Maximizing and minimizing investment concentration[taliem.ir]

Maximizing and minimizing investment concentration with constraints of budget and investment risk

In this paper, as a first step in examining the properties of a feasible portfolio subset that is characterized by budget and risk constraints, we assess the maximum and minimum of the investment concentration using replica analysis. To do this, we apply an analytical approach of statistical mechanics. We note that the optimization problem considered in this paper is the dual problem of the portfolio optimization problem discussed in the literature, and we verify that these optimal solutions are also dual. We also present numerical experiments, in which we use the method of steepest descent that is based on Lagrange’s method of undetermined multipliers, and we compare the numerical results to those obtained by replica analysis in order to assess the effectiveness of our proposed approach
Labor market frictions, investment and capital flows[taliem.ir]

Labor market frictions, investment and capital flows

The standard neoclassical model predicts that countries with higher productivity growth rates experience sharp increases in investment that are followed by rapid declines. This monotonic investment response contrasts with the empirical evidence that suggests a rather hump-shaped investment behavior. In this aper, I present a two-country general equilibrium model that generates hump-shaped investment responses from labor market frictions. In the model, I decompose investment into tradable and nontradable components and show that an increase in the growth rate of a country results in scarcities of the non-tradable components which raise the relative price of investment goods. These scarcities occur because labor is unable to reallocate quickly between sectors within economies. This mechanism has two main implications. First, the induced movement in relative prices equates cross-country returns to capital and thus greatly reduces initial investment. Second, domestic saving now plays a more important role in financing investment, inducing a co-movement between these variables
Reinvestigating the relationship between ownership structure and inventory[taliem.ir]

Reinvestigating the relationship between ownership structure and inventory management: A corporate governance perspective

It is hypothesized in this study that the relationship between institutional ownership and inventory anagement is more likely to be moderated by other internal corporate governance mechanisms (i.e., managerial ownership, board leadership structure and board size). This is more likely to happen as one weak governance mechanism in one area will be offset by a strong one in another area. Furthermore, the effectiveness of one corporate governance mechanism (i.e., institutional ownership) is more likely to be contingent on some contextual variables. Econometric analysis, using a sample of Egyptian listed firms, provides strong evidence for the applicability of this theme and demonstrates that institutional ownership affects inventory management positively (negatively) when managerial ownership is high (low), CEO duality (non-duality) is in place, or board size is large (small). This conclusion is robust to the use of different control variables and econometric models
Risk management and financial derivatives An overview[taliem.ir]

Risk management and financial derivatives: An overview

Risk management is crucial for optimal portfolio management. One of the fastest growing areas in empirical finance is the expansion of financial derivatives. The purpose of this special issue on “Risk Management and Financial Derivatives” is to highlight some areas in which novel econometric, financial econometric and empirical finance methods have contributed significantly to the analysis of risk management, with an emphasis on financial derivatives, specifically conditional correlations and volatility spillovers between crude oil and stock index returns, pricing exotic options using the Wang transform, the rise and fall of S&P500 variance futures, predicting volatility using Markov switching multifractal model: evidence from S&P100 index and equity options, the performance of commodity trading advisors: a mean-variance-ratio test approach, forecasting volatility via stock return, range, trading volume and spillover effects: the case of Brazil, stimating and simulating Weibull models of risk or price durations: an application to ACD models, valuation of double trigger catastrophe options with counterparty risk, day of the week effect on the VIX – a parsimonious representation, equity and CDS sector indices: dynamic models and risk hedging, the probability of default in collateralized credit operations, risk premia in multi-national enterprises, solving claims
ارتقا سیستم کنترل فرمان با کنترل یک موتورDCبدون جاروبک[taliem.ir]

ارتقا سیستم کنترل فرمان با کنترل یک موتورDCبدون جاروبک

در راستاي ارتقا و بهبود عملکرد سیستم هاي سنتی کنترل فرمان خودرو،از یک راه انداز یا تحریک کننده همراه با یک موتورDC بدون جاروبک در داخل سیستم گیربکس استفاده می شود.این ابزار کنترل کننده موقعیت سوپاپ تعویض گیربکس می باشد که از میکروکنترلر موتورهاي HC12براي برنامه ریزي یک سیستم کنترل دنده استفاده گردیده و در ادامه بازدهی موتور مورد بررسی و ارزیابی قرار گرفته است
Deploying Wireless Sensor Networks with[taliem.ir]

Download Deploying Wireless Sensor Networks with Fault-Tolerance for Structural Health Monitoring

