Sharif Digital Repository

Many studies point to a possible new stylized fact for financial time series: the multifractality. Several authors have already detected this characteristic in multiple time series in several countries. With that in mind and based on Multifractal Detrended Fluctuation Analysis (MFDFA) method, this thesis analyzes the multifractality in the Tehran Stock Exchange. This analysis is performed with daily data from Tepix index (Tehran stock exchange's main index) and other three highly marketable stocks in the Tehran Stock Exchange (Pharma index, Oil index and Metal index), wich making up 1782 observations for each index in the period from March 21, 2011 to Aug 22, 2018. We found that the studied... 

Evolutionary processes are the process of change in one or more physical and heritable characteristics that result from the occurrence of genetic changes (beneficial, harmful, or neutral) over time, and ultimately from generation to generation, depending on natural selection. Cancer is a genetic disease that occurs as a result of an evolutionary process by the somatic cells and examining the spatial characteristics of cancer can help understanding it. It is also important to examine the spatial configuration of cells considering their access to limiting factors such as nutrients and adequate space. In addition, paying attention to the gene expression, individually and collectively, will help... 

In this thesis we consider dynamical aspects of fractals. More precisely, answering questions like how heat diffuses on fractals and how does a material with fractal structure vibrates? To give an answer to these questions we need a PDE theory on fractals. Since fractals do not have smooth structures, defining differential operators like Laplacian is not possible from a classical viewpoint of analysis, to overcome such a difficulty we also need a theory of analysis on fractals. So as a good instance of analysis on fractals we first define Laplacian on Sierpinsky gasket and we try to extend the concept on other finitely ramified self-similar fractals. We also construct Dirichlet forms,...