فهرس المقالات masoud sanei


  • المقاله

    1 - Efficiency analysis in multi-stage network DEA-R models
    International Journal of Data Envelopment Analysis , العدد 2 , السنة 5 , بهار 2017
    In many organizations and financial institutions, it is in many cases more cost and time efficient to access ratio data. Therefore, it is of great importance to evaluate the performance of decision-making units (DMUs) which only have access to ratios of inputs to output أکثر
    In many organizations and financial institutions, it is in many cases more cost and time efficient to access ratio data. Therefore, it is of great importance to evaluate the performance of decision-making units (DMUs) which only have access to ratios of inputs to outputs or vice versa (for instance, ratio of employees to students, ratio of assets to liabilities and ratio of doctors to patients). In this paper, we will propose two-stage network DEA-R model with multi-objective linear programming (MOLP) structures. Then, introducing a production possibility set (PPS) in each network stage, we will compare efficiency values in network DEA and DEA-R. In the end, through an applied study on 22 medical centers which treat special patients in three stages, we will suggest an output-oriented multi-stage network DEA-R model under assumption of CRS technology. The medical centers are evaluated in all three stages based on overall network efficiency. The results of the analysis are presented and a future research in this field is discussed in the final section of the paper. تفاصيل المقالة

  • المقاله

    2 - Analysis of returns to scale and efficiency in the financial performance of listed petrochemical companies by DEA method
    International Journal of Data Envelopment Analysis , العدد 2 , السنة 9 , بهار 2021
    One of the components of large companies that, with the support of their competent and efficient managers, are analyzing the capital market, raw materials and products every day, is an accurate calculation tool to advance future goals.After the end of financial periods أکثر
    One of the components of large companies that, with the support of their competent and efficient managers, are analyzing the capital market, raw materials and products every day, is an accurate calculation tool to advance future goals.After the end of financial periods and through news and media, announcements of profit and loss, balance sheet and earnings per share and finally changes in stock prices of companies in the capital market are provided to us. Obviously, companies that have achieved better profitability rates and have increased the value of investor stocks have a better position in this market, and other companies have the ability to gain points that have led to positive changes in the market. They maintain their competition to achieve much higher.In this paper, the financial information of 10 petrochemical companies that are members of the stock exchange for 11 consecutive years is classified by performance appraisal techniques and finally, according to the market analysis and methods used, the results related to the returns of these companies are classified. Has been. تفاصيل المقالة

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    3 - Computing the Efficiency of Bank Branches with Financial Indexes, an Application of Data Envelopment Analysis (DEA) and Big Data
    Advances in Mathematical Finance and Applications , العدد 7 , السنة 9 , تابستان 2024
    In traditional Data Envelopment Analysis (DEA) techniques, in order to calculate the efficiency or performance score, for each decision-making unit (DMU), specific and individual DEA models are designed and resolved. When the number of DMUs are immense, due to an increa أکثر
    In traditional Data Envelopment Analysis (DEA) techniques, in order to calculate the efficiency or performance score, for each decision-making unit (DMU), specific and individual DEA models are designed and resolved. When the number of DMUs are immense, due to an increase in complications, the skewed or outdated, calculating methods to compute efficiency, ranking and …. may not prove to be economical. The key objective of the proposed algorithm is to segregate the efficient units from that of the other units. In order to gain access to this objective, effectual indexes were created; and taken to assist, in regards the DEA concepts and the type of business (under study), to survey the indexes, which were relatively operative. Subsequently, with the help of one of the clustering techniques and the ‘concept of dominance’, the efficient units were absolved from the inefficient ones and a DEA model was developed from an aggregate of the efficient units. By eliminating the inefficient units, the number of units which played a role in the construction of a DEA model, diminished. As a result, the speed of the computational process of the scores related to the efficient units increased. The algorithm designed to measure the various branches of one of the mercantile banks of Iran with financial indexes was implemented; resulting in the fact that, the algorithm has the capacity of gaining expansion towards big data. تفاصيل المقالة

