Sharif Digital Repository

Focus of the present research is on the study and cognition of sources of carbonaceous compounds present in PM2.5, particularly secondary organic carbon. For this purpose, two different approaches were used. The first approach investigates the SOA formation from internal combustion engines exhaust and unburned fuel (bottom-up approach). The second approach studies the contribution of each of the primary and secondary sources to PM2.5 mass, whereby secondary organic carbon share is obtained (top-down approach). Modeling SOA formation from vehicles exhaust showed that diesel vehicles have greater SOA formation potential than gasoline vehicles, due to large amount of S/IVOCs present in their... 

In this research the risk of oil price for Iran and Opec basket is studied. Several methods in order to estimate Value at Risk (VaR) such as Standard Historical Simulation, Historical Simulation with Autoregressive Forecast, Historical Simulation with moving average forecast, and ARMA are examined. The experiment is performed based on daily oil prices, from January 2005 to December 2009. The data is divided into two smaller time periods. The first, from 2005 to 2008, was used to estimate the model coefficients. The second part of data, i.e., the data gathered in 2009, was used for forecasting purposes. The result of experiment show that Historical Simulation with Autoregressive Forecasts... 

Value at risk (VaR) is the maximum loss of the asset portfolio at the specified confidence level and certain time horizon. This tool is used to measure market risk and also used as a basis in determining financial standards for international financial instituation. Conditional Autoregressive Value at Risk models or CAViaR models introduced by Engle and Manganelli (2004). This models calculate VaR base on quantile regession approach and show some promising performance properties.
In order to propose a more accurate model for calcutating VaR , we develop CAViaR models by incorporating them with intraday information then we calculate VaR with this kind of models and CAViaR... 

Accurate modelling of volatility (or risk) is important in finance, particularly as it relates to the modelling and forecasting of value-at-risk (VaR) thresholds. As financial applications typically deal with a portfolio of assets and risk, there are several multivariate GARCH models which specify the risk of one asset as depending on its own past as well as the past behaviour of other assets. So we mustn't ignore return and volatility spillover effects between different assets in the portfolio for estimating the portfolio value at risk. Many studies in financial economics in recent decades investigate the spillover effects and modelling it. In this research we analyze the importance of... 

Investment diversifiying is one of risk management technique. In this research, We investigate diversifiying in a case that stock market is high volatile, e.i. There are large movements in stock returns. Empirical researches show that inhigh volatile market, conditional correlation between returns is stronger, so diversifiying cant reduce risk. For evaluating this claim in Iranian financial asset market, We estimate quantiles of stock return distribution in 10%, 25%, 90% and 75% levels by Kernel density and GARCH models.Then, We find average conditional correlation, error variance and conditional CAPM to test the possibility of reducing Non-systematic and systematic risk. Analytical results... 

In this study, Tehran Stock Exchange market has been studied over a period of five years, and not only return of Simple Momentum Strategy but also returns of several Enhanced Momentum Strategies are calculated and compared with each other. The results obtained in this study are so different from the results obtained previously. For instance, unlike results of the previous researches, Simple Momentum Strategy had no significant return while the Contrarian Strategy yielded considerable return. Some elements in the Enhanced Momentum Strategies improved its performance while some others have worsened it. For example, low book to market value weakened the return of Momentum Strategy and... 

Every year, air pollution is causing immense harm to humans and the environment. To cause Air pollution, several factors are involved. Among these are the sources of emissions such as factories, power plants and Cars, meteorological factors such as temperature and wind speed and geographical conditions such as altitude, postal and looming around the area, land slope and soil type region. The aim of this study is to identify factors that affect the ozone concentration in Tehran, which could help identifying other secondary pollutants. For this purpose, a combination tailored to the geography of Tehran using CMAQ-WRF-SMOKE-made programs. This model includes four intervals each of which lasting... 

In recent years, the reductive dehalogenation of the chlorinated hydrocarbons using nanoscale zerovalent iron (nZVI) represents a promising approach for underground remediation. Regarding commercialization of this technique, instability and unknown nature of nZVI particle are still challenging tasks that should be considered.
In the current work, Nanoscale zero-valent iron (nZVI) and palladized iron (Pd/Fe) bimetallic particles were synthesized and employed to react with chlorinated compound (PCE) in water to investigate its degradation behaviors. The results show that the reactant ratio, stabilizer amount and temperature are the main parameters with the considerable effect on PCE... 

Brownian motion played a central role throughout the twentieth century in probability theory. The same statement is even truer in finance, with the introduction in 1900 by the French mathematician Louis Bachelier of an arithmetic Brownian motion (or a version of it) to represent stock price dynamics. This process was pragmatically transformed by Samuelson in 1965 into a geometric Brownian motion ensuring the positivity of stock prices. More recently, the elegant martingale property under an equivalent probability measure derived from the no-arbitrage assumption combined with Monroe's theorem on the representation of semi martingales has led to write asset prices as time-changed Brownian... 

Optimal investment strategies are often derived in continuous time models, but have to be implemented in discrete time. It has been shown that in models with stochastic volatility or jumps; this could lead to significant utility loss, for an investor who utilizes ‘Derivatives’ in his/her portfolio. In this study, we determine the optimal investment strategies with discrete trading explicitly taken into account, through ‘Stochastic Dynamic Programming’. These strategies are in the form of optimal factor exposures for portfolio. The investor, then, needs to use sufficient non-redundant Derivatives in addition to the ‘Stock’ to gain the desired exposures in each point of state space he meet.... 

Embedded systems play an important role in many applications in various areas of human life. A large group of these systems are portable devices that have limited energy budget and therefore require considering the energy consumption in their design. Today, memories are responsible for a considerable portion of energy consumption in embedded systems, mainly because of their static leakage power consumption. Memories used in embedded systems are usually based on either SRAM (mostly used on-chip as cache or scratchpad memory) or DRAM (mostly used off-chip as main memory). The high leakage power of these memories (especially SRAM) is not negligible and hence has persuaded researchers to find... 

This study aims to estimate the emission rate of Volatile Organic Components (VOCs) and hazardous air pollutants from the surface of evaporation ponds in oil and gas upstream industries. With respect to the irrecoverable consequences of such emissions, the emission of air pollutants in the oil and gas upstream industries are alarming. Hence, estimation of the pollutants’ emission and surface pollution monitoring are needed for controlling and decreasing of air pollutants in oil and gas upstream industries and also presenting and performing suitable and efficient solutions. The studied ponds in this research include 4 ponds in the oil and gas upstream industries which have been used for...