برنامه ریزی آرمانی

Open Access Article

1 - Using Composed Approach of DEA and AHP for Efficiency Evaluation Faculties of Shahid Beheshti University
Akbar Alem Tabriz Hesam Saiedy Sarem Deilami Moezi

To improve the status quo, by performance assessment could recognized weakness and strength andminimized input of resources. Thus, university has to know efficiency of faculties and to study cause of itsefficiency and inefficiency, then to improve and to conduct faculti More

To improve the status quo, by performance assessment could recognized weakness and strength andminimized input of resources. Thus, university has to know efficiency of faculties and to study cause of itsefficiency and inefficiency, then to improve and to conduct faculties of inefficiency by suitable programming. Inthis paper, according to importance of university, largest higher education center in country, be evaluatedefficiency of Shahid Beheshti University’s faculties by DEA using CCR model in two cases of sample modeland based on goal programming (min max deviation) in period of 1386-1388. After ranking of faculties by usingcomposed approach of DEA and AHP, in conclusion, have been sated final ranking of faculties and evaluating ofused methods. Finding of research presented Sciences, Letters and Human Sciences, and Management andAccount faculties were top faculties based on observed indices in this period. Manuscript profile

Open Access Article

2 - Modeling the problem of selecting and assigning orders to suppliers based on the Goal planning, QFD and ANP combined approach
Milad Tavakolian Mohammad Javad Ershadi Amir Azizi

Vendor performance plays a key role in price, quality, timely delivery and service in achieving the goals of the supply chain. Given this, today's supplier performance has become a critical element in the success or failure of a company. In this study, an idealized plan More

Vendor performance plays a key role in price, quality, timely delivery and service in achieving the goals of the supply chain. Given this, today's supplier performance has become a critical element in the success or failure of a company. In this study, an idealized planning model with multi-criteria decision-making approach with network analysis tool based on the expansion of fuzzy quality function has been developed. Also, a new way of ranking, selecting, and assigning orders to suppliers is provided. To this end, the concept of expanding fuzzy quality function and network analysis are used to evaluate and rank suppliers and the math planning model for assigning orders to suppliers. The method presented in this paper is a feasible, practical, and useful method for identifying and ranking suppliers as well as assigning orders to them. The advantage of this model compared to similar methods in using QFD and ANP tools is to measure the priorities and needs of the company to rank suppliers, which can listen to the voice of the customer and take their demands, as well as integrate the two tools with planning Ideal for ordering a new approach. Based on the results of this research, technology and timely delivery are the most important features in order to evaluate contractor selection. Selection of contractors in such a way that at the same time returns from the supplier, delays and costs of supply are the least possible, are the most important results of this research. Manuscript profile

Open Access Article

3 - Evaluate the efficiency of decision making units with classical model and goal programming data envelopment analysis and output correlation with statistical methods in Ghavamin Bank.
golamreza Panahandeh khojin Abbass Toloie Eshlaghy Mohammad Ali Afshar Kazemi

Objective: The purpose of this study was to determine and evaluate the efficiency of decision making units with classical model and goal programming data envelopment analysis and output correlation with statistical methods in Ghavamin Bank.Methods: In this paper, data e More

Objective: The purpose of this study was to determine and evaluate the efficiency of decision making units with classical model and goal programming data envelopment analysis and output correlation with statistical methods in Ghavamin Bank.Methods: In this paper, data envelopment analysis model based on output- oriented BCC was used to determine the efficiency of provincial branch management in the Ghavamin Bank. As well as to increase the discrimination power of decision-making units more efficient from the inefficient, first models of the default goal programming data envelopment analysis model was examined, then the output models of default as part of the input goal programming data envelopment analysis model was used. Finally, Pearson correlation coefficient was used to evaluate the correlation between the classical model and goal programming model in the outputs.Results: According to output amounts output- oriented BCC model all of decision-making units is efficient and value their efficiency is equal to one, then to discriminate higher than the goal programming data envelopment analysis model was used, the results showed that the 32 management 21 units are efficient and the rest are inefficient. The results also showed that there is a significant correlation between the classical model and the goal programming model.Conclusion: The results showed that goal programming data envelopment analysis model in discriminating efficient decision making units from inefficient has higher discrimination power than output- oriented BCC model. Manuscript profile

