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Design and Prototyping of an Attitude Control System for Rigid Bodies
, M.Sc. Thesis Sharif University of Technology ; Jalali, Mir Abbas (Supervisor)
Abstract
Attitude control of rigid bodies is a complicated but attractive problem in dynamics. One of its main practical applications is in satellite attitude control and specifically in space telescope orientation control. Using fuel thrusters is not only expensive in most cases, but also it cannot be considered as an appropriate solution from reliability and economic aspects in long-term applications such as space telescopes and telecommunication satellites. On the other hand, magnetic torquers and momentum wheels cannot be utilized for rapid and large maneuvers due to their inability in generating large torques, which are needed in such maneuvers. As a result, another type of attitude control...
Detecting Momentum in the Return Time Series of Currency Market Equally-Weighted and Min-Variance Portfolios
, M.Sc. Thesis Sharif University of Technology ; Talebian, Masoud (Supervisor) ; Seif, Mostafa (Supervisor)
Abstract
Portfolio-based investment strategies in the currency market, unlike the stock market, have not been well-investigated as the scientific papers mostly focus on more popular investment strategies like carry trade, momentum, and technical analysis. Our main aim is to evaluate the performance of two well-known portfolio selection techniques, i.e. equally-weighted and minimum variance portfolios, in the currency market and to improve the performance, based on the characteristics of the return time series of each method. To improve the performance of the portfolios, we check for the presence of momentum in the return time series. Our findings show both portfolios do not yield abnormal returns...