutes. Due to mechanical activity of disk drives, these systems are one of the most power consumptive components in data centers. Prefetching and RAID, which are employed to enhance performance, are widely used in data storage systems. These two methods, however, impose significant energy overhead to the system due to the increased disk activity. In this thesis, we first elaborate shortcomings of prefetching and RAID methods. Then, we propose a new energy efficient and RAID-compatible prefetching method (LPTAP), which aims at improving performance and energy consumption. To evaluate... 

Modern pipelined processors use a memory array named Branch Target Buffer (BTB) to reduce the performance penalty due to conditional braches by predicting path of the branch and keeping useful history-based information for future accesses. Today BTB is a fixed size and small memory array located near the processor. By the way, BTB, in the best case, should be large enough to accommodate all conditional branches throughout the running program. Moreover, small size BTB presents much fast access and is practical on-chip storage for a system with limited power budget.
Considering role in the memory hierarchy, on the other hand, the system performance is highly correlated to the L1 data cache...