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Open Access Article
1 - Dynamic Analysis of Uncertainty Transmission Pattern in Financial, Housing and Macroeconomic Sectors
hamidreza hamidi mirfeiz fallah shams hossein jahangirnia mojgan safaThe main goal of the current study is to investigate the contagion of uncertainty between sectors (finance, housing and macroeconomics) using a dynamic approach. In this regard, using monthly data in the period from 2008:4 to 2020:3, DCC-GARCH models and generalized for MoreThe main goal of the current study is to investigate the contagion of uncertainty between sectors (finance, housing and macroeconomics) using a dynamic approach. In this regard, using monthly data in the period from 2008:4 to 2020:3, DCC-GARCH models and generalized forecast error variance decomposition (GFEVD), The overall dynamic relationship as well as the directional pairs dynamic relationship of uncertainty indicators between the mentioned sections are investigated. The results of this study show that the housing sector, with the exception of the beginning of 2017, is a net receiver of uncertainty from the other two sectors. Also, the results of the current research show the dual role of the financial sector in the mechanism of inter-sector uncertainty transfer, so that at some periods it is a net receiver of uncertainty and at some other periods (including the years 2017 and 2018) it is a net source and transmitter of uncertainty in the three indicators system. Inflation uncertainty, as an index of macroeconomic uncertainty, is a major source of uncertainty and a transmitter of uncertainty to the financial and housing sectors. Manuscript profile -
Open Access Article
2 - The Relationship between the quality of internal and external corporate governance and the Risk Sentiment of annual reports using static and dynamic models
akram taftiyan ali jalaliInvestor sentiment relates to investors' subjective beliefs about cash flows and investment risks. This type of sentiment has a consistent effect on stock prices. Ownership and governance factors may play a critical role in corporate risk reporting because managers for MoreInvestor sentiment relates to investors' subjective beliefs about cash flows and investment risks. This type of sentiment has a consistent effect on stock prices. Ownership and governance factors may play a critical role in corporate risk reporting because managers for shareholders prepare annual reports. The main purpose of the current research is the relationship between the quality of internal and external corporate governance and the risk Sentiment of annual reports. For this purpose, 130 companies admitted to the Tehran Stock Exchange between 2008 and 2022 were selected by the systematic elimination method, and in order to increase the degree of confidence in the results of the hypothesis test, the regression method of static and dynamic panel data was used. To measure the sense of risk, the vocabulary frequency method has been used. According to the research findings, in both static and dynamic states, weak corporate governance has a positive relationship with risk Sentiment and strong corporate governance has a negative relationship with risk Sentiment. In addition, the Hirschman index variable has no relationship with risk perception. The existence of internal and external corporate governance reduces inefficient investments and makes managers make optimal and efficient investment decisions. Manuscript profile -
Open Access Article
3 - Indetification Dimensions Model of Organizational Culture Dynamics And Its Survey Relationship With Organizational inertia of in the Social Security Organization of Iran.
