Sharif Digital Repository

This study investigates the effect of commodity price shock, including oil and base metals prices, on Tehran exchange and industries stock returns. These industries have the largest market share in Tehran exchange and may heavily depend on global prices. Using weekly data from 1387 to 1396, Multifactor and VAR models are performed to analyze the variance decomposition and impulse response function of each industry to 1% price shock. In addition to global prices, some macroeconomic factors that are likely to affect stock returns are considered. The results show that commodities price shocks have dynamic and significant effects on stock returns  

With the rise of the concept of “Big Data”, both data volumes and data processing time increased, imposing the need for new methods of processing and computation of said data.Analytical and computational methods in Machine Learning are some of the most important applications of Big Data processing. There exist many methods of data analysis in the Machine Learning field, each requiring extensive processing on Big Data. One of the methods for working with Big Data is Distributed Systems. MapReduce is one of the most popular methods distributed computation by increasing the ease and speed of distributed processing of big data. But a number of bottlenecks have been discovered in MapReduce which... 

In this thesis, we first explain how we can construct three-point amplitudes for both massive and massless particles by solely knowing the Lorentz invariance and spin or helicity of particles. Then, using BCFW recursion relation, we determine the tree-level amplitudes. To calculate the loop amplitude, we apply the unitarity of Smatrix.The unitarity relates the tree-level amplitudes to loop level. Finally, I discuss some exciting topics in this field, including color-kinematics duality, some relevant applications of contemporary S-matrix theory in effective field theories  

During years, supersymmetry has been a candidate for resolution of Higgs mass fine-tuning problem that is quadratic dependence of scalar mass radiative correction to UV-physics. So, supersymmetry phenomenology is of great importance. As accelerators have reached energy of 13 TeV in recent years and sparticles have not yet been observed, it is important to have a theory in hand, describing SUSY breaking dynamics with scale of SUSY breaking above the energies currently accessible to accelerators. As a result of mass-sum-rule constraint which holds in theories with spontaneous SUSY breaking at tree level and leads to light sparticles and even tachyonic directions, there are currently no... 

Although electronic banking service has been introduced in Iran for more than a decade، today half of the people who go to the physical bank branches are the ones can do their affairs via e-banking. The banks’ managers attribute the main reason for these unnecessary travels to insufficient trust towards e-banking systems. One of the important tools in this regard is mobile banking which is prevailing around the world، however it has not prevailed enough in Iran. This research has tried to investigate the cognitive and non-cognitive dimensions of trust to mobile banking. The data for this research has been collected from users of mobile bank service who have filled the online research... 

Shia theology has gone through different transformations throughout history. In the contemprorary age diverse studies have been carried out in order to discribe it’s preceding changes and future transformations. This tesis tends to show at first that “MacIntyre’s method of historical-philosophical study” is an overally justified model for such studeis, in comparison with the two other models of “Kuhn’s model of scientific revolutions” & “Lakatos’s research programs.” Afterwards, this model has been used for the study of shia theology and a brief narration of the rationality traditions of shia theology through the Iranian tradition has been given. The focus of this section has been on the... 

Massive MIMO is a key enabling technology in the fifth generation (5G) wireless communication systems. In this technology, the base station is equipped with a large number of antennas (e.g. 100-200) and communicates with a relatively smaller number of user terminals. The large number of antennas at the base station, on one hand, has enabled unprecedented improvements in data rate and energy-efficiency, while on the other hand has posed challenges on the practical deployment of this technology.One of these challenges, is the high computational complexity of the baseband processing algorithms, such as precoding, due to the large number of antennas. In this research, we propose a novel ZF... 

One of the open questions in particle physics and cosmology is matter-antimatter asymmetry in the Universe. Observations at different scales in the early universe indicates that the number of baryons and leptons are greater than the number of anti-baryons and anti-leptons. Various mechanisms in the last 50 years, have been proposed to generate this asymmetry from a symmetric Universe. They can be classified into two groups: models which add new particles and interactions and models which consider gravity and time dependent background fields. The basic difference is that if they respect CPT symmetry or not. In this thesis we take the second approach. We study the neutrino sector of the... 

Energy storage is a pivotal technology to dealing with increasing demand for reliability and challenges of renewable energy integration. This thesis provides a benders decomposition framework for expansion studies of energy storage systems (ESSs) in high wind penetrated power system and uncertainties of wind farms expansion and wind speed. This work proposes probabilistic and robust approaches to determine the optimal location and size of storage devices to reduse wind curtailment. The proposed methodologies are implemented on the modified IEEE 73-bus test system and their anticipated applicability are compared to each other and well verified  

One function of futures markets is to signal about future spot prices. This role is accommodated by creating a way for future tradings. In futures markets, different types of investors, including speculators, arbitrators, and hedgers, trade based on their expectations of the future. The better the agents are in pricing, the more significant this role of financial markets. Therefore, it is possible that futures prices contain information that helps to predict maturity spot prices. This study examines the performance of using gold coin futures prices in forecasting with the help of data from December 2008 to July 2016. Studying the cointegration relationships between futures and maturity... 

