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    The Calculation of Margin Requirements For Gold Futures Contracts By Using Conditional Extreme Value Theory

    , M.Sc. Thesis Sharif University of Technology Karimi, Samira Mameghani (Author) ; Zamani, Shiva (Supervisor)
    Abstract
    Futures exchanges require a margin requirement that ensures their competitiveness and protects against default risk. The purpose of a margin requirement is to protect a clearinghouse from members’ defaults resulting from big losses due to adverse movement of futures prices. Extreme movements are central to the margin setting problem, because only a large price variation may cause brokers to incur losses. So in this study according to recent default in gold futures in Iran Mercantile Exchange we apply extreme value theory for computing unconditional and conditional optimal margin levels based on Block-Maxima and Peak over threshold approaches.The results show that at very high confidence... 

    Designing Granular Sequencing Batch Reactor for Investigating the Effect of Influent Feeding Alkalinity and Rreactor pH on Aerobic Granulation

    , M.Sc. Thesis Sharif University of Technology Rezasoltani, Samira (Author) ; Shaygan, Jalal (Supervisor)
    Abstract
    Laboratory experiments were carried out to investigate the effect of influent alkalinity and reactor pH on microbial species, morphology and performance efficiency of aerobic granules. The experiments were conducted in two L sequencing batch reactors (R1-R2) with different influent alkalinity and pH medium. pH in R1 ,with high influent alkalinity, was in the range of 7-7.5 and pH in R2 was adjusted in 4.5-5.5. The experimental results demonstrated that the dominated microbial species and structure of granules were different in two rectors. Acidic environment of R2 provide favorable condition for fungal growth and granules formed within first week of operation. On the other hand in R1,... 

    Effect of pH on aerobic granulation and treatment performance in sequencing batch reactors

    , Article Chemical Engineering and Technology ; Volume 38, Issue 5 , 2015 , Pages 851-858 ; 09307516 (ISSN) Rezasoltani, S ; Shayegan, J ; Jalali, S ; Sharif University of Technology
    Wiley-VCH Verlag  2015
    Abstract
    Two sequencing batch reactors were operated to investigate the effect of influent alkalinity and reactor pH on aerobic granulation. In the first reactor R1 with high influent alkalinity the pH was adjusted in the neutral range, and in the second reactor R2 with low alkalinity the pH was held within the acidic range. The R1-dominating species were bacteria and the appearance time of granules was three weeks after reactor start-up. On the other hand, the acidic environment of R2 provided favorable conditions for fungal growth, and rapid granule formation occurred within the first week of operation. The varying microbial structure of granules resulted in different reactor performance in terms... 

    Rapid start-up and improvement of granulation in SBR

    , Article Journal of Environmental Health Science and Engineering ; Volume 13, Issue 1 , 2015 ; 2052336X (ISSN) Jalali, S ; Shayegan, J ; Rezasoltani, S ; Sharif University of Technology
    BioMed Central Ltd  2015
    Abstract
    Abstract Background: The aim of this study is to accelerate and improve aerobic granulation within a Sequencing Batch Reactor (SBR) by cationic polymer addition. Methods: To identify whether the polymer additive is capable of enhancing granule formation, two SBRs (R1 and R2, each 0.15 m in diameter and 2 m in height) are used by feeding synthetic wastewater. The cationic polymer with concentration of 30 to 2 ppm is added to R2, while no cationic polymer is added to R1. Results: Results show that the cationic polymer addition causes faster granule formation and consequently shorter reactor start-up period. The polymer-amended reactor contains higher concentration of biomass with better... 

    Laboratory Study of Transverse Dispersion and Hydrodynamic of Continuous Flow Around Cylindrical Cylinders

    , M.Sc. Thesis Sharif University of Technology Soltani, Samira Sadat (Author) ; Jamali, Mirmosadegh (Supervisor)
    Abstract
    In this study, by performing a series of experiments, the effect of the presence of cylinders on the formation of vortices and the interaction of cylinders on each other and, finally, transverse propagation in a steady flow are investigated. The cylinder cylinders that are in the direction of the motion of the water, have a significant effect on the hydrodynamic aspects and propagation in these streams. In the pattern of flow around cylindrical cylinders, with increasing Reynolds number, the vortex behind the stem begins to oscillate and when they reach, vortices flow into the stream. The flow velocity field, the formation and vortex fluctuation, affects the process of particle propagation... 

    Study of behavior of two phase flow in vertical large diameter pipe

    , Article ASME International Mechanical Engineering Congress and Exposition, Proceedings (IMECE), 12 November 2010 through 18 November 2010 ; Volume 7, Issue PARTS A AND B , November , 2010 , Pages 1735-1741 ; 9780791844441 (ISBN) Kebriayi, M. H ; Karrabi, H ; Rezasoltani, M ; Saidi, M. H ; Sharif University of Technology
    2010
    Abstract
    Knowledge of Air-water two phase flows is significant to different engineering systems such as chemical reactors and power plant and petrochemical and petroleum industry. One of the most industrial cases of two phase flow is two phase flow in vertical large pipes. In this paper in order to find two phase flow behavior along vertical large diameter pipes we simulate air inlets with different number of holes and different hole diameters in the same flow rate of air. In addition, flow characteristics such as cross-sectional void fraction and velocity and pressure were considered. To achieve this aim, main equations of flow have been developed for investigation of flow behavior in air-water two... 

    RoMa: A hi-tech robotic mannequin for the fashion industry

    , Article 9th International Conference on Social Robotics, ICSR 2017, 22 November 2017 through 24 November 2017 ; Volume 10652 LNAI , 2017 , Pages 209-219 ; 03029743 (ISSN); 9783319700212 (ISBN) Alemi, M ; Meghdari, A ; Saffari, E ; Zibafar, A ; Faryan, L ; Ghorbandaei Pour, A. L ; RezaSoltani, A ; Taheri, A ; Sharif University of Technology
    Springer Verlag  2017
    Abstract
    This paper presents the design performance characteristics of a novel Robotic Mannequin, “RoMa”, developed for the fashion industry. RoMa, a full-body humanoid social robot platform, is currently in the final stages of development for visual merchandising to promote customer appeal. RoMa is characterized by nine features which are listed as: appealing appearance, avoiding the uncanny valley, easy maintenance, interactive, light weight, low developmental cost, suitable body movements, suitable color, and user friendly. In this paper, important design procedures and considerations are briefly presented and discussed. © 2017, Springer International Publishing AG  

    Nanoparticle-based optical sensor arrays

    , Article Nanoscale ; v. 9 , 2017 , pages 16546 – 16563 ; 2040-3364 Hormozi-Nezhad, M. R ; Bigdeli, Arafeh ; Ghasemi, Forough ; Golmohammadi, Hamed ; Abbasi-Moayed, Samira ; Farahmand Nejad, M. Amin ; Fahimi-Kashani, Nafiseh ; Jafarinejad, Somayeh ; Shahrajabian, Maryam ; Sharif University of Technology
    Royal Society of Chemistry  2017
    Abstract
    As in many other methods that have integrated nanoparticles (NPs), the chemical nose/tongue strategy has also progressed greatly since the entrance of NPs into this field. The fascinating tunable physicochemical properties of NPs have made them powerful candidates for array-based sensing platforms and have enabled the development of real-time, sensitive and portable systems that are able to target complex mixtures of analytes. In particular, the unique optical properties of NPs have a key role in providing promising array-based sensing approaches. This review will describe the main aspects and processes of most common NP-based optical sensor arrays. The fundamental steps in the design of a...