Mosadegh Lofi zangeneh drvish Ghanbar Amair Nejad Foad MakvandiIhe purpose of this study is t indetification dimensions model of organizational culture dynamics and its survey relationship with Organizational inertia of in the Social Security Organization of Iran. The present research is methodologically a combined research with tw MoreIhe purpose of this study is t indetification dimensions model of organizational culture dynamics and its survey relationship with Organizational inertia of in the Social Security Organization of Iran. The present research is methodologically a combined research with two approaches of qualitative and quantitative research. In terms of purpose, this research is considered as a development research and the research approach of this study is inductive-deductive in terms of data collection logic. The statistical population is 25 experts in the qualitative section and 379 in the quantitative section of managers and employees of the Social Security Organization. The sample size is 379 using the Cochran's formula. The sampling method is purposive in the qualitative part and cluster random sampling is used in the quantitative part. The data collection tool in the qualitative part is through the research literature and in the second part is a questionnaire. The results of the research after three Delphi rounds and correlation in Kendall coefficient, confirmed 14 dimensions, 42 components and 98 indicators) to design a dynamic model of organizational culture. were confirmed using the first and second order factor analysis test. confirmatory factor analysis test, which the results showed that the standard factor load for all dimensions and components was more than 0.40 and in a significant case more than 1.96.also in the section quantitative with using analysis going test specified dimension organizational culture dynamism had affection significative reverse organizational inertia .Keywords: Dynamic Model of Organizational Culture, organizational inertia , Social Security Organization Manuscript profile -
Open Access Article
4 - Prediction of Thermodynamic Properties of Sugar Solutions By Developed Thermodynamic Model
mozhdeh baghbanbashi gholamreza pazoukiIntroduction: Thermodynamic properties of sugar solutions have important roles and uses in different industries such as food production, food preservation industries, while there is not enough experimental data for all of the properties of sugar solutions. Therefore, re MoreIntroduction: Thermodynamic properties of sugar solutions have important roles and uses in different industries such as food production, food preservation industries, while there is not enough experimental data for all of the properties of sugar solutions. Therefore, representing a method for prediction and calculation of the thermodynamic properties of these solutions might be helpful in food industries.Materials and Methods: In this study thermodynamic properties of important aqueous sugar solutions in food industries containing glucose, sucrose, fructose, maltose, manose,maltotriose, xylose and galactose have been studied using a developed thermodynamics model based on Gibbs free energy.Results: Different properties including water activity, sugar solubility, density, vapor pressure and boiling temperature of aqueous sugar solutions have been calculated using the Gibbs free energy based thermodynamic model proposed by Pazuki et.al.Conclusion: According to the number of experimental data used for different sugar solutions in this study for prediction of the solutions thermodynamic properties, it can be concluded that the model has a good ability to predict sugar solution's solubility, density and water activity. The comparison between the results proposed model results and the UNIQUAC model shows that the proposed model has a better agreement with the experimental data. It might be concluded that this model can be used for sugar solutions in food industries. Manuscript profile -
Open Access Article
5 - The use of System Dynamics Methodology for Analysis of Generation, Collection and Transport Systems of Municipal Solid Waste (The case of metropolitan city of Tehran)
Mohammad Ali Afshar Kazemi Leila Eftekhar Ghasem Ali OmraniIntroduction: The waste generation is the product of different human activities that have been transformed because of the change of life style and multilateral development. By progression in science and technology, waste management has been reviewed scientifically. With MoreIntroduction: The waste generation is the product of different human activities that have been transformed because of the change of life style and multilateral development. By progression in science and technology, waste management has been reviewed scientifically. Within the eight branches of functional elements of municipal solid waste management system, generation, collection and transportation have