The dRGT theory of massive gravity is a consistent theory of interacting massive spin 2 particles. As an effective field theory compared to observational data, its UV cutoff is rather low. Namely, unitarity is violated at low energies in scattering of longitudinal modes. In this dissertation, we give a brief review of the dRGT theory and its challenges. Of particular interest is the question of its UV completion in a more consistent model. Then, we show that this theory can be obtained from a topological gauge theory in one higher dimension. After dimensional reduction and symmetry breaking via boundary conditions, we obtained four dimensional effective field theories including the dRGT plus... 

The turbulent waves of the sea and their impact have always been one of the challenges of marine activities. Recently, with the world economic development and the boom of maritime tourism, providing comfort for the occupants of ships and boats has become one of the issues of engineering concern. Therefore, different methods are used to address this challenge. In this article, we first review these methods and then try to choose the optimal method and design a system for a relatively small boat that can compete with other methods. The method of choice is "damping mass", which has never been used to reduce the movement of boats. In this paper, by obtaining the equations governing the physics... 

Jetsurf is a recreation vessel at sea. It is a surfboard that is equipped with a motor propulsion system and provides surfing, which is an exciting and popular sport, in calm seas, lakes, dams, rivers and natural and artificial canals. This project is divided into four steps. In the first step, the appropriate dimensions for the design of this device are specified. In the second step, to calculate the resistance of jetsurf, at first a model with similar dimensions including experimental results in Star CCM+ software was validated by computational fluid dynamics method and Overset dynamic mesh technique and then jetsurf resistance with dimensions of 1.8x0.6x0.225 meters was calculated. In the... 

Since the power systems usually are being operated close to their nominal capacity due to economical reasons, the probability of wide blackouts in power grids have been increased. However by employing suitable strategies the probability of huge blackouts is still very small but if they occur may put the power system operators in trouble while restoring the system. Thus many studies have been conducted in recent years dealing with power system restoration planning to achieve fast and reliable restoration plans. The scope of this project is overvoltage assessment during system restoration. In this manner we can find the optimal strategy with the least overvoltage problems to prevent the... 

The recent advances in communications and processing technologies have paved the way for a new business model in IT industry. In this new model, frequently called “software as a service” or in short SAAS, software is hosted on servers operated by a software vendor instead of customers and all required transactions take place through the network, especially through World Wide Web. There are several differences between traditional business models and SAAS, including pricing and revenue model. Given the fact that vendor’s can monitor the customer usage, new and more complicated price structures such as usage-based pricing is possible, In this new business model. Although this pricing structure... 

Proton precession magnetometers are one of the most sensitive scalar magnetic sensors. Their function is based on Zeeman effect and also nuclear magnetic resonance phenomena. In this project we have designed and implemented needed coils, swithching and signal detection circuits. Because of extremely high sensitivity of this sensor to induced noises and also gradient of earth’s magnetic fileld, detection of precession signal needs design of low noise electronic circuits with special EMC considerations. The implemented system in this project contains different blocks, such as switching circuit and its related control unit, amplifier, filter and frequency meter. Using this system, the obtained... 

Iran is regarded as a dry land and has suffered from extreme to severe drought conditions in recent years. Drought – which is mainly caused by shortage in rainfall – affects the normal life in Iran. Development of tools for effectively monitoring and predicting drought intensity might help the policy makers to reduce the vulnerability of the areas affected by drought. In this thesis, we showed that the intensity of drought can be predicted using satellite imagery data and recurrent neural networks. To this end, the standardized precipitation index (SPI) was chosen as an index for drought and normalized deviation of vegetation index (NDVI) as a remote sensing measure extracted from NOAA-AVHRR... 

Since stock markets play an important role in economy, reflect expectation about macroeconomic situation and affect monetary policy effects on macroeconomic variables, are special interest of monetary policymakers. Hence, this dissertation studies relationship between monetary policy and market of equities. We study the effects of monetary policy of federal reserve on New York Stock Market Exchange return at firms level during 1999-2007 in an event study. Results confirm the conventional relationship, which is monetary policy affects firms’ return negatively. However these effects are not same for all firms. We find that market capital as proxy for size of firm and the industry which firm... 

There have been numerous papers worked on the effect of U.S. monetary policy on other countries macroeconomic variables; considering U.S. important role in the world economy. However, few papers focus on foreign countries monetary policy reactions to U.S. monetary policy. The main purpose of this dissertation is to find out how foreign countries policy makers react to U.S. monetary policy. In order to answer this question, we consider the effect of exogenous monetary policy shock on other countries’ short term interest rates. The second part of the dissertation focuses on which elements can explain the differences in countries’ monetary policy reaction. At last, we consider the effect of... 

People often conduct extensive searches in Internet, when they are involved in purchasing process of digital products. One primary challenge with the method of such searches is this fact that they heavily rely on a wide variety of technical characteristics, while buyers not being well familiar with such attributes. As such, they frequently fail to identify and purchase the right product. To address this issue, value-based approach is proposed by which the decision process is expected to be facilitated and become more efficient since it is based upon direct comparison of values gained by each product. In this thesis, as a case study for digital products, value attributes of mobile products...