Sharif Digital Repository

We investigate order book events impacts on price movement, using the 31 stocks from the Tehran Stock Exchange. We show that in a low-depth market the mid-price change is explained mainly by a linear relationship with our proposed explanatory variable, modified order flow imbalance that represents the depth-adjusted differences of first level orders volumes in different sides of order book. Our results shows that the bid and ask spread has a negative effect on the power of events to move the price  

Today, the cleaning and moss removal of the hulls of ships is very important due to the strict and international laws of reducing pollutants and the exorbitant cost of fuel of the country's navy. The advantages of cleaning the hull of vessels are reduced fuel consumption, increased ship speed and longer hull life. Traditionally, the hulls are cleaned by divers, and in recent years the use of crawling robots has been welcomed by the industry because of its benefits. This important thing in Iran is still done by divers and therefore the need for indigenous development of such robots in the country is felt.In the present study, the aim is to design and build a reliance system for the ship's... 

In this study, the performance of the Moss-Brooks semi-empirical model in estimating soot for six different diffusion flames with methane, ethylene, and kerosene fuels in laminar and turbulent regimes has been investigated. The results show that the model with the default constants in the laminar ethylene flame has relatively acceptable performance, but in the turbulent ethylene flame as well as the laminar and turbulent flames of methane, has a significant error. In this regard, inspired by past research and performing sensitivity analysis, the constants of oxidation and coagulation sub-models were reviewed and Improved. The results of soot volume fraction were evaluated for values of 0.015... 

In most real combustion systems, flow is turbulent (e.g., diesel engines). Therefore, a reliable turbulence modeling approach is necessary to design and analyze a system with turbulent flow. Direct numerical simulation (DNS), Large eddy simulation (LES), and Reynolds-averaged Navier-Stokes (RANS) are the three most mature Computational fluid dynamics (CFD) methods for turbulent flow simulations. Because of LES’s good accuracy and acceptable computational cost. In this project, LES is chosen to simulate the turbulent flow field.Modeled turbulence subgrid scales' interaction with nonlinear flow parameters, needs modeling. In supercritical and transcritical conditions, Equation-of-state is a... 

The purpose of this study is to simulate a turbulent premixed flame with the help of the Laminar Flamelet Decomposition method. Numerical simulation is considered the main approach for studying this flame. A Bunsen-type premixed burner, which has a novel approach to making different levels of turbulence, has been used for modeling the premixed flame. To reduce the cost of numerical calculations, the Reynolds-averaged Navier-Stokes approach has been chosen for the CFD simulation. In this study, the Laminar Flamelet Decomposition model is the main combustion model for analyzing the turbulent premixed flame and with this method, the rate of reactions for all the reaction species will be... 

Dynamic spectrum access with the aid of cognitive radio (CR) technology is a viable solution to spectrum scarcity. There are many military and emergency applications that require the use of cognitive radio ad-hoc networks (CRAHNs). In these net- works, nodes must first find each other in a wide spectrum and then exchange their desired data. The process of finding each other in a multichannel environment is a challenging task and is usually known as rendezvous. Since rendezvous is the first step in communication, disrupting will disable the nodes from establishing proper communication sessions. That results in a drastic degrade in the performance of the network. Therefore, it is important to... 

Today's millimeter imaging has been widely used in the field of security and medicine. With increasing security threats, there is a need for improved security equipment. Millimetric waves not only have the ability to penetrate dielectric materials, but also the ability to separate them to detect hazardous materials. Also, the millimeter-field imagery is capable of detecting different materials from each other, which is an advantage in detecting hidden cases. Unlike X-ray imaging, millimeter waves do not have the ability to ionize the cells of the body, which reduces the risk of creating radios for imaging. In this project, an array antenna with two orthogonal poles is designed. Macrostrip... 

Rewarding system is one of the most important and basic subsystem of human resources and it is one of the main concerns of the managers in any organization, since an appropriate bonus payment system increases motivation and efficiency of individuals and vice versa an inappropriate rewarding system provokes frustration in staff .Rewarding system is more important in project-oriented organizations because the most influential factor in the success and profitability of the organizations is motivated employees. The basic question in this study is that what kind of payment reward a project-oriented organization should have in order to get its employees motivation and ultimately make the... 

Cognitive Radio (CR) technology enables dynamic spectrum access (DSA) to overcome the problems of unlicensed bands which is becoming overcrowded. However, providing an acceptable quality of service (QoS) for cognitive users requiresmore sophisticated approachesdut to the existence of primary users (PU) with their high priority over licensed bands. Additionally, reducing interference with primary users so that they can communicate without interruption is of extreme importance. In order to meet cognitive user’s quality of service as much as possible and reduce interference with PUs, a new class-based multipath on-demand routing protocol for cognitive radio networks (CMORC) is proposed. CMORC... 

Along with the huge applications of wireless networks and creation of advanced wireless technologies, such as Bluetooth, WiFi, 3G and 4G, an evolution of Mobile Ad Hoc Networks emerged called opportunistic networks. In these networks, network topology is unpredictable; therefore, to send the message to the destination, moving nodes were used opportunistically. So one of the main challenges in this type of network is the routing problem. Amongst existing methods, methods that apply context information can help greatly to choose the right path. In this thesis a method was presented to gather information applying cell network classification and learning cellular automata, from the location of... 