Open Access Article

4 - Stock selection of Tehran stock exchange investors with hybrid of data envelopment analysis (DEA) and goal programming (GP)
محمد غلی افشارکاظمی مریم خلیلی عراقی احمد سادات کیایی

One of the most important concerns of investors in financial market is to select astock or portfolio which is optimal in profitability. So a lot of methods related to stockselection have been introduced. The purpose of this study is to make optimal portfolioby hybrid of More

One of the most important concerns of investors in financial market is to select astock or portfolio which is optimal in profitability. So a lot of methods related to stockselection have been introduced. The purpose of this study is to make optimal portfolioby hybrid of data development analysis (DEA) and goal programming (GP). Thereforethe data which is related to 6 industries among Tehran Stock Exchange (250 firms)have been collected from October 2009 March 2010. The ratio efficiency of everyindustries' firms has been calculated and the most efficient ones selected, and finally48 efficient firms have been determined. In next phase after collecting data related tothe criteria of investing for efficient firms, in order to determine F the linearprogramming has been used and to ensure the goals attainment with the low priorities,the result has been brought to goal programming model after a little coordination. Infinal phase investor has decided by considering priorities and his goals and using goalprogramming. The result show the complete achievement of (Beta), (Return), (Di)and (liquidity) goals and the incomplete achievement of (risk) goal and (Ci) goal has2.27 units positive derivation and it was made a various portfolio includes 8 stocksamong 250 stocks. Manuscript profile

Open Access Article

5 - A Proposed Model For Cooperation Between The Bank Branches For Construction With Analytic Network Process And Zero One Goal Programming
ناصر حمیدی رضا کشاورز جهانی پروانه سموئی

Nowadays, customer satisfaction has been considered as the most significantsubject in value production by many organizations. Among these, banks can behighlighted in which customer attraction, attainment and improvement of customersatisfaction are the essential factors More

Nowadays, customer satisfaction has been considered as the most significantsubject in value production by many organizations. Among these, banks can behighlighted in which customer attraction, attainment and improvement of customersatisfaction are the essential factors of success in their competitive environments.Distribution method of branches is also an important issue which has considerableeffect on customer satisfaction. On the other hand, the resource shortage is asignificant concerns of customer oriented organizations which may occur on varioustimes and organizational structures. Relating to banks, it can be mentioned that theyhave continuously faced human and financial resource shortage for developing furtherbranches and providing distinctive services.This research deals with finding a desirable approach for selecting optimizedlocations of new branches for private banks to achieve customer satisfaction andmarket dominance in competition with their governmental counterparts. Meanwhile,the cooperation of various departments in private organizations will also beconsidered.In order to harmonize the dispersion of branches, this thesis was aimed to find newmethodology for future development of branches which can remarkably increase themarket share of private banks compared to the governmental section if used by allcomponents of private sector. Manuscript profile

Open Access Article

6 - Purposing a Mathematical Model for Planning after Sales Services
N. Hamidi M. Asgarzadeh Sadagiani,

Much research has been conducted on the factors that are effective in meeting customer satisfaction customers loyalty. Customer loyalty is vital to business organizations, because it is more economical to keep existing customers than to attract new ones. More

Much research has been conducted on the factors that are effective in meeting customer satisfaction customers loyalty. Customer loyalty is vital to business organizations, because it is more economical to keep existing customers than to attract new ones. After sale services is one of the best ways to maintain customer satisfaction. By applying QFD, we can meet customer requirements and change these factors into measurable technical features. This paper presents a desired planning model (ZOGP) which includes the relative degree of importance of features in after sales services with regard to analytical network process, degree of potential practicality, quality of services, reduction of expenses, and best use of equipment and resources in determining the technical features for after sales services, which is essential to be considered in the design and marketing stages. This model was tested for the Saipa car manufacturing company and showed practical use. Manuscript profile

