یک روش DEA فازی برای انتخاب پروژه با استفاده از تحلیل ریسک مطلوب و نا مطلوب
Subject Areas : International Journal of Industrial Mathematicsشقایق صادقیان 1 , فرهاد حسین زاده لطفی 2 , بهروز دانشیان 3 , نیما آذرمیر 4
1 - گروه ریاضی، واحد تبریز، دانشگاه ازاد اسلامی، تبریز، ایران.
2 - گروه ریاضی، واحد علوم و تحقیقات، دانشگاه ازاد اسلامی، تهران، ایران.
3 - گروه ریاضی، واحد تهران مرکز، دانشگاه ازاد اسلامی، تهران، ایران.
4 - گروه ریاضی، واحد تبریز، دانشگاه ازاد اسلامی، تبریز، ایران.
Keywords: انتخاب پورتفولیو فازی, تیوری فازی, ریسک پایین ریسک بالا, تحلیل پوششی داده ها,
Abstract :
این مقاله یک مدل مبتنی برDEA برای تحلیل ریسک فازی در انتخاب پروٰژه ارایه می دهد. ما از مفهوم نیم واریانس برای اندازه گیری ریسک بالا و پایین ویک مدل DEAبرای طبقه بندی ریسک مطلوب و نامطلوب استفاده می کنیم. اولا مدل پیشنهادی شامل شاخص های جدید ریسک مطلوب-بازده و ریسک نامطلوب-بازده است.بنابراین یک مدل جدید برای ارزیابی و طبقه بندی ریسک مطلوب و نامطلوب ارایه شده است. ونهایتا به یک مدل DEAفازی برای انتخاب پورتفولیو پروژه توسعه داده شده است. یک مثال کاربردی با ۳۷ پروژه در دسترس برای توضبح و کاربردی بودن روش پیشتهادی ارایه شده است.
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