Determining the Optimum Investment Portfolios in the Iranian Banking Network Base on Bi-level Game using the Markowitz Optimization Model by Firefly Algorithm

Subject Areas : strategic management in technology

Mehdi Memarpour ¹ , Ashkan Hafezalkotob ² , Mohammad Khalilzadeh ³ , Abbas Saghaei ⁴ , Roya Soltani ⁵

1 - Department of Industrial Engineering, Science and Research Branch, Islamic Azad University, Tehran, Iran.
2 - College of Industrial engineering, South Tehran Branch, Islamic Azad University, Tehran, Iran
3 - Department of Industrial Engineering, Science and Research Branch, Islamic Azad University, Tehran, Iran
4 - Department of Industrial Engineering, Science and Research Branch, Islamic Azad University, Tehran, Iran.
5 - Department of industrial Engineering, KHATAM University, Tehran, Iran

Received: 2021-08-25 Accepted : 2021-09-21 Published : 2021-09-01

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