Sharif Digital Repository

According to the rise of turnover and pace of trading, accelerating of analysis and making decision is unavoidable. Humans are unable to analyze big data quickly without behavioral biases so, using machines to analyze big data seems critical. Hence, financial markets tend to apply algorithmic trading in which some techniques like data mining and machine learning are notable. OLPS which sequentially allocates capital among a set of assets aiming to maximize the final return of investment in the long run, is the core problem in algorithmic trading. This article presents an online portfolio selection algorithm. The online portfolio selection sequentially selects a portfolio over a set of assets... 

The purpose of this study is to model the long-term effects of taxes on different aspects of private cars upon auto ownership and use, and thereby auto industries in producing more fit cars, so as to minimize auto emission. It involves used car market, different car demands and auto industry production. The study follows some previous studies in this area and tries to enhance the various aspects of the model by directing it toward a more real situation. In order to visualize the effects of the model, it has been applied on the case of Shiraz in 1378. It has been shown that the model was able to reduce air pollution and fuel consumption by 90% and 50%, respectively, as compared to the “Do... 

The Darcy’ law is valid for low velocity or low Reynolds number where merely viscous force is responsible for pressure loss in the porous media. At higher velocity, because of inertial forces and turbulency, the pressure loss would be higher than Darcy’ law estimates; therefore at these flow regimes the Darcy’ law is no longer valid. Hence, consideration of Non-Darcy flow effect is necessary to sufficiently model high gas velocity effects. The velocity is high in gas reservoirs especially those ones that are considered for underground gas storage. In this study, the effects of Non-Darcy flow on several parameters such as; estimation of differential pressure, flowing bottom hole pressure,... 

Author identification using statistical methods is a branch of authorship attribution which is one of important problems in natural language processing. Using different statistical methods, an anonymous text is attributed to an author. One of the primary parts of the task is to choose the appropriate stylistic features of the text in order to study the significances of style. These features must be quantitatively studied and could be extracted in lexical level, character level, and syntactic or semantic levels. The next step is text classification in which different machine learning methods such as decision tree, Artificial Neural Networks, Naïve Bayes and other methods could be used.... 

In today's era, metal nanoparticles play an important role in technologies emerging from different sciences, such as chemistry, physics, optics, material science, due to their unique characteristics. In the development of nanooptics science, it can be said that metal nanoparticles play an important role. The ability of conductive electrons collective oscillation causes surface charge density fluctuations in nanoparticles, this phenomenon is known as surface plasmons. Surface plasmons are surprisingly coupled with light and cause the significant increase in the intensity of optical fields induced in nanoparticles. Therefore, with the presence of localized surface plasmons or plasmon... 

Understanding of the Molecules is the main purpose of the chemistry. Ab-initio molecular dynamics (AIMD) as a branch of the computational chemistry, tries to give us a deep comprehension of the molecule, and its chemical, physical and optical activities. This comprehension, relies on the accuracy of quantum mechanics, in addition to the speed of the classical mechanics. The mixing of the quantum mechanics and the classical mechanics could simulate activities of the atoms in the time-domain, provided the mixing is done with precaution. This, in turn, helps us to forecast the response of a molecule in different situations, and also translating the macroscopic phenomena in a nanoscopic... 

To date, the plasmonic properties of many metallic and semi-conducting materials have been investigated and used in various industries. One of the plasmonic material categories that have always been considered is polycyclic aromatic hydrocarbon or PAH, whose plasmonic resonance energy depends on the charge state of the molecule. In this regard, it is easy to change the plasmonic resonance energy via changing the induced charge, which is a unique feature of the mentioned materials. In addition, plasmonic structures with excitations in the infrared region are able to enhance the vibration intensity of absorbed molecules by increasing the electric field around themselves. Therefore, they have... 

Ultrafast signal processing in time-domain with high resolution and reconfigura-bility is a challenging task. This paper, for the first time, introduces a time-varying metasurface consisting of graphene microribbon array for implementing time-lens in the terahertz domain. Given that the surface conductivity of graphene is proportional to the Fermi energy level in the THz regime, it is possible to change the phase property of the incident electromagnetic pulse by changing the Fermi level while the Fermi level itself is a function of voltage. Upon this fact, a quadratic temporal phase modulator, namely time-lens has been realized. This phase modulation is applied to the impinging signal in the... 

In this research, the problem of locating fire stations and allocating equipment has been studied and a simulation-optimization approach has been presented to solve the problem. The mathematical models of this research were developed based on the idea of the randomness of the covered demand and the maximum expected coverage model. In these models, the issue of non-availability of equipment to cover accidents, the random nature of accidents, various fire incidents and the equipment needed to cover them are considered. Two mathematical models with deterministic and non-deterministic approach with different scenarios for demand are proposed. The non-deterministic model is developed with the aim... 

One of the main concerns of industrial companies’ managers is providing an efficient logistics system. To achieve an efficient logistics system, the fleet planning problem is studied by many researchers in recent years. This problem consists of multiple sub-problems at three levels: operational, tactical, and strategic. These sub-problems are closely related to each other and need to be studied and addressed in an integrated manner. In this research, an attempt is made to provide an integrated framework to solve the vehicle routing problem (operational), outsourcing problem (tactical), and fleet composition problem (strategic). These problems have various uncertainties, including customer... 

Resolvers, due to their robust structure, are widely used in automation systems. Among the types of resolvers, the accuracy of the Wound Rotor (WR) resolver in the occurrence of common mechanical errors is higher than other types of resolvers. therefore, in this thesis, an AFWRR is studied to improve the performance. Increasing the number of poles in WR resolvers is a good solution for increasing the accuracy of these electromagnetic position sensors. However, high-speed WR resolvers due to employing fractional slot windings suffer from rich sub-harmonics in the induced voltages. A common solution for suppressing the undesirable sub-harmonics is using multi-layer winding with appropriate... 

Using “Searchable Encryption” enables us to encrypt the data, while preserving the possibility of running search queries. One of the most important applications of the mentioned is in Cloud Storage. As users do not trust the Cloud space, they are not inclined to store their data on the Could. The solution to this problem is of course, Cryptography. However, ordinary Cryptography methods, eliminate the data’s searchability. Hence, we need encryption schemes that code the data while retaining their searchability. So far, various schemes has been proposed that differ in their performance, security level, and usage. In this thesis, we aim to discuss and analyze these methods  

In the last decades, due to the growing demand of transferring information with high transmission rates, the complexity and development of telecommunication and optical systems is remarkable. Researchers around the world attempt to explore extraordinary potential of light to process information. In the mid-19th century, scientists discovered a mathematical symmetry between the spatial and temporal optics fields, which originated from the similarity of equations governing the paraxial diffraction of beams and the dispersion of narrow-band pulses known as space– time duality in scientific texts. This new approach provides more advanced and potent methods to temporal processing and...