Loading...
Search for:
hosseinzadeh--arian
0.115 seconds
Total 157 records
An Integrated Multi-criteria Decision Making Approach for a Sustainable Supply Chain Network Design
, M.Sc. Thesis Sharif University of Technology ; Shavandi, Hassan (Supervisor)
Abstract
Growing concerns towards social and environmental issues besides economic in supply chain causes that the sustainable supply chain become one of the most important concepts in a supply chain. Likewise, a supply chain network design which is profound influence on long-run economic, environmental, and social decisions is one of the key and strategic topics in a supply chain. In this study, we represent an integrated approach for a three-layer sustainable supply chain network design with routing and different transportation modes, the objectives of which are minimizing total costs, a minimizing 〖CO〗_2 emissions of transportation, and maximizing total values of social purchasing. In this...
Characterization of Plasma Etching Process Using Plasmonic Structures
, M.Sc. Thesis Sharif University of Technology ; Rashidian, Bizhan (Supervisor)
Abstract
plasma characterization has become an essential tool for characterization of etching process in fabrication of nano-electronic devices. The existing methods, such as Langmuir probe and interferometry, have shown drawbacks including disturbing the plasma and sensitivity to mechanical and thermal stability of the measuring systems. In recent years, due to the scale down of microelectronic devices and increase of their sensitivity to disturbance in the plasma etching process, a demand for measuring methods offering less disturbance has arisen. Plasmonic structures, owing to their unprecedented field enhancement and confinement, have been extensively studied. Their sub-wavelength dimensions,...
Pathwise grid valuation of fixed-income portfolios with applications to risk management
, Article Heliyon ; Volume 8, Issue 7 , 2022 ; 24058440 (ISSN) ; Chaghazardi, A ; Arian, H ; Sharif University of Technology
Elsevier Ltd
2022
Abstract
Numerical calculation of Value-at-Risk (VaR) for large-scale portfolios poses great challenges to financial institutions. The problem is even more daunting for large fixed-income portfolios as their underlying instruments have exposure to higher dimensions of risk factors. This article provides an efficient algorithm for calculating VaR using a historical grid-based approach with volatility updating and shows its efficiency in computational cost and accuracy. Our VaR computation algorithm is flexible and simple, while one can easily extend it to cover other nonlinear portfolios such as derivative portfolios on equities and FX securities. © 2022
Modified carrageenan. 5. Preparation, swelling behavior, salt- and pH-sensitivity of partially hydrolyzed crosslinked carrageenan-graft-polymethacrylamide superabsorbent hydrogel [electronic resource]
, Article Polymers for Advanced Technologies ; Volume 15, Issue 11, pages 645–653, November 2004 ; Sadeghi, M ; Hosseinzadeh, H
Abstract
The polysaccharide, kappa-carrageenan (κC) was chemically modified to achieve a novel superabsorbent hydrogel via graft copolymerization of methacrylamide (MAM) onto the substrate followed by alkaline hydrolysis. Ammonium persulfate (APS) and N,N′-methylene bisacrylamide (MBA) were used as a free-radical initiator and a crosslinker, respectively. The saponification reaction was carried out using sodium hydroxide aqueous solution. Either κC-g-PMAM or hydrolyzed κC-g-PMAM (PMAM: polymethacrylamide) was characterized by FT-IR spectroscopy. The effect of grafting variables (i.e. concentration of MBA, MAM, and APS) and alkaline hydrolysis conditions (i.e. NaOH concentration, hydrolysis time and...
Modified carrageenan. 4. Synthesis and swelling behavior of crosslinked kappa C-g-AMPS superabsorbent hydrogel with antisalt and pH-responsiveness properties [electronic resource]
, Article Journal of Applied Polymer Science ; Vol.98, No.1, 255-263, 2005 ; Hosseinzadeh, H ; Mazidi, R
Abstract
To synthesize a novel biopolymer-based superabsorbent hydrogel, 2-acrylamido-2-methylpropanesulfonic acid (AMPS) was grafted onto kappa-carrageenan (KC) backbones. The graft copolymerization reaction was carried out in a homogeneous medium and in the presence of ammonium persulfate (APS) as an initiator, N,N,N',N'-tetramethyl ethylenediamine (TMEDA) as an accelerator, and N,N'-methylene bisacrylamide (MBA) as a crosslinker. A proposed mechanism for KC-g-AMPS formation was suggested and the hydrogel structure was confirmed using FTIR spectroscopy. The affecting variables on swelling capacity, i.e., the initiator, the crosslinker, and the monomer concentration, as well as reaction temperature,...
