Sharif Digital Repository

Multi-period Value-at-Risk (VaR) forecasting is important for risk management. Financial institutions especially commercial banks according to Basel Committee regulations for capital adequacy in “Internal Approach”, should forecast their VaR for multi-period horizons (longer than one day). The most conventional approach for forecasting multi-period VaR is scaling one-day forecasted VaR that is called “square root of time rule”; therefore most works in this area have been focused on forecasting one-day VaR. In this study, we review performance of a wide range of different methods in forecasting multi-period VaR. The results of our study show that historical simulation performs weakly in... 

Many industries such as olive oil mills, petroleum refineries, petrochemical plants and oil field operations generate saline wastewaters containing phenol. The aerobic moving bed biofilm reactor (MBBR) was investigated in this work in order to assess its performance for the degradation and chemical oxygen demand (COD) removal of phenol as the sole substrate from saline wastewater. The effect of inlet concentration of phenol (200–1200mg/L), hydraulic retention time (8–24 h), inlet concentration of salt (10-70gr/L), organic shock loading, hydraulic shock loading and salt shock loading were evaluated on the performance of two 10-liter MBBR seeded with mixed culture of active biomass... 

Formulating of general relativity and the assumption that gravity is only effective interaction in large-scale universe, has been a beginning for surveying the whole universe , its start and its end as a physical phenomenon. According to the Friedmann's answer to the Einstein's equation , Hubble observations and CMB radiation observations , the Big Bang model was accepted as the standard model of cosmology.
According to this model , the universe which is assumed homogeneous and isotropic , starts from a singularity (Bang) and is currently expanding. In 1970s after some tentative researches like observation of homogeneity and isotropy of CMB and visionary researches some problems like... 

In this Thesis Project the Behavior of Multi-story Steel Frames Equipped with Yielding elements has been investigated and analyzed. These elements act against severe earthquakes like fuse and cause dissipation in main part of input energy of structure. The position of these elements are at the cross point of braces. The most advantages of yielding elements in steel frames are ease to use and ability to replace after earthquake The main idea in this research is the effect of number of stories in buildings which are equipped with yielding elements.3,7 and 10-story steel frames with 3 bays and 15,20 and 25-story steel frames with 5 bays are the models for this investigation. At the first part... 

In the present study, effects of Post Aeration stage on moving bed biofilm reactor (MBBR) sludge and effluent quality was investigated by simulated wastewater. Reactors Volume were 3.2 and 5.9 Liter and their filling-fraction were 53% and 29%, respectively. All tests were done at 2.5 and 4.6 volume fraction, in which organic loading rates (OLR) were 2, 4, 6 g/L.d and Hydraulic retention times (HRT) were 3 and 6 hours. Increasing in HRT results in bioreactor efficiency improvement, the most efficiency values were found 81% and 84% for MBBR and MBBR-PA respectively at HRT of 6 hours and 53% filling-fraction. The greatest effect of post aeration on organic removal rate was obtained at HRT of 3... 

The current global economy challenges and the importance of maintaining a sustainable development strategy has increasingly bolded the importance of construction productivity measures. This research describes the results of a running research that is to find the most critical factors affecting the productivity of high rise concrete building projects in developing countries. To achieve that, we have conducted Delphi method in two phases. In the first phase we had a brainstorming program with construction experts from owner organizations, construction contractors and designing engineers to identify factors that have influenced productivity in recent concrete building construction projects.50... 

In this research, MBBR was used to study petrochemical and gas refinery industry's low strength wastewater COD removal for reuse purposes. Reactor's feed was synthesized based on data analysis conducted by fourth wastewater treatment facility operating in phases 6,7 and 8. Inlet COD was 70 mg/L and this COD was provided by different portions of Mono ethylene glycol and Tri ethylene glycol. COD removal was studied under 1, 2 and 3 hours hydraulic retention time. Reactor's feed was provided with COD ratio of ( 〖COD〗_MEG/〖COD〗_total ) 65%, 60% and 50%. For the first time, hybrid combination of activated sludge system and MBBR was carried out and recycle stream was used in this system. The... 

One of the most common devices for terahertz (THz) wave generation and detection is a Terahertz photoconductive antenna. Impedance matching between the antenna and the photoconductive material is a primary factor to obtain high optical-THz conversion efficiency. Because of the time dependant conductivity of the photoconductive material, impedance mismatching is an obstacle for generating high power THz pulses. Moreover, the range of laser power (when using Ti:Sapphire) from the excitation source varies from a few tens of milliwatts to a few watts while the radiated THz power as compared to this laser pump power is very low (in the order of a few μW); this means a low power conversion... 

This paper aims to test an important hypothesis in financial economics: whether equity returns are predictable over various horizons? The variables that we use are dividend yield, dividend-price ratio, price-earning ratio, dividend payout ratio and stock variance. For one month horizon,we compare forecast from predictive regression and forecast from historical mean both in-sample and out-of-sample. Evidence shows that to some extent, stock variance has predictive power and predictive regression model has a better performance than the historical mean model, but fundamental variables don’t have predictive power. The multivariate model has improved the performance, but we don’t see any... 