Open Access Article

7 - Designing a Model for Location Selection of Gas Stations based on Dimensions of Sustainable Development and Linear Goal Programming and Fuzzy Similarity
Mohammad Reza Fathi Mohammad Hasan Maleki

10.22034/jest.2018.19587.2843

Abstract Background and Objective: Decision making about location is considered as one of the most fundamental decisions of organizations that can play a major role in the organization's strategic orientation and profitability in the long term. This study aimed at provi More

Abstract Background and Objective: Decision making about location is considered as one of the most fundamental decisions of organizations that can play a major role in the organization's strategic orientation and profitability in the long term. This study aimed at providing a new model for locating gas stations. Criteria and factors affecting site selection of Qom Gas Company gas stations were based on Dimensions of Sustainable Development. Method: Researcher through literature review and interviews with experts of Gas Company and preparing a questionnaire to identify the factors taking into consideration the dimensions of sustainable development. In this study, two linear goal programming techniques to determine the weighting of criteria and fuzzy similarity methods for ranking alternatives are used. Findings: Criteria were included the economic cost of construction, proximity to the high-pressure gas lines, easy access in times of crisis, to cross the boulevards of the station in the network, including the environmental dimension distance from residential areas due to noise pollution, pollution in the environment and the social dimension of the security station. In this study paired comparisons carried out by fuzzy goal programming. In addition, fuzzy based similarity technique as a new method of fuzzy multi-criteria decision-making, in order to rank the options used. Discussion and Conclusion: According to the results of fuzzy similarity, A5 has been chosen as the best option.   Manuscript profile

Open Access Article

8 - Proposing and solving a multi-objective index tracking portfolio model considering beta, risk and tracking error of the portfolio
Amir Abbas Najafi Saba Khorasani

There are two strategies in investment management; active and passive. One of the passive strategies is to construct an index tracking portfolio. In the classical models of index tracking portfolio, the goal is to minimize tracking error. However, it may cause to miss p More

There are two strategies in investment management; active and passive. One of the passive strategies is to construct an index tracking portfolio. In the classical models of index tracking portfolio, the goal is to minimize tracking error. However, it may cause to miss portfolio’s beta and unsystematic risk. Considering BETA in  index tracking for same behavior with index and control  systematic risk which relates to index and non-systematic risk of tracking portfolio will help to minimizing total risk and to close expectation to facts .In this study we propose a multi-objective model to consider portfolio’s beta and unsystematic risk as well as tracking error and studied the simultaneous effect of effective elements (BETA and risk) on index tracking portfolio and comparing suggested function with traditional function and classic portfolio. Goal programming is applied to deal with the multi-objective model and Genetic algorithm is used to solve the model.  The proposed model is tested on real-data of Tehran Stock Exchange. The obtained results show the efficiency of the model. Manuscript profile

Open Access Article

9 - Portfolio Rebalancing for Small Investors: Modeling and Solving Procedure
Amir Abbas Najafi Mojgan Aghaei

One of the main concerns of investors in financial market is reduction of risk and achieving desired return. One of the ways that reduce risk, is creating portfolio; but due to market changes, the optimal portfolio will not be stable and it is necessary to be control an More

One of the main concerns of investors in financial market is reduction of risk and achieving desired return. One of the ways that reduce risk, is creating portfolio; but due to market changes, the optimal portfolio will not be stable and it is necessary to be control and rebalancing. Generally, investors in financial market are divided into two categories: real investors and legal investors. The volume of real investors' capital is little and is called small investors, too. Portfolio selection and rebalancing for small investors need attention to their criteria and limitations that are not considered in the classic financial models such as Markowitz’s model. These criteria are transaction cost, dividend, systematic risk and transaction units. In this study, a multi-objective and comprehensive model are provided that addresses the goals and limitations of small investors. For this purpose, the lexicographic goal programming is used and a mixed integer programming model is provided. Finally, the model is solved with actual data and the results are analyzed.     Manuscript profile

