Sharif Digital Repository

In this work, effects of information aggregation on risk attitude of Iranian individuals is being studied through two experiments. In these experiments a risk-free asset with a guaranteed revenue and a risky asset is introduced to each individual. Then the individual has to allocate a certain amount of money between two assets. In both experiments three treatments of control, separation and aggregation are defined in a way that the degree of information aggregation increases respectively. Given the specific treatment assigned to each individual, complementary information is presented, in orderto finalize the decision. Next a financial market simulation for a five year horizon is conducted to... 

In this project, a convolutional neural network is trained to classify Persian handwritten digits and different neural network models are compared for this problem. To train and evaluate this network, the "HODA" data set has been used, which includes 80,000 images of Persian handwritten digits, including 60,000 images of training data and 20,000 images of test data. In the modeling section, we have used a comparison of recent top architectures of convolutional neural networks to identify Persian and English handwritten numbers. In this experiment, the Tensorflow library in the Python programming language was used. Parameter values and network hyper parameters are obtained from the values... 

According to the growing population and the need to make optimal use of available resources, the discussion of planning and scheduling in healthcare will be useful. One of the most expensive and lucrative sections in a hospital, which always spends a large percentage of renewable and non-renewable resources, is the Operating rooms (ORs). These ORs are the most important part of the hospital in terms of health and financial issues. In these scheduling problems, in order to be able to model the real situation, we needed to consider the recovery section integrated with the ORs. Also, the duration of surgery and stay in the recovery rooms are considered stochastic. In this study, we solve the... 

We examined the Phase-Type distribution to calculate project activity duration and solve the resource constraint project scheduling problem with non-deterministic activity duration through meta-heuristic techniques. The activity usually doesn't have a fixed duration. The problem is caused by numerous factors that exist when carrying out a project, such as a lack of resources, late delivery of resources, and mistakes made by people. The literature review revealed that the scheduling problem had been thoroughly researched. The more accurate and realistic the activity duration estimates, the better the project planning and cost control. For this purpose, in this research, the duration of the... 

The Emergency Department is one of the most important departments in a hospital, which is continuously active and plays a crucial role in saving patients' lives. For this reason, using research methods in operations and optimization can greatly help improve the performance of the Emergency Department. In this thesis, the emergency scheduling problem is examined with the objective function of minimizing the total weighted sum of job completion times, considering the random nature of service times. Since the objective function of the problem is to minimize the total job completion time, the job completion time is obtained as the sum of several random variables. Considering the additivity... 

In airlines, the problem of ‘flight crew scheduling’, as a part of the organization resources, holds great importance. Furthermore, considering the numerous and specific regulations regarding the working hours of flight crew, as well as constraints resulted by origin, destination, and time of each flight, this problem is also highly complex. The most significant challenge in solving this problem lies in the “construction and selection of the crew pairings” In this research, first, according to the literature, definitions and regulations necessary for the problem are stated. Then the problem is modeled as a "set covering problem," in which the rows of the problem correspond to flights which... 

Surgery theaters are one of the most important and expensive departments in hospitals. Since the operating theaters are connected with other departments, improving the efficiency in the operating theaters can affect other departments as well, so effective and efficient planning and scheduling of the operating theater It is necessary. In this research, we study and investigate the problem of planning and scheduling surgery theaters under the uncertainty of surgery duration, considering the open scheduling strategy and having the list of patients and limited resources after surgery. Let's say that the parameter of the duration of surgery is uncertain and we have little data about it. Some... 

This thesis presents an application of risk sensitive control theory in financial decision making. A variation of Merton’s continuous-time intertemporal capital asset pricing model is devolved where the infinite horizon objective is to maximize the portfolio’s risk adjusted growth rate. The resulting model is tractable and thus provides economic insight about optimal trading strategies as well as the fact that the strategy of 100% cash is not necessarily the least risky one. For fixed income applications we utilize the concept of rolling-horizon bonds, which are stochastic process models of certain mutual fund of zero coupon bonds. We show that the optimal proportion of one’s wealth to hold... 

In this thesis, we are going to prove the fundamental theorem of asset pricing and then define option and use the binomial option pricing model to for pricing the option. Afterwards, we explain the recovery theorem which gives the relationship between real and risk neutral measure. Moreover, we present an introduction to financial mathematics and state the generalized Black-Scholes model for option pricing.Then, we prove a theorem for options which reveals a relationship between option prices and real measure  

Networks of neurons produce diverse patterns of oscillations, arising from the net-work’s global properties, the propensity of individual neurons to oscillate, or a mixture of the two. Here we describe noisy limit cycles and quasi-cycles, two related mech-anisms underlying emergent oscillations in neuronal networks whose individual com- ponents, stochastic spiking neurons, do not themselves oscillate. Both mechanisms are shown to produce gamma band oscillations atthepopulation level while individualneu-rons fire at a rate much lower than the population frequency. Spike trains in a network undergoing noisy limit cycles display a preferred period which is not found in the case... 

The purpose of this thesis is to design a controller for a reentry spacecraft to despite the uncertainty in the initial conditions and the aerodynamic characteristics as well as the presence of atmospheric turbulence and the presence of noise in the system. Reentry vehicle that studying in this project is Apollo, a capsule without wings, with a low lift to drag ratio. Earth is modeled as elliptical and Earth's rotation is also considered. The Guidance system produces the bank angle command, and the reentry vehicle must follow the commands with the help of the controller. The controller is designed based on the nonlinear dynamic inversion method. Dynamic and kinematic equations of rotational... 