Portfolio Value-at-Risk and expected-shortfall using an efficient simulation approach based on Gaussian Mixture Model
, Article Mathematics and Computers in Simulation ; Volume 190 , 2021 , Pages 1056-1079 ; 03784754 (ISSN) ; Sharifi, A ; Arian, H ; Sharif University of Technology
Elsevier B.V
2021
Abstract
Monte Carlo Approaches for calculating Value-at-Risk (VaR) are powerful tools widely used by financial risk managers across the globe. However, they are time consuming and sometimes inaccurate. In this paper, a fast and accurate Monte Carlo algorithm for calculating VaR and ES based on Gaussian Mixture Models is introduced. Gaussian Mixture Models are able to cluster input data with respect to market's conditions and therefore no correlation matrices are needed for risk computation. Sampling from each cluster with respect to their weights and then calculating the volatility-adjusted stock returns leads to possible scenarios for prices of assets. Our results on a sample of US stocks show that...
Customer Churn Prediction in Therapy Policy in Iran
, M.Sc. Thesis Sharif University of Technology ; Aslani, Shirin (Supervisor) ; Arian, Hamidreza (Supervisor)
Abstract
Using customer relationship management systems has led to the formation of databases containing businesses customer information. Increased competition in the markets, limited resources and high costs of attracting new customers compared to retaining existing customers have made customer retention an inevitable subject for business owners. Meanwhile, insurance companies, which due to their long history have suitable databases of product information and their customers, have resorted to using their databases to manage the relationship with their customers. In this research, while predicting customers churn in health insurance, as one of the most widely used products of domestic insurance...
Partially hydrolyzed crosslinked alginate-graft-polymethacrylamide as a novel biopolymer-based superabsorbent hydrogel having pH-responsive Properties [electronic resource]
, Article Macromolecular Research ; January 2005, Volume 13, Issue 1, pp 45-53 ; Aminfazl, M. S ; Hosseinzadeh, H
Abstract
In this study, a series of highly swelling hydrogels based on sodium alginate (NaAlg) and polymethacrylamide (PMAM) was prepared through free radical polymerization. The graft copolymerization reaction was performed in a homogeneous medium and in the presence of ammonium persulfate (APS) as an initiator andN,N′-methylenebisacrylamide (MBA) as a crosslinker. The crosslinked graft copolymer, alginate-graft-polymethacrylamide (Alg-g-PMAM), was then partially hydrolyzed by NaOH solution to yield a hydrogel, hydrolyzed alginate-graft-polymethacrylamide (H-Alg-g-PMAM). During alkaline hydrolysis, the carboxamide groups of Alg-g-PMAM were converted into hydrophilic carboxylate anions. Either the...
Comparative evaluation of advanced gas turbine cycles with modified blade cooling models [electronic resource]
, Article Proceedings of the ASME Turbo Expo ; Volume 4, Pages 537-546 , 2006 ; Sharif University of Technology
2006
Abstract
Advanced gas turbine cycles use advanced blade cooling technologies to reach high turbine inlet temperature. Accurate modeling and optimization of these cycles depend on blade cooling model. In this study, different models have been used to simulate gas turbine performance. The first model is the continuous model and the second is stage-by-stage model with alternative methods for calculating coolant, stagnation pressure loss and SPR. Variation of specific heat and enthalpy with temperature are included in both models. The composition of gas stream in turbine is changed step by step due to air cooling. These models are validated by two case study gas turbine results, which show good agreement...