especial importance. The significance of waste generation is due to being the first loop in the chain of recycling and reducing production is the base of comprehensive solid waste management pyramid .Otherwise the greatest part of costs for managing solid waste systems relates to collection and transportation of wastes. Materials & Method: In this paper we described municipal solid waste management system and dynamic modeling methodology. After that we reviewed the literature research about dynamic modeling of municipal solid waste management systems. In the next step, we illustrated a dynamic model for generation, collection and transportation of wastes in the city of Tehran. Then we analyzed the findings from the base run of model and examined that with validation tests to gain accredited model. Result& Discussion: After achieving a valid model the improved scenario have been built based on 3R techniques and policy and sensitivity analysis. In Tehran city, emphasis on reducing production and decreasing of per capita waste generation, awaken citizens and officials on necessity of separation wet and dry wastes in era and Effort to improving the performance of Dry waste separation plan are the best options to manage generation ,collection and transportation wastes subsystems . Manuscript profile -
Open Access Article
6 - Dynamic analysis of factors affecting capital management in Iran's agricultural sector
Tara Nikandam Modabber Maryam ooshaksaraie Mehdi Fadaei Eshkiki Keyhan Azadi hir Mohammad reza vatanparastInvestment in the agricultural sector has a significant role in production, employment and exports, despite the extent and potential capacities of the agricultural sector, its competitiveness is very limited. The most important goal of this research is to provide a dyna MoreInvestment in the agricultural sector has a significant role in production, employment and exports, despite the extent and potential capacities of the agricultural sector, its competitiveness is very limited. The most important goal of this research is to provide a dynamic model for investment in the country's agriculture sector, a suitable and effective scenario to improve investment in the country's agriculture sector. By using library studies and interviews of informants, the factors affecting investment in the country's agriculture sector were identified, then by determining the relationships of the research variables and extracting dynamic hypotheses, cause-effect diagrams and flow inventory were formed. Finally, the simulation of the model in Vensim software and the validity of the model was confirmed. Two scenarios were implemented and presented and reviewed until 1410. The results indicate that inflation control has an effective role in investment, through increasing investment in education, research, development and mechanization, it increases production and exports, and also, reducing the cultivation of water-intensive crops and using irrigation technology reduces water consumption. After simulating the model of the first scenario, through investment in mechanization, education and research and development, it can have a greater impact on improving investment in the country's agricultural sector. Manuscript profile -
Open Access Article
7 - اعتبارسنجی یک مدل پلی-تروپیک مبنای نشتی و پیشبینی تغییرات چرخهای جریان از شکافها در یک موتور اشتعال جرقه ای گازسوز
ابراهیم عبدی اقدمبا توجه به لقی لازم بین بوش سیلندر و پیستون موتور احتراق داخلی رفت و برگشتی، چند شکاف مابین رینگ­های تراکم، سیلندر و پیستون ظاهر می­شود. اگرچه نشت گاز به داخل محفظه­ی میل­لنگ را می توان به طور قابل ملاحظه­ای با استفاده از دو یا سه رینگ تراکمی کنترل ک Moreبا توجه به لقی لازم بین بوش سیلندر و پیستون موتور احتراق داخلی رفت و برگشتی، چند شکاف مابین رینگ­های تراکم، سیلندر و پیستون ظاهر می­شود. اگرچه نشت گاز به داخل محفظه­ی میل­لنگ را می توان به طور قابل ملاحظه­ای با استفاده از دو یا سه رینگ تراکمی کنترل کرد، اما حذف شکاف­های موجود و روزنه­های رینگ مجموعه­ی سیلندر-پیستون-رینگ غیرممکن است. فرار مخلوط نسوخته به داخل شکافها میتواند منجر به تأثیر جدی روی کار انجام شده در هر سیکل، راندمان تبدیل سوخت و انتشار آلایندهها شود که همگی در چرخه احتراقی مهم هستند. در کار حاضر، ابتدا یک مدل نشتی پلی­تروپیک مبنا (PBBM) با استفاده از یک کد شبیهساز ترمودینامیکی (TSC) مجهز به یک زیرمدل نشتی تأیید شد. سپس، با استفاده از نتایج تجربی استخراج شده از یک موتور پژوهشی تک سیلندر اشتعال جرقه­ای در حالت پرش جرقه و سوخت گازطبیعی،P-q یک سیکل میانگین (EAC) از P-q 200 سیکل تجربی محاسبه شد. آهنگ­های جریان شکاف EAC با استفاده از TSC و PBBM برآورد شد و نتایج حاصله توافق خوبی بین آنها نشان داد. مطالعه نشتی در 200 سیکل تجربی با استفاده از PBBM نشان داد که تغییرات سیکلی موجود در فشار سیلندر باعث تغییرات سیکلی متناظر در افت خالص جرم سیلندر (NCML) و جرم خالص عبوری (NMP) از طریق روزنههای رینگ و فشار داخل شکاف­ها میشود. یک همبستگی خطی بین حداکثر NCML و حداکثر فشار سیلندر مشاهده شد در حالی که یک همبستگی معکوس بین فشار حداکثر سیلندر و NCML در موقعیت EVO مشاهده شد. Manuscript profile -