A large number of structures subjected to the seismic loading have been damaged or have experienced failure in different parts such as the pile structure or even in the entire structure due to unanticipated effects of the soil-pile-structure interaction.The complexity of problems regarding the soil-pile-structure interaction is an influencing factor in prediction of the behavior of structure during the earthquakes. In this study, the effect of the interaction on the dynamic response of bridges was investigated using the finite element software ABAQUS. The primary purpose of this study, as previously described, is to study the effects of the soil-structure interaction on a bridge located on a... 

Coding information data is one of the ways to prevent noise effect on the information bits, during passing communication channels. Coding data gives the possibility to detect and correct the data in the receiver. The LDPC codes which were first introduced by Gallager in the 1962 are forward error correction codes and can approach the Shannon’s capacity to within hundredths of a decibel.
In this project a modified algorithm for decoding these group of codes is introduced, which can achieve acceptable bit error rate, while it can have better throughput than the same implementations. This algorithm is implemented partial-parallel for IEEE802.11n standard in ASIC. It is shown that, it has... 

Opinion formation is one of the major topics in social networks analysis and mining. A number of methods have been introduced for describing and simulating this phenomenon. In this thesis, we proposed a novel optimization framework based on an opinion formation model that used the Deffuant’s model with some changes in neighbors’ selection policy. Its efficiency was compared with a number of benchmark optimization methods including genetic algorithms, differential evolution and particle swarm optimization.The proposed model demonstrated better performance than the others.In the proposed, each person changes his opinion based on one of his neighbors who has the best performance in terms of the... 

Screw compressors are one of the most applicable compressors in marine engineering. Producing of compressed air for ignition of ship’s disel engine, air conditioning, cooling of food and producing of Nitrogen are applications of this compressor in marine industry. So, improving reliability of these compressors is so important.First of all, componenets of screw compressors, failure modes and different ways for improving reliability of this compressor are studied. The best way to improve reliability of rotating machinery is condition monitoring and so this way was chosen to be studied. In this approach, by using CM data and failure history data of a high pressure water descaling pump are used... 

There is a growing demand for efficient treatment plans which can deal with high loading of organic pollutant, considering the population growth in communities. Our country is going toward industrialization; hence, it requires more effective and efficient treatment plans as well as innovative ones. Moving Bed Biological Reactors are accounted amongst appropriate methods in removing various pollutant which has been used in recent decades. In regard to increasing demand for new treatment plans, one of the options can be upgrading of existing activated sludge systems. Two bioreactors with 10 liter volume each in parallel lines were used in this work. One of them was a regular MBBR as a blank... 

In this project design of adaptive neural network controller for uncertain nonlinear systems in the presence of different restrictions has been investigated. After providing introduction and motivation, two general forms of nonlinear systems including strict- feedback and pure- feedback have been introduced. In order to solve the problem caused by each restriction, a solution has been proposed. For the strict- feedback nonlinear systems several restrictions are considered such as, unknown dynamic model, unmeasured state, input saturation, unknown control directions, time delays in states and input. Stability analysis based on the Lyapunov theorem has been established. In addition, two kinds... 

In this research, I intend to case study formal education textbook in Iran that responsible for educate science in elementary school or educate physics in high school that to study the situation of education in this field of knowledge in Iran. The method of this research is study the text of textbook and find instance that somehow build philosophy of science assumption in students’ minds. In the following, I categorize these founded phrase that find in all related books, following the current philosophy of science theories. In the end of this research, I present an explanation of these authors textbook’s assumption  

Water is one of the world’s most valuable resources, yet it is under constant threat due to climate change, explosive population growth, and waste. One of the most promising efforts to stem the global water crisis is river contaminated, water reclamation and reuse. This study was carried out to investigate in the water quality “S. H. C.” using treatment techniques. Research project was to check out which method give maximum removal of TOC, COD and coliform, fecal coliform and TSS where this parameters exceeded the permissible limits and therefore “S. H. C.” water was contaminated by these parameters. After carrying out the study more from 8 month on water treatment "S. H. C." we get the... 

After being introduced in 2009, the first fully homomorphic encryption (FHE) scheme has created significant excitement in academia and industry. Despite rapid advances in the last 6 years, FHE schemes are still not ready for deployment due to an efficiency bottleneck. Here we introduce a hardware/software codesign, in fact a hardware accelerator optimized for a class of reconfigurable logic to bring homomorphic encryption schemes one step closer to deployment in real-life applications. The accelerator we present is connected via a fast PCIe interface to a CPU platform to provide homomorphic evaluation services to any application that needs to support blinde computations. Specifically we... 

Cloud and distributed storage systems can provide large-scale data storage and high data reliability by adding redundancy to data. Redundant data may get lost due to the instability of distributed systems such as hardware failures. In order to maintain data availability, it is necessary to regenerate new redundant data in another node, referred to as a newcomer and this process reffered to repair process. Repair process is expected to be finished as soon as possible, because the regeneration time can influence the data reliability and availability of distributed storage systems. In this context, the general objective is to minimize the volume of actual network traffic caused by such... 

Nowadays, due to the indensible role of electrical energy in life of societies, the reliability of service should be provided in an economic form. Researches has shown that, about 80% of faults occur in the distribution network. In a distribution network that is equipped with automation systems, through the acceleration in the determination of the fault location, and also possibility of reacting against transient and steady faults, the electricity interruption time duration is minimized. This thesis aims to determine the number and to locate the auto reclosers and fault indicators in a distribution network optimally. To make it economically feasible, a limited number of these devices and...