Estimation of a Portfolio's Value-at-Risk Using Variational Auto-Encoders
, M.Sc. Thesis Sharif University of Technology ; Arian, Hamidreza (Supervisor) ; Talebian, Masoud (Supervisor)
Abstract
One of the most crucial aspects of financial risk management is risk measurement. Advanced AI-based solutions can provide the proper tools for assessing global markets, given the complexity of the global economy and the violation of typical modeling assumptions. A new strategy for quantifying stock portfolio risk based on one of the machine learning models known as Variational Autoencoders is provided in this dissertation. The suggested method is a generative model that can learn the stocks' dependency structure without relying on assumptions about stock return covariance and produce various market scenarios using cross-sectional stock return data with a higher signal-to-noise ratio. We...
Wideband 5 W Ka-Band GaAs Power Amplifier
, Article IEEE Microwave and Wireless Components Letters ; Volume 26, Issue 8 , 2016 , Pages 622-624 ; 15311309 (ISSN) ; Medi, A ; Sharif University of Technology
Institute of Electrical and Electronics Engineers Inc
2016
Abstract
This letter presents a Ka-Band 0.1-μm GaAs pHEMT Power Amplifier with broad bandwidth. The isolating backvia wall (IBVW) has been proposed to improve the stability and performance. Over the frequency band of 31-40 GHz, implemented PA delivers 5 W saturated output power, 28% maximum power added efficiency (PAE) and 20 dB maximum small-signal gain. The chip size of the PA is 11.9 mm2. To the best of authors knowledge, the presented PA demonstrates widest bandwidth in Ka-band GaAs PAs while maintaining compact size
Calculating Value at Risk for Bond Portfolios by Selecting Basic Scenarios in the Historical Simulation Method
, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor) ; Arian, Hamid Reza (Supervisor)
Abstract
In many methods of calculating Value-at-Risk (VaR), we need to calculate the value of the portfolio several times for different scenarios. Because an explicit formula is not available to calculate the value of some fixed income assets, calculating VaR for portfolios containing these assets imposes a heavy computational burden. In this study, we introduce a new method for calculating VaR for such portfolios. In this method, some of the existing scenarios are selected as basic scenarios and the value of the portfolio is calculated only for each of them. Next, using the calculated values, the portfolio values for other scenarios are estimated by interpolation (or extrapolation). Finally, by...
Investor Experience in Chabahar Free Zone: Scale Generation
, M.Sc. Thesis Sharif University of Technology ; Najmi, Manoochehr (Supervisor) ; Arian, Hamidreza (Supervisor)
Abstract
Free economic zones in Iran have been established with the goal of developing infrastructure, improving living conditions, fostering economic growth, attracting capital and increasing income, productive job creation, regulating job and goods market, maintaining active presence in international and regional markets, manufacturing and exporting of goods and providing public services. Yet many free economic zones have fallen short of these goals. Considering the government's inability to fund the development of the free economic zones with its limited financial capacity and shortcomings in terms of management system, it is imperative to the development of these regions that private sector...
Portfolio Management: Combining Hierarchical Models with Prior Hierarchical Structure
, M.Sc. Thesis Sharif University of Technology ; Arian, Hamid Reza (Supervisor) ; Zamani, Shiva (Supervisor)
Abstract
I investigate methods of integrating prior hierarchical structure into hierarchical portfolio optimization methods. My contributions to the literature are forming a prior hierarchical structure based on investors' priorities and generating a unique representative distance matrix, which can be used as an input to other portfolio optimization methods too. In addition, I use SIC and GICs industry classifications as priory information for S&P500 companies and use them as a complementary input to the Hierarchical Risk Parity model and Hierarchical Equal Risk Contribution and compare the resultant portfolios' performance with (López de Prado, 2019)’s method of integrating prior information and...
Integrating Supervised and Unsupervised Machine Learning Algorithms for Profit-based Credit Scoring
, M.Sc. Thesis Sharif University of Technology ; Arian, Hamid Reza (Supervisor) ; Zamani, Shiva (Supervisor)
Abstract
In this study, we combined supervised and unsupervised machine learning algorithms, included the benefits of true identification of good borrowers and costs of false identification of bad borrowers, and then proposed a model for predicting the default of loan applicants with a profit-based approach. The results show that our proposed model has the best performance in profit measure in comparison with individual supervised models. In fact, we first divided the data into two train sets and one test set. We have constructed our model by training unsupervised models on the first train set and supervised models on the second train set. The results of implementing the model on the Australian and...