Structural health monitoring (SHM) systems are implemented for structures(e.g., bridges, buildings) to monitor their operations and health status. Wireless sensor networks (WSNs) are becoming an enabling technology for SHM applications that are more prevalent and more easily deployable than traditional wired networks. However, SHM brings new challenges to WSNs: engineering-driven optimal deployment, a large volume of data, sophisticated computing, and so forth. In this paper, we address two important challenges: sensor deployment and decentralized computing. We propose a solution, to deploy wireless sensors at strategic locations to achieve the best estimates of structural health (e.g., damage) by following the widely used wired sensor system deployment approach from civil/structural engineering. We found that faults (caused by communication errors, unstable connectivity, sensor faults, etc.) in such a deployed WSN greatly affect the performance of SHM. To make the WSN resilient to the faults, we present an approach, called FTSHM (fault-tolerance in SHM), to repair the WSN and guarantee a specified degree of fault tolerance. FTSHM searches the repairing points in clusters in a distributed manner, and places a set of backup sensors at those points in such a way that still satisfies the engineering requirements. FTSHM also includes an SHM algorithm suitable for decentralized computing in the energy-constrained WSN, with the objective of guaranteeing that the WSN for SHM remains connected in the event of a fault, thus prolonging the WSN lifetime under connectivity and data delivery constraints. We demonstrate the advantages of FTSHM through extensive simulations and real experimental settings on a physical structure
Reuse of Iraqi Agricultural Drainage Water Using Nanofiltration[taliem.ir]

Download Reuse of Iraqi Agricultural Drainage Water Using Nanofiltration

Irrigated areas between Euphrates and Tigris rivers in Iraq suffer from salinity buildup in the root zone of corps. Agricultural drain water (ADW) from these areas is collected in a single main drain canal, in an annual flow rate of about 6 billion cubic meter. In the present work, a pilot-scale nanofiltration membranes unit was used to evaluate the feasibility of desalinating ADW from the main drain canal for further reuse. Bench scale experiments were conducted to determine the optimum anti-scale dosage values in the unit. These values were verified in a plate type laboratory scale NF membrane to visually monitor the onset of crystal appearance behavior. A method for calcium sulfate precipitation control is presented and an empirical correlation of anti-scale dosage as a function of concentration factor (CF) was obtained. A pilot-scale unit was used to investigate the performance of NF membrane. High rejection values for both cations and anions indicate that the use of NF membrane in desalinating ADW from the Iraqi main drain canal is promising. The treated drainage water is considered good for irrigation when classified according to Wilcox classification
Inelastic large deflection analysis of structural steel members under cyclic loading[taliem.ir]

Download Inelastic large deflection analysis of structural steel members under cyclic loading

The present paper is concerned with the cyclic inelastic large deflection analysis of structural steel members, such as pin-ended columns and fixed-ended tubular beam-columns of strut type. An elastoplastic finite element formulation for beam-columns, accounting for both the material and geometrical nonlinearities, was developed and implemented in the computer program FEAP used in the analysis. The geometrical nonlinearity is considered using the modified approximate updated Lagrangian description of motion. The two-surface plasticity model, recently developed by the authors, is employed for material nonlinearity. The model accounts for the important cyclic characteristics of structural steel, even within the yield plateau, such as, the decrease and disappearance of the yield plateau, reduction of the elastic range and cyclic strain hardening. The cyclic elastoplastic performance of the formulation was found to be good when compared with the experimental results as well as the results obtained from other material models
An Adaptive IHS Pan-Sharpening Method[taliem.ir]

Download An Adaptive IHS Pan-Sharpening Method

The goal of pan-sharpening is to fuse a low spatial resolution multispectral image with a higher resolution panchromatic image to obtain an image with high spectral and spatial resolution. The Intensity-Hue- Saturation (IHS) method is a popular pan-sharpening method used for its efficiency and high spatial resolution. However, the final image produced experiences spectral distortion. In this letter, we introduce two new modifications to improve the spectral quality of the image. First, we propose imageadaptive coefficients for IHS to obtain more accurate spectral resolution. Second, an edge-adaptive IHS method was proposed to enforce spectral fidelity away from the edges. Experimental results show that these two modifications improve spectral resolution compared to the original IHS and we propose an adaptive IHS that incorporates these two techniques. The adaptive IHS method produces images with higher spectral resolution while maintaining the high-quality spatial resolution of the original IHS
The Effect of Addition of Carbon Fibers on[taliem.ir]

Download The Effect of Addition of Carbon Fibers on Mechanical Properties of High Strength Concrete

High Strength Concrete (HSC)is dense, homogeneous and has the improved engineering properties and durability as conventional concrete. In recent years, HSC has gained wide application in the construction industry. High strength Concrete is a concrete having similar ingredients as conventional concrete, such as cement, fine aggregate, coarse aggregate and water. The paste of HSC requires high volume of cement content and less water to binder ratio. The stability and flowability of HSC is achieved by increasing the cement content or employment of mineral admixtures. However, increasing the cement content causes high cost, higher heat of hydration and higher drying shrinkage. This can be reduced by employing mineral admixture such as fly ash and ground granulated blast furnace slag etc. In the present investigation, cement content for HSC mix is replaced with fixed percentages of fly ash (10%) and carbon fiber are added in volume fraction (0 to 0.60%), also the Carbon Fiber Reinforced Polymer (CFRP) strip are placed in different layer (single, double and triple layer) with varying width of CFRP strip (0 to 80 mm). The hardened concrete properties of HSC were studied and the regression analysis was carried out on the experimental investigation. The study concludes that carbon fibers can be effectively used as a reinforcing material in HSC