Open Access Article

10 - Comparison the discriminate power of variable return to scale models in evaluate efficiency of decision-making units in the banking industry
Gholamreza Panahandeh Khojin Abbas Toloie Ashlaghi Mohammad Ali Afshar Kazemi

Data envelopment analysis is used as a suitable tool to estimate the efficiency of companies that use production technologies with multiple inputs and multiple outputs. Classical data envelopment analysis models often do not provide accurate information about the status More

Data envelopment analysis is used as a suitable tool to estimate the efficiency of companies that use production technologies with multiple inputs and multiple outputs. Classical data envelopment analysis models often do not provide accurate information about the status of units to managers and organizational policymakers due to the low resolution of units. In this research, the basis of the BCC model is the output oriented of data envelopment analysis and in order to increase the discriminate of efficient decision-making units from inefficient, the ideal data envelopment analysis model based on BCC was used and then to increase the resolution Decision Making Units A new model called the Modified goal Programming Model of Data Envelopment Analysis based on output-oriented BCC was used to measure performance. In this study, the management of Ghavamin Bank branches across the country was evaluated. The results of the research show the discriminate power of the modified goal programming model of data envelopment analysis based on output-oriented BCC compared to other data envelopment analysis models. So that out of 32 managements under review in Ghavamin Bank, the management of branches in the west of Tehran was identified as efficient using this model and the rest of the managements were found to be inefficient. Manuscript profile

Open Access Article

11 - A Supplier Selection Model in order to Increasing Productivity (Case study: One of the Active firms in Manufacturing of Refinery Equipment)
Ahmadreza Etemadi Ahmadreza Kasraei

Supplier selection issue is one of the basic problems in all of the industries, especially in the oil industry. In such issues, multiple criteria and sometimes contradictory criteria must be considered. So, these problems are considered as multi-criteria problems. Suppl More

Supplier selection issue is one of the basic problems in all of the industries, especially in the oil industry. In such issues, multiple criteria and sometimes contradictory criteria must be considered. So, these problems are considered as multi-criteria problems. Suppliers can have a huge impact on the performance of companies in different categories like price, quality, and delivery. Experts believe that there is not the best way for evaluating and selection and there are different methods in this field. In this study, first, with investigating other studies and interviews with experts and the basic criteria for supplier selection were identified and prioritized with Analytic Hierarchy Process. In the next step, according to the criteria and alternatives (suppliers), a hierarchical analysis model prepared and alternatives were also prioritized. In order to determine economic order quantity for one of the main needed parts, a hybrid goal programming and analytic hierarchy process have presented and by using real data, model run and the optimum order for the part was determined for each supplier. Manuscript profile

Open Access Article

12 - Goal Programming for Production in Fiber Intermediate Production Company
Hossein Ostadi Iman Ajripour

To development and survival, organizations need to make the optimal decision for their resources. With regard to the organization goals, determining the quantity and composition of products have been the main concerns of managers in recent years. Therefore, goal program More

To development and survival, organizations need to make the optimal decision for their resources. With regard to the organization goals, determining the quantity and composition of products have been the main concerns of managers in recent years. Therefore, goal programming can be used for solving these problems with multiple and sometimes conflicting objectives. In this paper, it is tried to calculate the planning amount of two productions (liquid and solid Dimethyl terephthalate (DMT)) with regard to the FIPCO's goal limitations. After determining limits and priorities of the goals, the objective function was cleared.  Then Lexicography technique and Iterative approach were applied to solve the model. After analyzing outputs, the amount of two productions, liquid, and solid Dimethyl terephthalate will respectively decrease 3% and increase 21% compared to the initial planning amount.     Manuscript profile

