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.
Financial modeling
Meysam Kaviani; Seyed Fakhreddin Fakhrehosseini
Abstract
This article shows that Operations research techniques play an important role in the development researches of financial and investment, and in recent years, with significant improvements in terms of the availability of real-time data and the speed of computer, this role has increased and in line with ...
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This article shows that Operations research techniques play an important role in the development researches of financial and investment, and in recent years, with significant improvements in terms of the availability of real-time data and the speed of computer, this role has increased and in line with it by creating more opportunities for these techniques, more importance has been given to research and output. Given the importance of the issue today, there is a two-way relationship between financial concepts and investment with operational research techniques, that is, as various techniques of research in operations for financial affairs have been used, financial theories also require the development and improvement of solution Operations research techniques.The present paper shows that depending on the type of decision making in the field of finance and investment through research results, these techniques, in addition to raising the accuracy of the results of financial research, can lead to a greater variety of research, especially for the fields Financial engineering.