Open Access Article
8 - Trajectory Path Planning of Cable Driven Parallel Manipulators, Considering Masses and Flexibility of the Cables
Sobhan Sohrabi H. R. Mohammadi Daniali A. R. Fathi -
Open Access Article
9 - Improved Direct Torque Control Method of Axial-Flux Hysteresis Motor
Saman Amini Abolfazl Niasar Keyvan Amini -
Open Access Article
10 - Dynamic Modeling and Simulation of Cross Flux Permanent Magnet Generator and its Application in Wind Turbines
Mahmoud Zadehbagheri Vahdat NazerianMachines with permanent magnet excitation have higher efficiency and more reliability than machines with electric excitation. Among the permanent magnet machines, the crossover machines have a higher ratio of power to volume and electric torque to volume, so that at the MoreMachines with permanent magnet excitation have higher efficiency and more reliability than machines with electric excitation. Among the permanent magnet machines, the crossover machines have a higher ratio of power to volume and electric torque to volume, so that at the same power, their size is smaller than the usual permanent magnet machines. And this is the reason why researchers have paid attention to crossover machines in recent years. Cross-phase generators can be made with a smaller pole pitch than other machines. These features make these machines have a higher power density than other permanent magnet machines. The copper winding of the crossover generators is simple, and their passive copper winding is considerably less than other machines, so the mass of active materials required to produce power and electric torque can be less than other machines. In other words, a smaller volume of active materials per unit of electric torque can be obtained by these machines. Therefore, this generator creates high power and torque by creating a large number of poles and a small pole pitch, and it can be a suitable option for use in the production of electrical energy from wind power, especially at low wind speeds. The lack of a suitable dynamic model and the application of this generator, dynamic modeling and simulation, are necessary to analyze its performance under different conditions. Therefore, this article presents a dynamic model for this generator to be connected to the wind turbine, and then simulates the wind turbine based on this generator by simulating the turbine-generator system. Manuscript profile -
Open Access Article
11 - Dynamic and Vibration Analysis for Geometrical Structures of Planetary Gears
A Shahabi A.H Kazemian -
Open Access Article
12 - Dynamic modeling of a specific electro-pump liquid-propellant rocket
Davoud Ramesh Hassan Naseh Hadiseh Karimaei Seyedeh Fatemeh Mirmohammadi Seyed Mohammad Javad Hashemi HomamiThis research aims to model the nonlinear dynamics of the space propulsion system equipped with an electro-pump. For modeling, this system includes the combustion chamber, fuel and oxidizer tanks, and the corresponding pressurization system. A set of governing equations MoreThis research aims to model the nonlinear dynamics of the space propulsion system equipped with an electro-pump. For modeling, this system includes the combustion chamber, fuel and oxidizer tanks, and the corresponding pressurization system. A set of governing equations has been modeled in the Simulink of MATLAB software. The results of the modeling including changes in the angular velocity versus the time, changes in combustion chamber pressure versus the time, and changes in the mass flow rate of the fuel and oxidizer to the combustion chamber versus the time, are presented. In the end, the obtained results are compared with the results of the available engine and in addition to validating the results, it is possible to confirm and validate the performance of the electro-pump in a liquid fuel engine. The results showed that the angular velocity rate, the average acceleration rate of the combustion chamber, the average flow rate of the oxidizer to the combustion chamber and the average flow rate of the fuel to the combustion chamber obtained from the simulation and the available reference have a maximum error of 20%. The amount of difference in the conceptual design stage is free of problems. In addition, the trend of the graphs is similar. Manuscript profile -
Open Access Article
13 - Presenting a Dynamic Model of Manpower Demand in the Tax Affairs Organization of Iran
Arash Rouhani Malikeh Beheshtifar Hossein Kazemi -
Open Access Article
14 - Experimental Object Manipulation of Assistive Robotic Arm for Pick and PlaceTask
Mahdi Yousefi Mohgaddam Farzad Cheraghpour Samavati -
Open Access Article
15 - Fuzzy model of hesitant decision making in evaluating business plans under uncertainty (an approach to developing new products)
Amir Bahramipour Sadegh Abedi Alireza Irajpour -
Open Access Article
