The portfolio selection is one of the most important and vital decisions that a real or legal person, who invests in stock market, should make. The main purpose of this article is the determination ...of the optimal portfolio with regard to relations among stock returns of companies which are active in Tehran's stock market. For achieving this goal, weekly statistics of company's stocks since Farvardin 1389 until Esfand 1390, has been used. For analyzing statistics and information and examination of stocks of companies which has change in returns, factors analysis approach and clustering analysis has been used (FC approach). With using multivariate analysis and with the aim of reducing the unsystematic risk, a financial portfoliois formed. At last but not least, results of choosing the optimal portfolio rather than randomly choosing a portfolio are given.
This research is an attempt to create optimized planning in educational units. The problem of university courses timetabling is one of the problems that is very important for educational units; ...establishing optimal distances to comply with students' study status as well as balancing other constraints of the timetabling problem is one of the challenges in a timetabling problem. Therefore, sometimes an educational unit may not be able to strike a good balance between all the constraints it faces and fail to achieve a proper timing table. In this paper, in order to achieve optimal exam timetabling with an integer scheduling approach, a model for exam timetabling is presented. The purpose of the proposed mathematical model is to maximize the appropriate time intervals that should be established between students' exams. In this mathematical model, according to the number of allowed exam days and the number of possible exam sessions per day, a number of positions have been considered and it is tried to assign these positions to the courses according to the courses related to the students of each entrance. The most important advantage of the proposed model is its simplicity while sufficient accuracy. Therefore, complex methods are not needed to solve this model.
In this paper the DRC model is presented for solving multi objective problem. The proposed model is a combination of data envelopment analysis, Cuckoo algorithm and the response surface method. Due ...to reasons like costs, time and irreversible damages, it is not possible to analyze each and every one of the proposed models in practice, so the simulation is used. Since the number of experiments for simulation process is high then the optimization has gone to practice and directs the simulation process. The response surface method is used as one of the approaches of simulation optimization. Furthermore, data envelopment analysis is used to consider several response surfaces as efficiency response surface. Then this efficiency response surface is solved by Cuckoo algorithms. The main advantage of DRC model is to make one efficiency response surface function instate of multi surface function for every output and also using the advantages of Cuckoo algorithms. In order to demonstrate the effectiveness of the proposed approach, the branches of Refah bank in Mashhad is analyzed and the results are presented.
One of the stages of crisis management is planning and initial preparation to deal with the crisis. During natural disasters, one of the main activities is the logistics of relief groups and the ...activities of relief teams to save the lives of the victims of the accident. A review of past events shows that the chances of rescuing the injured decrease and that a quick and correct decision is important in this situation. This paper presents a two-phase hybrid approach to decision-making and prioritization of affected regions to send relief teams. In this approach, multi-criteria decision-making methods in two phases are used to consider different indicators in achieving the optimal solution. In the first phase, with the help of the primary decision matrix, the AHP, TOPSIS and AHP-TOPSIS methods are used. And in the second phase, according to the results obtained from the first phase, the secondary decision matrix is created. With the CoCoSo method's help, one of the newest methods in this field, areas are prioritized for relief. In order to implement the proposed approach, the city of Amol has been studied.
Purpose
Cement as one of the major components of construction activities, releases a tremendous amount of carbon dioxide (CO2) into the atmosphere, resulting in adverse environmental impacts and high ...energy consumption. Increasing demand for CO2 consumption has urged construction companies and decision-makers to consider ecological efficiency affected by CO2 consumption. Therefore, this paper aims to develop a method capable of analyzing and assessing the eco-efficiency determining factor in Iran’s 22 local cement companies over 2015–2019.
Design/methodology/approach
This research uses two well-known artificial intelligence approaches, namely, optimization data envelopment analysis (DEA) and machine learning algorithms at the first and second steps, respectively, to fulfill the research aim. Meanwhile, to find the superior model, the CCR model, BBC model and additive DEA models to measure the efficiency of decision processes are used. A proportional decreasing or increasing of inputs/outputs is the main concern in measuring efficiency which neglect slacks, and hence, is a critical limitation of radial models. Thus, the additive model by considering desirable and undesirable outputs, as a well-known DEA non-proportional and non-radial model, is used to solve the problem. Additive models measure efficiency via slack variables. Considering both input-oriented and output-oriented is one of the main advantages of the additive model.