Open Access Article

13 - Fuzzy Topsis and Goal Programming Integration Models to Select Suppliers and Allocation of Orders
Ebrahim Noori Raj Mohamad Reza Lotfi Alireza Rashidi Komijan

Manuscript profile

Open Access Article

14 - Evaluation of University Performance by a Lexicographic Goal Programming Model with an Educational and Research Approach (Case Study: Shahed University).
Saeed Safari Hossein Sabzian

Institutions of higher education (both public and private) are among the most important institutions of a country. Several economic factors have forced them to embark on improving the cost-effectiveness and cost-effectiveness of their activities and the quality of their More

Institutions of higher education (both public and private) are among the most important institutions of a country. Several economic factors have forced them to embark on improving the cost-effectiveness and cost-effectiveness of their activities and the quality of their products (outputs) is strongly expected. Such issues have lead universities to focus on profit-making activities and commercialization like manufacturing industries. This inclination is grounded in the fact that manufacturing industries that work under an efficient management system can produce very high-quality products. In fact, there is no such a model for academic contexts. Therefore, this paper is aimed at offering such a model. The coefficients and constants used in this model have all been extracted based on analyzing research and educational aspects of the University. The proposed model is an integer linear Goal programming model which has 36 decision variables that are broken down into two classes of university sources variables (15) and university products variables. The model also includes 49 Goals, 7 structural constraints, and 20 integer variables. At the end of the paper, the current situation is compared with the recommended one and it shows that many of the variables are suboptimal except variables of research and educational officials ( ), graduate ( ) and Ph.D. (  ) night course students number. The comprehensiveness of this model enables managers to plan the smallest research and educational activities and its solutions can be used by managers as applied guidelines.   Manuscript profile

Open Access Article

15 - Using Linear Goal Programming Approach in Quality Function Deployment Method in Grey Conditions (Case Study: Checking Quality of Olive Oil)
Behzad Babakhani Emad Roghanian Shima Azarnia

Quality Function Deployment (QFD) method, is one  of  the developed methods in Engineering Quality which through studying marketing, identifying requirements and commitments of customers and identifying technical and Engineering characteristics, tries to consi More

Quality Function Deployment (QFD) method, is one  of  the developed methods in Engineering Quality which through studying marketing, identifying requirements and commitments of customers and identifying technical and Engineering characteristics, tries to consider that in all processes of development and manufacturing for new product development (NPD), function in direction of increasing marketing share and customer satisfaction one of the important steps in QFD method, determining quantitative amounts of HOQ. Nowadays, regarding the increase of complexity and uncertainty of information, evaluating and decision-making to determine the quantity of HOQ as an absolute number is a complex issue. In the previous studies conducted, Fuzzy logic was used for determining the numerical quantity of HOQ for the conditions where the decision-maker was faced verbal or vague information. However, since information in the real world is insufficient or incomplete, one can use Grey Numbers in the form of an interval instead of absolute or Fuzzy numbers to determine the credit for each indicator so that, besides avoiding modeling for fuzzy numbers or error-accepting in absolute models, the simplicity of grey numbers is practiced. In the present study, it is deal with presenting Linear Goal Programming Method in grey conditions. First, because of insufficiency and incompleteness of information in the present field of grey numbers theory, Quality Function Deployment method is used. Also, to determine the relative importance, the weighting in Linear Goal Programming Method based on grey numbers is used, with regard to the results gained from the model, one can claim that the presented model can be used where the Quality Function Deployment Method can give incomplete, vague information. The validity of the proposed method is measured in the form of a case study which investigates the customer satisfaction regarding Iranian olive oil quality.   Manuscript profile

Open Access Article

16 - Presenting a goal programming model in Time-Cost-Quality trade-off problem in project management
Nima Hamta Mohammad Ehsanifar Javad Sarikhani

The time, cost and quality are important goals of each project, which project managers in order, to be succeed in the projects, always are looking for completion of them in the shortest possible time, with the lowest cost and highest quality. One of the main challenges More

