Fuzzy Optimization
Mehrdad Rasoulzadeh; Seyyed Ahmad Edalatpanah; mohammad fallah; esmaeil najafi
Abstract
Goal: Increasing the wealth of shareholders is one of the most important goals of financial management. This issue is always intertwined with the two concepts of risk and return at the same time, so that hareholders always seek to increase portfolio return by controlling and minimizing risk, or seeking ...
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Goal: Increasing the wealth of shareholders is one of the most important goals of financial management. This issue is always intertwined with the two concepts of risk and return at the same time, so that hareholders always seek to increase portfolio return by controlling and minimizing risk, or seeking to reduce risk at a certain level of Returns are expected. For this purpose, investors mainly use the concepts of fundamental analysis and paying attention to the internal structure and financial performance of companies, or paying attention to the changes and price fluctuations of stocks in the market, or a combination of both methods.Research methodology: In this research, by combining the Markowitz model with fuzzy returns with the network data coverage analysis model, we will achieve a multi-objective model, which by considering the performance of companies based on some financial ratios and its effect on the stock market value, Also, price fluctuations will try to introduce stock portfolios in the best possible situations in terms of risk, return and efficiency of the stock portfolio. Finally, in order to use the model in selecting an optimal portfolio, 50 companies were selected from the active companies in the Tehran Stock Exchange, and the said model was implemented on them. Also, multi-objective algorithm with non-dominated sorting was used to solve the model.Findings: The results obtained from the implementation of the model on 50 companies active in the stock exchange show that the use of the proposed model is better than the use of any of Markobetz's models or network data coverage analysis alone, and also the ratio The non-network model provides investors with better results in terms of returns, risk and efficiency.
supply chain management analyzing/modelling
Parisa Bolhasani; Mohammad Fallah; Reza Tavakkoli-Moghaddam; Akbar Alam Tabriz
Abstract
Purpose: Increasing the population, followed by increasing human needs and problems related to transportation, has led managers to seek for solutions by the goal of increasing economic profitability and reducing costs. Therefore, in this study, a set of location decisions, vehicle routing and inventory ...
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Purpose: Increasing the population, followed by increasing human needs and problems related to transportation, has led managers to seek for solutions by the goal of increasing economic profitability and reducing costs. Therefore, in this study, a set of location decisions, vehicle routing and inventory management has been used as the main tools to face with these problems.Methodology: model has been solved and validated by Gams software using Epsilon method in small scale. Since this is one of the NP-Hard problems, meta-heuristic algorithms, MOPSO, MOFF, MOIWO, NSGA-II have been used to solve large-scale problems.Finding: The results of all comparative criteria show the superiority of the MOIWO algorithm over other algorithms and the appropriate efficiency of these methods in solving the mathematical model, especially in high dimensions and short times.Originality / Value: In this study, the design of hazardous materials transportation network is considered by considering the decisions related to location, routing, inventory. For this purpose, a new multi-objective mathematical model with the objectives of minimizing cost, minimizing travel time and maximum social responsibility is presented. This mathematical model can be used in different areas and different dimensions.
Decisions in new businesses
Mohammad Fallah; Hamed Nozari
Abstract
The Internet of Things (IoT) is a system of computers, computing machines, digital and mechanical devices, humans and animals, each with an independent code and as a distinct device, in the network and a significant share of information exchange and behavior and the relationship between them is done ...
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The Internet of Things (IoT) is a system of computers, computing machines, digital and mechanical devices, humans and animals, each with an independent code and as a distinct device, in the network and a significant share of information exchange and behavior and the relationship between them is done without direct human intervention and supervision. Businesses are no exception and try to use the IoT to make business smarter. The supply chain is one of the most vital parts of the business cycle and its smartening creates a dramatic change in the optimization of business processes. However, since this technology is based on the Internet and the use of the Internet can always be associated with different risks, so recognizing the cyber risks that can be faced by businesses in the face of these technologies is always significant IoT-based supply chain cyber to be identified and analyzed. In order to rank these risks, nonlinear mathematical modeling method has been used. The results show that privacy in interaction with suppliers as well as customers is the most important and effective measures should be taken to address these risks.
Multi-Attribute Decision Making
parisa bolhasani; ayda esmaili dooki; mohammad fallah
Abstract
The continuous quality improvement is a critical to compete in domestic and international markets has become. Tooling companies are not exempt from this and because productive relationship with major industries such as oil companies and power plants are forced to adhere to a high standard. In this study ...
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The continuous quality improvement is a critical to compete in domestic and international markets has become. Tooling companies are not exempt from this and because productive relationship with major industries such as oil companies and power plants are forced to adhere to a high standard. In this study presented a combination approach from FMEA and FAHP techniques. According to the experts to decide and identify products by their critical A suitable priority of the equipment with the aim of building a closer and more effective plan to be presented. Finally, the review of AzarAb one of the country's most important infrastructure projects As a case study, the efficiency and effectiveness of the proposed method is confirmed. The results are ranked in terms of priority indicators in FAHP method and accuracy with expert opinion and the decision is very high compliance, MSE Index also indicates that the results of this point.