16 - Trajectory Optimization of Cable Parallel Manipulators in Point-to-Point Motion
moharam habib nezhad korayem mehdi bamdad ashkan akbareh -
Open Access Article
17 - Investigating and Evaluating the Capabilities and Geotourism Potentials of Sarein City (Case Study: Alvares, Darabad, Noran Villages)
Fariba Esfandyari Behrouz Nezafat takleTourism can be international or domestic in a country. According to this organization, tourism is not only limited to the trips that are made during the holidays, but if a traveler moves away from his place of residence and travels to another place in the country or eve MoreTourism can be international or domestic in a country. According to this organization, tourism is not only limited to the trips that are made during the holidays, but if a traveler moves away from his place of residence and travels to another place in the country or even another country and spends a period of time doing business and Even if he is educated, he is classified as a tourist. As we mentioned, tourism is both domestic and international. The purpose of this research is to investigate and evaluate the capabilities and potentials of geotourism (case study: Alvares, Darabad, Noran villages). The method of this research is applied, analytical and comparative, in this research, a dynamic model was used to evaluate the potential of tourism, and the Pavlova model was used to evaluate the competitiveness of geotourism areas. The value and importance of geotourist areas in the Hadzik model is estimated by three indicators of scientific value, surplus values and the degree of vulnerability of the areas, and in the Pavlova model, the competitiveness of the areas is estimated in terms of positive and negative factors. In the dynamic model, using Cochran's sample size formula, the number of experts and tourists has been determined, and a questionnaire of 55 visitors and 10 experts was used to evaluate the geotourism potential of the studied area. The results show that the geotourism potential of Darabad is 33.4, Noran is 36.44, and Alvares is 59.64. The geotourism potential of Darabad and Noran is average and not much different from each other, but Alvares region has good geotourism potential. Also, to evaluate the competitiveness of the studied areas, the results obtained from the analysis of positive and negative factors indicate that the final results of the numerical value of the areas of Darabad are equal to 1.14, Noran is equal to 1.18, which have satisfactory competitiveness and Alvarez geotourism area with The value of 1.41 has good competitiveness. Therefore, it is concluded that Alvarez tourism region has appropriate potentials for attracting tourists in terms of competitiveness compared to other studied tourism regions. Manuscript profile -
Open Access Article
18 - Influence of Converter and inverter on dynamic behavior of the GMAW process
Alireza Doodman Tipi Seyed Kamal Hosseini Sani Naser Pariz -
Open Access Article
19 - Identifying the geotourism potentials of East Azarbaijan province and its development using geotourism models (case study: Zenuzagh, Kandavan, Ashtabin)
Mansour Rahmati Faezeh Bahadori Behrouz Nezafat takle elahe navazesh hasan nezafat takleGeotourism is one of the important types of ecotourism with a responsible and conservation-oriented approach that emphasizes the popularization of earth sciences and the cultural, social and economic development of the local community. The purpose of this research is to MoreGeotourism is one of the important types of ecotourism with a responsible and conservation-oriented approach that emphasizes the popularization of earth sciences and the cultural, social and economic development of the local community. The purpose of this research is to investigate the geotourism capabilities of East Azarbaijan Province using the Pavlova, Kubalikova and Hadzik model. Three study areas including the geotourist areas of Kandavan, Zanouzgh and Ashtabin have been selected. Based on Paulova's model, the results showed that the Kandavan geotourism area with the highest score in the positive factors promoting the competitiveness of geotourist destinations includes natural wealth with a score of (7) and the highest value among the negative items of competitiveness, budget deficit and the lack of skilled professionals with a score of (5) It creates the most negative impact on the attraction of tourists. Also, the results of the Kobalikova model showed that the Kandavan region has the highest score compared to other regions with a value of (9.25). In the Hadzik model, according to the study of scientific and surplus values according to the opinion of experts and tourists, the results showed that the average scores of the items in Kandavan geotourism area with the highest score are in the first priority. Therefore, it can be concluded that by evaluating and identifying the geotourism potentials of East Azarbaijan Province and developing the capabilities, it will lead to the development of geotourism areas and attracting tourists. Manuscript profile -