The primary goal of this thesis is to study dynamics with maximum degree of smoothness that can not be smoother with topological conjugacy. In chapter one it will show existence of such dynamics for r to be integer and dimension two. In the next chapter we extend the result to any dimension and we prove there is a relation between maximum smoothness degree of given map and it’s topological properties. In the last chapter we turn to hyperbolic dynamics and bifurcation theory and present a completely different example of such maps in dimension two in the Newhouse domain which is open subset of Cr diffeomorphisms  

The representation concept links the information processed by the brain back to the world and enables us to understand what the brain does at a functional level.Representational models specify how activity patterns in the population of neurons relate to sensory stimuli, motor responses, or cognitive processes. In an experimental context, representational models can be defined as hypotheses about the distribution of activity profiles across experimental conditions. Three different methods are currently being used to test such hypotheses: encoding analysis, pattern component modeling (PCM), and representational similarity analysis (RSA). All three evaluate the second moment of the distribution... 

In the stochastic analysis, the rough path is a generalization of the concept of smooth paths, which creates a theory for examining the control partial equations arising from irregular signals such as the Wiener process. This theory, which has found wide application in machine learning, time series analysis, and solving stochastic differential equations, is an approach by which the relationship between systems with extreme fluctuations and nonlinear systems is properly expressed.Rough path theory is also interpreted as a generalization of Taylor's expansion for smooth functions. In this research, we try to study the concept of rough path theory and signature and study its various... 

Inverse reinforcement learning (IRL) is one of the machine learning frameworks based on learning from humans; That is, instead of producing a decision process maximizing a predefined reward function, seeks to find the reward function based on the observed behavior of an agent. The biggest motivation of IRL is that, usually, determining a reward function for a problem is very difficult. We consider IRL in Markov decision processes; that is, the problem of extracting a reward function with the assumption of knowing the optimal behavior. IRL could be useful for apprenticeship learning to obtain skilled behavior, and for optimizing a reward function by a natural system. We first, determine a set... 

Clustered Regularly Interspaced Short Palindromic Repeats, or in short, CRISPR is a relatively new technology that enables geneticists and medical researchers to edit parts of the genome by removing, adding, or altering parts of the DNA. Initially found in the genomes of prokaryotic organisms such as bacteria and archaea, this technology can cure many illnesses such as blindness and cancer. A significant issue for a practical application of CRISPR systems is accurately predicting the single guide RNA (sgRNA) on-target efficacy and off-target sensitivity. While some methods classify these designs, most algorithms are on separate data with different genes and cells. The lack of... 

In this project, investigation of C-N internal rotation in ethyl tetrahydro-1(2H)-pyridine carbdithioate and ethyl 1-pyrrolidine carbodithioate were investigated by dynamic nuclear magnetic resonance spectroscopy. The 1HNMR and 13CNMR spectra were taken at the variable tempratures around the coalescence temprature. Thermodynamic parameters were calculated by analysing the spectra and the outcomes were compared by the theoretical results. For ethyl tetrahydro-1(2H)-pyridine carbdithioate ∆G‡ was 14.3 (kcal/mol) and for ethyl 1-pyrrolidine carbodithioate ∆G‡ was 17.0 (kcal/mol) which were in accordance with the theoretical results. The analysis were done by the Spinworks program which... 

Although CO2 is an environmentally benign solvent, many organic solutes are only sparingly soluble in CO2. We use Monte Carlo simulations in the context of statistical perturbation theory, Widom’s particle insertion and expanded ensemble techniques in order to investigate the molecular properties involved in enhancing the solubility of materials in CO2. Our Monte Carlo simulation of diluted methane and its fluorinated forms showed that substitution of H atom with F atom, results in more favorable solvation, but with further increase of F atom (after CH2F2) due to small size of solute it is impossible for all CO2 molecules in the first solvation shell (FSS) to have a good orientation against... 

The optimum wave functions and calculation method were obtained using a 24 factorial design. Based on preliminary experiences, the following four factors at two level was selected: electron correlation, triple-ξ valence shell, diffuse function and polarization function.
The wave functions for calculating gas phase 1H chemical shifts of primary and secondary alcohols were optimized using factorial design as multivariate technique. Gas-phase experimental 1H chemical shifts of 18 alcohols were used to establish the best levels of theory for obtaining 1H chemical shift, among them the new experimental values of 1H chemical shifts of 10 alcohols were obtained in our laboratory. HF/6-31G(d,p)... 

In this project, 13 C nuclear magnetic shielding constants and also hindered internal rotation about C-N bond in compound 4 -(phenylacetyle) morpholine are investigated The Factorial Design method was used to obtain the best solution for chemical shift computations and comparison made out in two levels (HF and B 3 LYP). Consequently the (B 3 LYP) method own better data. 13 C NMR Spectra were taken at variable temperature ,and then with simulation of bandshape broadening pattern at coalescence region ,rate constants of exchange were obtained for all temperatures. For simulation of line-shape broadening Spinworks software was used, that with two interfaces made possible simulation with two...