Findings
After applying the proposed model, the Malmquist productivity index is computed to evaluate the productivity of companies over 2015–2019. Although DEA is an appreciated method for evaluating, it fails to extract unknown information. Thus, machine learning algorithms play an important role in this step. Association rules are used to extract hidden rules and to introduce the three strongest rules. Finally, three data mining classification algorithms in three different tools have been applied to introduce the superior algorithm and tool. A new converting two-stage to single-stage model is proposed to obtain the eco-efficiency of the whole system. This model is proposed to fix the efficiency of a two-stage process and prevent the dependency on various weights. Converting undesirable outputs and desirable inputs to final desirable inputs in a single-stage model to minimize inputs, as well as turning desirable outputs to final desirable outputs in the single-stage model to maximize outputs to have a positive effect on the efficiency of the whole process.
Originality/value
The performance of the proposed approach provides us with a chance to recognize pattern recognition of the whole, combining DEA and data mining techniques during the selected period (five years from 2015 to 2019). Meanwhile, the cement industry is one of the foremost manufacturers of naturally harmful material using an undesirable by-product; specific stress is given to that pollution control investment or undesirable output while evaluating energy use efficiency. The significant concentration of the study is to respond to five preliminary questions.
Today, paying attention to the interests of suppliers in supply chain management strategies is one of the important points in the success of long-term and strategic relationships with suppliers. Not ...paying enough attention to these points sometimes causes irreparable damage to the overall structure of the organization. In response to this need, researchers have developed and proposed different models according to different approaches. This research has presented a special model with the approach of answering these problems. This approach, which is based on the Cuckoo Optimization Algorithm (COA), can solve the problems in multi-objective methods in addition to single-objective problems. This method based on the COA and the ε-constraint method named COA/ε-Constraint. The general approach of this method is to turn a multi-objective problem into a single-purpose problem, which is associated with increased efficiency. The model studied in this paper, with the aim of creating coordination between buyers and suppliers in the problem of supplier selection, is a three-objective model of cost, quality and delivery time, which is implemented to evaluate the performance of the proposed method. The results show the superiority of the proposed method over similar approaches in terms of creating a Pareto frontier.
Today, the benefits of climate diversity and scaling up farmers' coordination to the landscape are particularly crucial in meeting increasing food demand and planning crop cultivation. The growing ...population with changing dietary patterns creates a higher demand for sustainable, coordinated agri-food networks, which consolidated the value chain of the agri-foods at both the farmers and the market side. In this paper, a strategic planning framework from a large-scale crop supply chain perspective is presented for National crop Growers’ Associations (NGAs). The proposed framework aims to better equip crop growers, in a complex decision situation in taking advantage of complementary climate and market opportunities, to plan: what, when, and how to produce crops by using water-sustainable cropping plans. The coverage of this framework is at the national level to be able to take advantage of climate diversity and complementary markets in provinces with various climatic conditions. Using a multi-stage model on a countrywide management level and crop evapotranspiration and water requirement estimates, during crop growth in the different geographical and climatic ranges, it provides advisedly estimation for the regional (counties) quantity of optimum cultivation, storage, and transportation at the minimum cost and optimum land and water usage as a reform plan for optimizing existing harvesting practices. Moreover, assurance of total local farmers' income, re-cultivation in the planning horizon, and perishability of crops are considered. These considerations allow the proposed comprehensive framework to support the successful high yield practices and more water productivity in susceptible regions and months by using the regional climatic advantages, including crop evapotranspiration, effective precipitation, and irrigation productivity. In order to illustrate the application of the framework, it was applied to 429 counties and 30 provinces of Iran for potato, onion, and tomato farming systems in 2020. Computational results guarantee small-scale farmers' income, stabilize food demand coverage, and save 397 million m3 of irrigation water yearly.
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