In wireless powered communication networks (WPCNs), wireless nodes are charged via an access point. In these networks, an access point transfers power to the nodes, and then, the nodes use the received power to transmit their information to the access point. Due to the wireless transmission of the information, eavesdropping of it is an important vulnerability in these networks. The conventional method to resolve this security problem is using cryptography algorithms. However, this method needs key management and complex encryption algorithms to be used by the nodes, which may not be applicable. Physical layer security (PLS), which uses the channel characteristics, is a more suitable way to... 

Azo dyes that are the most common dyes in textile industries, are toxic and stable complex compounds. Release of this dyes in environment disturb the ecosystem and endanger human health. So selection of an appropriate method for treatment of them is a sensitive work. photocatalytic degradation is one of the best promising methods because of its perfect mineralization, middle condition and lack of creating the secondary pollutant. In this research CuO/CNT nanocomposite was synthesized and used as a photocatalyst. The surface features of CuO/CNT were surveyed by using Fourier transform infrared(FTIR), X-ray diffraction (XRD) and Scanning electron microscopy (SEM). Photocatalytic efficiency of... 

Removing pollutants of water and, in general, wastewater treatment is one of the most important issues in the world. In this research, we synthesized a nanophotocatalyst based on znic-iron in the form of a magnetic core-shell Fe3O4@ZIF-8, and used to degrade the malachite green toxic color of wastewater. SEM, XRD and FT-IR analyzes have been taken and analyzed fore all three core, shell and core-shell composite catalysts.Due to the band gap of core-shell nanocomposite and the performance of the malachite green dye, a photocatalytic process under the visible light was obtained, which at an optimum amount of photocatalyst 0.003g, we reach 99.2% dye degradation at the 30ppm concentration. This... 

Today, we live in an information age where all people can access the vast amount of data in the world by connecting to the Internet.Since the Internet has expanded significantly to share information, some individuals and organizations seek to be able to prevent the possible sabotage of some people by monitoring network users. Analysis of computer network traffic is one of the importance issues that many activities have been done in this area. One of the most important questions in traffic analysis is to identify the main content of traffic on the encrypted network. Numerous studies have shown that the traffic of websites visited through the Tor network, including Specific information that... 

An a priori analysis is performed to assess the performances of Laminar Flamelet Decomposition (LFD) and Conditional Source-term Estimation (CSE) methods in predicting conditional and unconditional filtered production rates and mass fractions for turbulent premixed flames over a wide range of Karlovitz numbers, which is an indicator for the level of turbulence-chemistry interaction in premixed combustion.In LFD, it is assumed that a turbulent flame is composed of strained laminar flamelets. By presuming the functional form of the probability density function (PDF) of the progress variable and inverting the integral equation for the unconditional filtered mass fractions of one of the species,... 

Storage of the spent nuclear fuels is one of the topics of interest in recent years and many researches have been conducted in this field in order to design storage casks for spent nuclear fuels. In this study, thermal-hydraulic analysis of a dry storage cask for Bushehr Nuclear Power Plant spent nuclear fuels is carried out. Geometry of the analyzed cask is taken from a Russian transportation cask TK-13. Drawing of the geometry is achieved with SolidWorks and it’s meshing is completed in Gambit. 3 different cases were considered for cask’s geometry and design: cask without spacers inside, cask with spacers inside, and cask with spacers inside and fins on the outside surface of the cask.... 

In this research, a review on fluoride adsorption revealed that the modification of the adsorber surface with ions like Ca2+ results in great enhancement of the fluoride adsorption. It seems that the enhancement in fluoride adsorption by the modified adsorber, is mainly due to the selective chemical binding of the fluoride ion with the surface-bound ion (Ca2+), regardless of the base material itself. In order to confirm this hypothesis, two different adsorber materials namely, γ-alumina (a material, conventionally used for fluoride removal from water and wastewater) and Micro-silica (a mineral with small adsorption capacity for fluoride) were selected for further study. It was found that the... 

The production of oil is challenging in the fractured reservoirs due to the large transmissibility contrast between matrix and fracture, and primary recovery is often low. The recovery efficiency depends on the relationship between the fracture and matrix permeability, and is strongly dependent on the wettability of the matrix, which reflects the imbibition potential of the reservoir. Among these parameters the multiphase fluid flow in gas invaded zone is the point of interest in this project. Gas injection in naturally fractured reservoirs maintains the reservoir pressure, and increases oil recovery primarily by gravity drainage and to a lesser extent by mass transfer between the flowing... 

Normal aggregates are replaced by polystyrene beads (EPS) due to their low unit weight. EPS concrete is known for its low density and environmentally friendly properties apart from having various pros such as better heat and sound isolation, affordability, and ease of construction. EPS grain size can also affect the compressive strength, and the tensile strength of EPS concrete compression is also inversely related to EPS grain diameter. The EPS concrete has four different percentages of EPS; 0%, 25%, 50%, and 75%. Each EPS percentage has six different unit weights; 15,20,25,30,35 and 40 kg/m3. In the present study 19 different types of mixing designs were used, the one with no EPS beads has... 

Study of the structural flexibility of large-scale wind turbine components on aeroelastic performance is important under the existence of critical atmospheric conditions. Prediction and control the critical deformations, identifying maximum local deformation and modeling the forces involved, are required. Aeroelasticity analysis is a suitable method for studying the coupling effects of wind turbine aerodynamics, dynamics and structures. This research has been done by modeling wind turbine components including blades, hub, nacelle and tower, taking into account aerodynamic couplings, dynamics and structures. Considering the large scale of reference wind turbine, nonlinear equations have added...