Open Access Article
20 - Investigation of phalogenetic stages of raisins grapevine and changes in chilling accumulation that in Iran
طیبه شجاعی طیبه شجاعی غلامعباس فلاح قالهری غلامعباس فلاح قالهری عبدالرضا کاشکی عبدالرضا کاشکیOne of the crucial factors in the successful production of agricultural products is the climate. Lack of attention to climatic conditions causes the loss of horticultural products. As one of the major crops in Iran, grapes are affected by climate change and anomalies. D MoreOne of the crucial factors in the successful production of agricultural products is the climate. Lack of attention to climatic conditions causes the loss of horticultural products. As one of the major crops in Iran, grapes are affected by climate change and anomalies. Due to climate change, assessment of the phenological stages of grapevine and assessment of chill accumulation status is important for the development of this decidous tree and sustainable management of the horticultural sector. In the present study, the phenological stages of the grapevine were determined based on field observations in two consecutive years at Golmakan agrometeorological station. to evaluate the condition of chill accumulation based on dynamic model, data from 55 valid meteorological stations from 1985 to 2013 were evaluated on an hourly and daily time scale. Mann-Kendall nonparametric method was used to investigate the trend of cold accumulation changes.The results showed that grapes require eight phenological stages to complete the developmental period from early April to late November. The highest temperature requirement occurs during the fruit development stage. According to the dynamic modeloccur51 to 91 cold portions. At high latitudes, severe colds and at lower latitudes mild winter have reduced the chill accumulation for the grape tree.Therefore, climate change has emerged as a decrease in the rate of cold accumulation and the inadequate requirement. Therefore, consideration of climatic considerations is important in selecting species and varieties consistent with this decrease in chill units during the period of dormancy of decidous trees. Manuscript profile -
Open Access Article
21 - A Fuel-Cell Based Boost Converter Model Using Euler-Lagrange Equation
Atila Skandarnezhad -
Open Access Article
22 - New Super-twisting Sliding Mode Control of an Upper Limb Rehabilitation Robot Based on the TLBO Algorithm
Naghmeh Mirrashid Esmaeil Alibeiki Seyed Mehdi Rakhtala -
Open Access Article
23 - Dynamic Modeling of a Robot Manipulator for Opening the Tap Hole of an Electric Arc Furnace
Mohammad Esmaeili Mohammad Saadat -
Open Access Article
24 - Designing Predictive Kinematic Control and Dynamic Robust Control for Path Tracking in a Wheeled Mobile Robot
Fahime Kordi Hamid Reza Reza Alikhani Javad NikoukarIn this paper, we investigate a hybrid controller for wheeled mobile robots in the presence of external disturbances and parametric uncertainty. Robot models include kinematic and dynamic equations of motion. In this paper, in order to reach the final position, the whee MoreIn this paper, we investigate a hybrid controller for wheeled mobile robots in the presence of external disturbances and parametric uncertainty. Robot models include kinematic and dynamic equations of motion. In this paper, in order to reach the final position, the wheeled moving robot must be controlled in such a way that it can follow a reference path. Many studies often use a motion control strategy for the wheeled mobile robot. In this study, the proposed control strategy has two stages including cinematic control and dynamic control. In this regard, first after introducing the kinematic model of the robot, we design a predictive controller for this part and prove it. Then, based on the nonlinear dynamic dynamics of the robot, an adaptive sliding mode dynamic controller is introduced to estimate the disturbances online, automatically adjust the gain of the control and eliminate the umbrella phenomenon completely. Then, the proposed design is analyzed and proved using Lyapanov's theory of stability. According to the proposed adaptive control law, optimal convergence and tracking performance of all signals are guaranteed and tracking errors can converge arbitrarily in finite time to the source. Simulation results have been performed to show the effectiveness of the proposed design using Matlab software. Manuscript profile -
Open Access Article
25 - Dynamic modeling to determine production strategies in order to maximize net present worth in small and medium size companies
B Kiyani P Shahnazari Shahrezaei H Kazemipoor M Fallah -
Open Access Article
26 - Power Management and Dynamic Assessment of a Hybrid Wind, PV, and Battery Energy System
Mehdi Shafiee Saeed Jazebi Abbas-Ali Zamani Farzad Karimzadeh -