The time, cost and quality are important goals of each project, which project managers in order, to be succeed in the projects, always are looking for completion of them in the shortest possible time, with the lowest cost and highest quality. One of the main challenges in this case is choosing the right approach to achieve these goals. The most common approaches in this case, are using the balance technique. In fact, using this technique can be the most optimal mode of project implementation activities that the lowest and highest quality at the lowest cost, time has obtained. In this paper, we tried to develop a goal-programming model to find suitable responses for managing the cost, time and quality of the project. In order to test this model, a case study was accomplished in the projects implemented at Company Machine Sazi Arak. Computational results show the applicability and usefulness of the proposed method. Manuscript profile

Open Access Article

17 - a
mohammadreza hafeznia reyhane salehabadi seyyed hadi zarghani

a

a Manuscript profile

Open Access Article

18 - Development the Mathematical Model “QFD” Based on Fuzzy Approach
Kamaledin Rahmani Nader Bahloli Behrooz Sadeg zadeh

Nowadays, the systematic transfer of customers, demands and comments and converting them to practical measures in line with the modification or correction of the product have become of immense importance for the companies in order to achieve success and competitive prim More

Nowadays, the systematic transfer of customers, demands and comments and converting them to practical measures in line with the modification or correction of the product have become of immense importance for the companies in order to achieve success and competitive primacy . In this regard, companies have proceeded to seek higher levels of quality for their products and services as well as to improve them continually in order to keep up with the rapid pace of progress and change all over the world. The present survey attempts to present a mathematical model for quality function development (QFD) based on fuzzy approach which can consider customers demands and comments. For this purpose, first the demand and desired technical properties were identified by using QFD method. Then, by ANP method, we specified the demands and weighed technical properties as well as the rate of thecorrelation of demand and technical properties. Finally, the idealistic programming model was presented which includes different level of importance of technical needs through the use Fuzzy ANP method, such as limitation of financial resource, rate of feasibility, and degree of competitiveness, which should be considered in the designing phase. In conclusion, in order to test the presented model, we have shown the result of applying the model in a case study related to the production line of “Axel” in “X” industrial manufacturing company Manuscript profile

Open Access Article

19 - Developing an Appropriate Model to Evaluate the Qualitative Performance of the University A Case Study of Islamic Azad University, Firoozkooh Branch
mohammad hosein darvish motavali amir gholam abri mahmoud darvish motevali

In this Paper, a frame work integrated of Fuzzy Analytic Network and Goal Programming is developed to help the students to calculate the qualitative Performance of a university. To extract coefficients in a mathematical model, Fuzzy Analytic Network Process (Fuzzy-ANP) More

In this Paper, a frame work integrated of Fuzzy Analytic Network and Goal Programming is developed to help the students to calculate the qualitative Performance of a university. To extract coefficients in a mathematical model, Fuzzy Analytic Network Process (Fuzzy-ANP) will be used. The method produced is able to consider a multi-objective nature for the problem. To do so, the other goals in designing such as the limitation of financial resources, technological possibilities, rate of development and Competitiveness of technical requirements are to be considered. Finally, the ideal model developed will contain the importance of technical requirements by the help of the methodology of Fuzzy Analytic Network Process, budget limitations, rate of technological possibilities, development and competition of a need as systematic boundaries to determine a part of technical requirement significant in designing. This framework is applied in Islamic Azad University Firouzkouh Branch. Manuscript profile

Open Access Article

20 - الگوی بهینه کشت در افغانستان با ملاحظات پایداری زیست محیطی
حسین علی سلطانی الهام خواجه پور

امروزه پایداری زیستمحیطی یکی از مهمترین ملاحظات در برنامهریزی و مدیریت کشاورزی هرکشوری است. کشاورزی نقش مهمی در اقتصاد و اشتغال افغانستان دارد و ولایت هرات یکی از ولایتهای مهم تولید کشاورزی در افغانستان به شمار میآید. هدف از انجام این پژوهش، توس More

