Sharif Digital Repository

In this research, a scheduling problem, minimizing the sum of weighted earliness/tardiness in a flow shop sequence-dependent group scheduling (FSDGS) problem, is investigated. In this problem, every job has a distinct due date, early penalty rate, and tardy penalty rate. This problem is typically classified in the literature as F_m | fmls,S_plk,prmu | ∑(w_j^1 E_j+ w_j^2 T_j). A mixed integer linear programming model is developed for the proposed research problem. As the problem is proved to be strongly NP-hard, only small-size problems can be solved with the mathematical model. Thus, a metaheuristic algorithm based on the Particles Swarm Optimization (PSO) algorithm is developed to solve... 

Nowadays, user accounts on websites such as Google, Facebook, and Yahoo are their key to login into other websites and on the Internet. Thus, there is no need for authentication in each website and each user can access his/her other accounts just by logging in Google or Facebook. In background, single sign-on protocols such as OpenID and OAuth are being used. Since single sign-on accounts are very critical and sensitive, they are always under attack of cyber intruders. One of the most important threats is phishing in which one of the seeming trustful components could be attacker.This thesis demonstrates that OpenID providers may not be worthwhile and trustful as they are able to have... 

Research and information available shows that the number of natural disasters are increasing dramatically; hence disaster management is being raised as one of the most important topics in this field. The relief logistics is the greater part of disaster management model.
In this study, in order to manage the logistics activities effectively in a response phase of an earthquake, a hybrid meta-heuristic algorithm is developed for a transportation network. Then, the proposed algorithm is tested on a small part of Tehran.
 

Asset pricing models are one of the most important tools in investment management and portfolio allocation. Multi-factor asset pricing models try to explain the relationship between risk and expected return through a limited number of macroeconomic, fundamental or statistical factors. Usually, these models are suggested based on the US market and its intrinsic qualities. Although, there are some similarities between the Iranian and the US market, these economies are structurally different and therefore, proposing a proper multi-factor model based on the Iranian market’s fundamental characteristics will greatly improve the understanding of risk-return relationship in this market. In this... 

In this study pollution generated by a electronic cigarette in a bus is observed. Resultant smoke from these products consist of different components which may endanger health and one should make sure them amount in general transport vehicles like bus are in permissible limit. These components are initially in liquid shape and evaporate. Tracking liquid particles are done with the aim of Lagrangian approach. For this the geometry is generated at first. Then structured mesh was generated with ICEM CFD which is a powerful mesher. Different conditions of smoking source and bus doors were studies and results were compared.Change of pollutant concentrations is strictly depend on position of... 

In this research, we propose a dynamic econometric microstructure model of trading, and we investigate how the dynamics of trades and trade composition interact with the evolution of market liquidity. We estimate a bivariate generalized autoregressive intensity process for the arrival rates of informed and uninformed trades for fifty actively traded stocks in Tehran Stock Exchange over one year of transaction data. Our results show that both informed and uninformed trades are highly persistent, but that the uninformed arrival forecasts respond negatively to past forecasts of the informed intensity. Our estimation generates daily conditional arrival rates of informed and uninformed trades,... 

The purpose of this study is to investigate the effect of Google search volume of trading tickers listed on the Tehran Stock Exchange, on volatility, abnormal returns, and trading volume. For this purpose, data related to the search volume as well as trading data for 22 trading tickers in the list of the 50 largest stock market companies from 2016 to 2020, has been extracted. After collecting data, the required calculations to estimate volatility and abnormal returns, as well as standardizing search volume and trading volume, are performed. Then the desired variables for all 22 selected tickers are placed in a data panel. Then, using the two main research models, descriptive and predictive... 

Asset pricing models are one of the most important tools in investment management and portfolio allocation. Multi-factor asset pricing models try to explain the relationship between risk and expected return through a limited number of macroeconomic, fundamental or statistical factors. Usually, these models are suggested based on the US market and its intrinsic qualities. Although, there are some similarities between the Iranian and the US market, these economies are structurally different and therefore, proposing a proper multi-factor model based on the Iranian market’s fundamental characteristics will greatly improve the understanding of risk-return relationship in this market. In this... 

This research investigates the impact of public attention, measured using Google Trends data, on stock transactions in the Tehran Stock Exchange, with a distinction between retail and institutional investors. The primary objective of the study was to assess the relationship between public attention and the number, volume, and value of buy and sell transactions for these two groups of investors. Weekly data on Google search trends and trading variables for 486 stock symbols were analyzed. The findings revealed that public attention, particularly among retail investors, has a significant impact on stock transactions. This effect peaks with a one-week lag, supporting the hypothesis, consistent... 

Statistical studies indicate the fact that in Iran, like many other developing countries, a significant percentage of buildings are made of traditional materials and most of them are adobe buildings especially in rural areas. Furthermore, geological data indicates that Iran is located in alps-Himalayas seismic zone and exposed by destructive earthquakes and adobe buildings suffer the most damages comparing with other type of the structures. According to these explanations, this research deals with adobe buildings behavior and provides solutions for reinforcing them and improving the seismic response of these buildings. These studies include numerical modeling with finite elements methods by... 

Low salinity water flooding (LSWF) is a relatively new EOR method in which low salinity or modified ionic composition water is injected into the reservoir to alter its wettability toward a more water-wettable state to accelerate oil recovery. Ease of field deployment and relatively low cost, as well as laboratory results confirming the positive effect of this method in improving the oil recovery factor, have made this technique attractive in the oil industry.Despite the many advantages of this method, overcoming the mixing between low and high salinity water which occurs due to a high mobility ratio between these two fluids is essential because it negatively affects the efficiency of LSWF.... 

Due to unusual response of structures of buildings with irregularity in their architecture to dynamic excitations, to have a comprehensive knowledge of their behavior during earthquakes is of utmost importance. Building irregularities are in general divided into two major categories, namely Irregularity in Plane and Irregularity in Elevation, and one of the forms of the latter is where there is a split in the levels of the building. In this work, through a series of case studies, the effects of P- phenomenon on the behavior of steel split-level building structures were studied. 5, 10 and 15 story buildings with 5 and 6 bays, and level splitting of 30, 60, 90, 120 and 150 cm were studied. All...