Open Access Article
27 - Factor Variability Test in Stock Return Forecasting Using Dynamic Model Averaging (DMA)
hosein maghsoud hamedreza vakilifard Taghi TorabiIn this study, using dynamic averaging models and monthly data in the period 2001:4 until 2018:3, Tehran Stock Exchange returns be investigated. In this regard, macroeconomics variables and parallel markets indices have been used to forecast the stock returns. Initially MoreIn this study, using dynamic averaging models and monthly data in the period 2001:4 until 2018:3, Tehran Stock Exchange returns be investigated. In this regard, macroeconomics variables and parallel markets indices have been used to forecast the stock returns. Initially, estimating various models such as Recursive models, time-varying parameter models (TVP), dynamic model selection (DMS) and dynamic model averaging (DMA) in Matlab software, It was observed that DMS model with α = β = 0.95 had higher forecast accuracy (based on MAFE, MSFE and Log (PL) metrics). Gold price (48-period), exchange rate (36-period) and inflation rate (30-period) had the highest effect on stock returns, respectively, and global oil prices and GDP had the lowest effect by 28 and 2, respectively. Finally, the results indicate that utilizing dynamic models by considering time variations in parameters and the variation of the model increases the efficiency of forecasting stock returns. Keywords: Forecasting, Stock Returns, time-varying Parameter (TVP), Dynamic Model Averaging (DMA). Manuscript profile -
Open Access Article
28 - The Relationship of Return on Investment Markets with the Debold and Yelmaz Approach
SayyedAmirMahdi Hashemi mohammad khodaei valahzaghard Abbas Memarnejad asghar abolhasani HastianiFinancial development is one of the most important causes of economic growth. Economic growth is a key variable of every economy, so analysis the factors that affect Economic growth is important, too. In this paper, the effect of financial development on the economic gr MoreFinancial development is one of the most important causes of economic growth. Economic growth is a key variable of every economy, so analysis the factors that affect Economic growth is important, too. In this paper, the effect of financial development on the economic growth of the country during the period of 1989 to 2016 has been studied. In order to increase accuracy and flexibility of results, we use the TVP-FAVAR model which make possible to change coefficient and participant of individual variables at any point of time. At first, latent financial development variable in Iran economy has been estimated; Then, we specify the model of study by using the variables of liquidity volume, oil revenues, economic growth and financial development.The results of the impulse- response functions show that a shock in the latent financial development has had a positive effect on economic growth during the years under study. The results also show that the shock caused by oil revenues will only lead to an increase in economic growth over the short term and will be adjusted over several years, while the effects of liquidity shocks on the results of most years have had a neutral effect on economic growth. Manuscript profile -
Open Access Article
29 - Tail Risk Analysis Using realized measure and Dynamic Asymmetric Laplace Models in Tehran Stock Exchange
esmail mohammadi salari Mohammad Reza Rostami Reza Gholami Jamkarani Mojganm safaAbstractThe main objective of this study is to estimate and evaluate the performance of the dynamic realized conditioned autoregressive value at risk model (Realized-ES-CAViaR-Add-RV-SAV) in forecasting tail risk measures (VaR and ES). In this regard, daily as well as i MoreAbstractThe main objective of this study is to estimate and evaluate the performance of the dynamic realized conditioned autoregressive value at risk model (Realized-ES-CAViaR-Add-RV-SAV) in forecasting tail risk measures (VaR and ES). In this regard, daily as well as intraday (hourly) data of Tehran Stock Exchange Index in the period of 24/6/2014 – 2/2/2021are used. The results of the model are compared to the results of ES-CAViaR-SAV and ES-CAViaR-AS models to investigate the effect of incorporating the realized component to the model. Using backtesting tools such as Bin, POF, TUFF, CC, CCI, VRate tests, Lopez loss function (LL) (in VaR part) and McNeil and Frey test and ranking according to MCS method in The ES part, the efficiency of the models are examined. The results of this study indicate the efficiency of all three models in forecasting the tail risk measures. In addition, the results show that the use of realized criteria increases the tail risk forecasting efficiency. Manuscript profile -
Open Access Article
30 - Design of a fuzzy adaptive controller for a ducted fan (UAV)
Meysam Rahimi
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