امروزه پایداری زیستمحیطی یکی از مهمترین ملاحظات در برنامهریزی و مدیریت کشاورزی هرکشوری است. کشاورزی نقش مهمی در اقتصاد و اشتغال افغانستان دارد و ولایت هرات یکی از ولایتهای مهم تولید کشاورزی در افغانستان به شمار میآید. هدف از انجام این پژوهش، توسعه یک الگوی بهینه کشت برای محصولات افغانستان با توجه ملاحظات زیستمحیطی است تا به وسیله آن علاوه بر سودآوری به پایداری زیستمحیطی نیز دست یافت. محصولات مورد مطالعه عبارتند از: گندم، جو، کنجد، زیره و زعفران که بیش از 70 درصد سطح زیرکشت محصولات را در ولایت هرات در برمیگیرد. برای تعیین این الگوی کشت بهینه از مدل برنامهریزی خطی و آرمانی استفاده شد. در مدل برنامهریزی آرمانی به منظور دستیابی به پایداری زیستمحیطی از اهداف کاهش مصرف کود شیمیایی و آفتکش به همراه هدف حداکثرسازی سود ناخالص استفاده شد. نتایج حاصل از کاربرد مدل برنامهریزی خطی با هدف حداکثرسازی سود ناخالص نشان داد که در الگوی بهینه منطقه در مقایسه با الگوی فعلی، سطح زیر کشت محصولات کنجد، جو و زعفران افزایش مییابد و سطح زیرکشت محصولات گندم و زیره کاهش مییابد. همچنین نتایج حاصل از مدلهای برنامهریزی آرمانی در سناریوهای مختلف نشان دهنده تغییرات نسبتاً زیادی در الگوی کشت بهینه در مقایسه با الگوی کشت فعلی منطقه است. Manuscript profile

Open Access Article

21 - مدیریت بهینه دارایی‌ها در بانکها با استفاده از روش تحلیل سلسله مراتبی فازی و برنامه ریزی آرمانی: مورد خاص بانک A (طی سالهای 85-87)
غلامرضا اسلامی بیدگلی محمدرضا مهرگان پدیده غلامی

Manuscript profile

Open Access Article

22 - Determine the optimal portfolio of Bank Keshavarzi Iran using Goal programming
abbasali Abounoori hossein Mirzaei Pouria Hamouni

Asset management is one of the important topics in financial subjects, which used to be noticed just by professions. In recent years gossips about bankruptcy of some financial institutions panicked investors andruined the banking system credence. Bank operation will be More

Asset management is one of the important topics in financial subjects, which used to be noticed just by professions. In recent years gossips about bankruptcy of some financial institutions panicked investors andruined the banking system credence. Bank operation will be bounded by macro-economic status and their operation would be monitored by central bank. There are several methods in order to survey banks functions and suggesting better asset management. One of the most important is Goal programming which is used for multi goal subjects. The hypothesis of this research is to investigate the possibility of financial optimization (asset-liability) of Bank Keshavarzi Iran, using Goal programming. In this study, using the views of bank experts, the goals of the performance of Bank Keshavarzi Iran are being determined. Research variables are items of financial statements that are optimized to achieve the best performance of the bank, and then the essential items of financial statements are compared with the items obtained by the model and the results are analyzed. The offer is made for the optimal performance of the bank Manuscript profile

Open Access Article

23 - برنامه ریزی آرمانی مینیماکس در مسئله چندهدفه انتخاب سبد
ندا کریمیان مصطفی عابدزاده

Manuscript profile

Open Access Article

24 - مدیریت بهینه دارایی‌ها در بانک‌ها با استفاده از روش تحلیل سلسله‌مراتبی فازی و برنامه‌ریزی آرمانی: مورد خاص بانکA (طی سال‌های 85-87)
غلامرضا اسلامی بیدگلی محمدرضا مهرگان پدیده غلامی