Patch testing in Iranian children with allergic contact dermatitis
, Article BMC Dermatology ; Volume 16, Issue 1 , 2016 ; 14715945 (ISSN) ; Ehsani, A ; Sajjadi, S. S ; Aghazadeh, N ; Arian, E ; Sharif University of Technology
BioMed Central Ltd
2016
Abstract
Background: Allergic contact dermatitis is a common disorder in adults and children alike and appears to be on the increase. The purpose of this study was to determine the sensitization trends in Iranian children with contact dermatitis. Methods: The result of 109 patch tests performed using the 24 allergens of the European Standard Series in patients below 18 years old from September 2007 to March 2009 were recorded and analyzed. The tests were evaluated at 48 and 72 h after performing. Results: The study population consisted of 72 (66.1 %) females and 37 (33.9 %) males. Hands were the most commonly affected anatomic site. In the final evaluation of the tests on day three, 51 (46.8 %)...
Optimal Distance Calculation Method for Portfolio Optimization using
Nested Cluster Optimization
,
M.Sc. Thesis
Sharif University of Technology
;
Arian, Hamid Reza
(Supervisor)
;
Zamani, Shiva
(Supervisor)
Abstract
In the basic model of this thesis, which is called nested cluster optimization, only one distance function is used for clustering to form clusters with similar characteristics, while depending on whether the optimization model is long-only or long-short, different functions can be used. The aim of this thesis is to find the optimal distance function between assets in the simple nested cluster optimization so that during three different and separate strategies, based on three criteria of the lowest risk, the highest Sharpe ratio, and the highest return, the optimal distance function of assets is selected and clustering and finally weighting the portfolio to be done. The optimal distance...
Design of Robust Controller for Depth of Anesthesia
, M.Sc. Thesis Sharif University of Technology ; Sadati, Nasser (Supervisor)
Abstract
Automatic control of depth of anesthesia is an important problem in biomedical engineering. The main challenging problem in anesthesia automation is inter-patients differences which is referred to as uncertainty and is crucial in robust controller design. One of the most appropriate tools in designing robust controllers is H_∞ concept. Furthermore, H_2 concept is used to reject the measurement noise which is unavoidable in practical cases. In this project we use mixed H_2/H_∞ concept to design robust controller for depth of anesthesia. Multi-model controller is another approach to design robust controller for depth of anesthesia, which reject measurement noise and also cover the...
Design and Implementation of a Ka-band Power Amplifier in GaAs pHEMT
, M.Sc. Thesis Sharif University of Technology ; Medi, Ali (Supervisor)
Abstract
Power amplifiers are used as the last block of transmitters. This block can be categorized as the one of most important part in communication systems. However, in transmitter systems which require high power to create stable link with the receivers, fabrication process like CMOS are unable to provide such level of power. Thus, designers employ another group of integrated circuits which names MMIC that offers this capability to designers. In this thesis, design procedure of an amplifier in Ka frequency bands is studied. The power amplifier is fabricated in 0.1um GaAs pHEMT.The isolating backvia wall (IBVW) technique hasbeen proposed to improve gain and stability. Some other designtechniques...
The Analytical Study of the Nonlinear Behavior of Conventional and Retrofitted Khorjini Connections
, M.Sc. Thesis Sharif University of Technology ; Moghaddam, Hassan (Supervisor)
Abstract
The purpose of this research is to study the behavior of conventional and retrofitted Khorjini connections. Thus the software ABAQUS 6.11 was used to fabricate the FEM models of the connections with experimental prototypes. In analytical studies, 21 specimens with different size of the connection components were analyzed. True stress–strain curves for steel and weld materials were used and damage initiation and revolution were considered in the weld material. Also cracking of the welds were considered by a micromechanical method. Behavioral characteristics of the conventional connections are specified and appropriate relations are suggested, using Stability equations of the connection...