Financial modeling
Rouhollah Kiyani Ghalehno; Sadegh Niroomand; Hosein Didekhani; Ali Mahmoodirad
Abstract
Purpose: Optimizing the negative balance of the financial portfolio of branches by observing the limits defined in the banking system of Iran.Methodology: In recent years, several models have been proposed for the investment portfolio. In banks, Fundraising operations are carried out in parallel ...
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Purpose: Optimizing the negative balance of the financial portfolio of branches by observing the limits defined in the banking system of Iran.Methodology: In recent years, several models have been proposed for the investment portfolio. In banks, Fundraising operations are carried out in parallel with investments. Attracting deposits and repaying loans are the main pillars of investment and form the basis of the resource and expenditure portfolio in the bank. In this research, a multi-objective planning model is designed to maximize returns and minimize risk.Findings: The approach of the problem is such that by taking administrative and personnel costs and interest rates on deposits and facilities and exchange rates of the domestic market can offer a variety of portfolios. The branches select the appropriate portfolio as the goal and work plan according to their requirements.Originality/Value: Due to the nature of the problem, which is hard nonlinear, the model is solved using NSGA-II evolutionary algorithm. The output of solving the problem is a set of optimal solutions on the Pareto frontier. Each of the portfolios is a strategic choice for the decision-maker, according to the level of return and risk.
Multi-Attribute Decision Making
Rouhollah Kiani Ghaleh no
Abstract
In the last decade, multi-criteria decision making methods have been used extensively to evaluate multiple units with similar task descriptions. One of the most widely used methods, which is based on mathematical principles, is the TOPSIS method. ranking mechanism in TOPSIS method based on performance ...
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In the last decade, multi-criteria decision making methods have been used extensively to evaluate multiple units with similar task descriptions. One of the most widely used methods, which is based on mathematical principles, is the TOPSIS method. ranking mechanism in TOPSIS method based on performance distance measurement is from positive ideal and negative ideal and the existence of Outlier-data can have a negative impact on the calculations. in this study the modification of TOPSIS method so that Be able to control Outlier-data, is on the agenda. For this purpose modified algorithm TOPSIS method is introduced. With the aim of validating the proposed algorithm, the performance of 1951 branches of agri-Bank in the case study section has been evaluated and the results have been compared with the standard TOPSIS method. Calculation of the modified TOPSIS method by considering different coefficients of data scatter control and examination of the correlation coefficients show that the modified TOPSIS method has been able to control Outlier data well.