Manuscript profile

Open Access Article

25 - Determining optimal portfolio using fuzzy goal programing based on black hole and hybrid algorithms, considering investors preferences
Hamed Omidi hamedreza vakilifard

The variety of investment methods and the complexity of decision making has strongly developed in recent decades, and due to this  widespread  growth , there has been created need to inclusive and integrative models . to meet this need , financial modeling is More

The variety of investment methods and the complexity of decision making has strongly developed in recent decades, and due to this  widespread  growth , there has been created need to inclusive and integrative models . to meet this need , financial modeling is created from the connection between financial approach and mathematical planning.Assessing risk assets is one of the most important research issues in the financial field .There are various pricing models of capital assets in financial. In many models, it is not possible to consider a lot of restrictions on portfolio selection. In this paper, for choosing optimal portfolios, taking into account the prosperity and recession periods, and the types of investors in terms of risk taking and risk aversion as a limitation, fuzzy goal models(black hole algorithms ,hybrid algorithms and gravity) have been used. And finally, it has been compared to the results of the Markowitz pricing  model. Manuscript profile

Open Access Article

26 - ارزیابی مدل گزینش سبد سهام با استفاده از فرآیند تحلیل سلسله مراتبی(AHP)، آنالیز رابطه‌ای خاکستری(GRA) و برنامه‌ریزی آرمانی(GP)
فرشاد هیبتی فریدون رهنمای رودپشتی محمدعلی افشارکاظمی امیرحسین عبیری

Manuscript profile

Open Access Article

27 - The Application of Robust Optimization and Goal Programming in Multi Period Portfolio Selection Problem
Saghar Homaeifar Emad Roghanian

Portfolio selection is one of the most important area in financial world. Investors always want to make the best decisions which are compatible with conditions of real world. In the real world, data are usually under uncertainty. On the other hand, the most of strategie More

Portfolio selection is one of the most important area in financial world. Investors always want to make the best decisions which are compatible with conditions of real world. In the real world, data are usually under uncertainty. On the other hand, the most of strategies for portfolio selection are multi-period. Therefore, investors should rebalance their portfolios during investment horizon. In this research we present a multi-period portfolio optimization model which considers transaction costs and deal with uncertainty by application of robust programming. This model is a mean-CVaR multi objective model that is solved by goal programming. Furthermore, most of previous researches have used regression or time series models to forecast future returns of stocks for solving numerical examples, however, in this paper we forecast future returns by using Artificial Neural Networks (ANNs). Finally, solutions of robust model are compared with results of nominal one. These results show that consideration of data uncertainty and other real assumptions lead to more practical solutions.    Manuscript profile

Open Access Article

28 - Solving the multiobjective portfolio rebalancing model with fuzzy parameters to develop the expected value by genetic algorithm
Hosein Didehkhani zeynab Fereidooni koochaksaraei

The ability to choose the most optimal change in the composition of the portfolio of assets, brings the investor to the highest level of investment in terms of efficiency and effectiveness in the dynamic and changing market. Rebalancing the portfolio occur through a cha More

The ability to choose the most optimal change in the composition of the portfolio of assets, brings the investor to the highest level of investment in terms of efficiency and effectiveness in the dynamic and changing market. Rebalancing the portfolio occur through a change in the composition of assets weights, remove the assets, bought and sold assets and etc. Therefore, in this study solving the multiobjective portfolio rebalancing model with fuzzy parameters. The return, risk, liquidity and uncertainty as a key financial criteria are considered. Due to its importance as well as transaction costs, the net return of the portfolio are adjusted. the multiobjective portfolio rebalancing model with fuzzy parameters is solved by fuzzy goal programming and a hybrid intelligent algorithm that combines fuzzy simulation with a genetic algorithm. The results demonstrated the effectiveness of the solution approach and effciency of the model in practical applications of rebalancing an existing portfolio. Manuscript profile

List of Articles برنامه ریزی آرمانی

Sanad

Links

Related Centers

Technical Support

Official pages