  • المقاله

    4 - سنجش عملکرد مالی 50 شرکت برتر بورس اوراق بهادار با استفاده از مدل های غیر شعاعی تحلیل پوششی داده ها
    مهندسی مالی و مدیریت اوراق بهادار , العدد 1 , السنة 13 , بهار 1401
    هدف از این تحقیق انتخاب بهینه سبد سهام با استفاده از تحلیل پوششی داده ها است و جهت انجام پروژه از اطلاعات بورس اوراق بهادار درباره ۵۰ شرکت فعال برتر در بازه زمانی تابستان سال 1398 و ردیابی تحلیل همین داده ها در بازه زمانی بهار سال 1398 می باشد. برای محاسبه کارایی نسبی و أکثر
    هدف از این تحقیق انتخاب بهینه سبد سهام با استفاده از تحلیل پوششی داده ها است و جهت انجام پروژه از اطلاعات بورس اوراق بهادار درباره ۵۰ شرکت فعال برتر در بازه زمانی تابستان سال 1398 و ردیابی تحلیل همین داده ها در بازه زمانی بهار سال 1398 می باشد. برای محاسبه کارایی نسبی و میزان پیشرفت و پسرفت شرکت ها از مدل توسعه یافته تحلیل پوششی داده ها‌ ( SORM ) استفاده گردیده که ورودی ها فقط در فاصله ای محدود و مشخص شده می توانند تغییر نمایند و با همین فرض، خروجی نیز در فاصله ای محدود شده تغییر می نماید و امکان وجود داده منفی هم قابلیت تحلیل دارد و مدل نهایی با توجه به اطلاعات استخراج شده از جامعه مورد بحث، کارایی و بهینگی انتخاب سبد سهام را تسهیل می نماید. به دلیل عدم وجود تمام اطلاعات مورد نیاز و در دسترس، نتایج این تحلیل نشان می دهد 13 شرکت، کارایی برابر 1 که نشانگر بیشترین سطح کارایی است دست یافته و بانک صادرات با احتساب رقم 1.32 و شرکت پتروشیمی فناوران نیز به احتساب رقم 1.15 به ترتیب دارای بیشترین پیشرفت و نرخ رشد در طبقه اول و دوم بهره وری طبقه بندی گردیده اند. تفاصيل المقالة

  • المقاله

    5 - An Approximation Method for Fuzzy Fixed-Charge Transportation Problem
    International Journal of Mathematical Modeling & Computations , العدد 5 , السنة 8 , پاییز 2018
    In this paper, we develop the fuzzy fixed charge transportation problem when the costs are the fuzzy numbers. The first step it transform into the classical fuzzy transportation problem. The next, we obtain the best approximation fuzzy on the optimal value of the fuzzy أکثر
    In this paper, we develop the fuzzy fixed charge transportation problem when the costs are the fuzzy numbers. The first step it transform into the classical fuzzy transportation problem. The next, we obtain the best approximation fuzzy on the optimal value of the fuzzy fixed-charge transportation problem. This method obtains a lower and upper bounds both on the fuzzy optimal value of the fuzzy fixed-charge transportation problem which can be easily obtained by using the approximation solution. Finally, the results of this paper have been illustrated by a numerical example. تفاصيل المقالة

  • المقاله

    6 - Generalization of Dynamic Two Stage Models in DEA
    International Journal of Mathematical Modeling & Computations , العدد 5 , السنة 9 , پاییز 2019
    Dynamic network data envelopment analysis (DNDEA) has attracted a lot of attention in recent years. On one hand the available models in DNDEA evaluating the performance of a DMU with interrelated processes during specified multiple periods but on the other hand they can أکثر
    Dynamic network data envelopment analysis (DNDEA) has attracted a lot of attention in recent years. On one hand the available models in DNDEA evaluating the performance of a DMU with interrelated processes during specified multiple periods but on the other hand they can only measure the efficiency of dynamic network structure when a supply chain structure present. For example, in the banking industry, profit is generated by using loan as a source of investment funds, and the generate profit can also be regarded as an added source. Existing models are not able to use output from different section in different period as inputs, for the next section. So, we propose a dynamic network DEA model involve two-stage structure in each period. Hence, this article is composite of two-stage and dynamic DEA that is called dynamic two-stage DEA (DTDEA) model. It has the advantages of both dynamic DEA and two-stage models. This model can be utilized to highlight those bank branch managers can be further analyzed for best practice benchmarking. تفاصيل المقالة