probability

Open Access Article

1 - Scenario Development by using Probability Trees; Case Study: The Future of Tehran Stock Exchange
Ahmad Borumand Kakhki Mohsen Bahrami

Scenario scripting and development, one of the most important method in futures studies, can be resulted by using logic sequence of events methods like "probability scenario tree ". This method, despite its special benefits, was less valued by researchers and scenario More

Scenario scripting and development, one of the most important method in futures studies, can be resulted by using logic sequence of events methods like "probability scenario tree ". This method, despite its special benefits, was less valued by researchers and scenario planner. Trees were rarely used as a development tools but in this research, authors attempt to explain a special methods step by step that can set new writing and reading style for future scenarios examined in topics entities. In this way, contact to scenario is operated successively. Then possible future situations and images with conditional probabilities can be seen as a tree with a distinct routes from root (now status) to end which appear as a scenario. Identified key variables as driving forces of investigated matter and determining different and discrete status of them could make different chronological order of their occurrence apparent and the conditional probabilities from node to node towards the future can be calculated. In this study, the researchers scanned the scientific literature and developed a practice step by step in a case study entitled " Next 5 Years Tehran Stock Exchange Scenarios ". We tried to perform this method and deliver feedback to strengthen it through interviews and questionnaires and library studies too. The results of applying this method in Tehran Stock Exchange shows approval logic on probability calculations method and chronology of events. Events followed from the pre-known chance percent by experts and was so interesting. The advantages of this expert-based method are to strengthen the recognition and diagnosis of favorable and unfavorable scenarios with probability of their occurrence, appearing future state map at a glance, recognizing the transformational interruption points and Milestones in the future, sensitivity analysis and contingency planning. Results and outputs of this method can make fertile field for scenarios based planning and processing by experts, so that it provides to imagine the future through deeper understanding and insight in the complex decision-making. Manuscript profile

Open Access Article

2 - Emergency Facilities Location Modeling Development In Transportation Network
S.M. Seyed Hosseini M. Allahgholizadeh Azari

This paper presents two mathematical models for locating and allocating emergency facilities intransportation network. The developed models has two capabilities: (1) it develops a mathematicalModel for emergency facilities location in a network, (2) it determines the re More

This paper presents two mathematical models for locating and allocating emergency facilities intransportation network. The developed models has two capabilities: (1) it develops a mathematicalModel for emergency facilities location in a network, (2) it determines the required level of servicefor each emergency facilities.Different from conventional methods, the proposed models for emergency facilities locationadopts a risk-based approach that allows explicit consideration of both accidents probability andemergency response time. While covering the whole network according to the allowable responsetime, the model minimizes the total risk. The developed mathematical models provide a suitableresponse to the issue of emergency facilities location, type of emergency facilities and the level ofservice according to the degree of risk involved. Manuscript profile

Open Access Article

3 - Reliability Modeling applying Fuzzy Logic
M.B .AryaNejad عباس Toloei

Utilizing  the  fuzzy  logic  has  already  been  put  into  practice  in the  operational  process  of the  machines . Since  the  function  of  these  machines  depends More

Utilizing  the  fuzzy  logic  has  already  been  put  into  practice  in the  operational  process  of the  machines . Since  the  function  of  these  machines  depends  on  their  failure  condition , utilizing  the  fuzzy  logic  in reliability  engineering  of  machines  ant  their  operations  is  also  unexpected . Since  now , the  investigations  have  been  done  according  to  the  fitnees  of  different  reliability  functions  on  the  basis  of  binary  logic , and  the  machines  were  considered  either  completely  active  or  completely  out  of  order . But  the  mal  functional  conditions  between  these  two  conditions  have  not  been  significant , although  these  conditions  especially  in  mechanical  machines  are  inevitable . This  paper  with  a  simple  attitude  towards  thd  fuzzy  logic , uses  it  in  estimating  the  related  reliability  functions  and  has  also  introduced  concepts  of  accuracy , the  belief  of  probability  and  the truth  of  the  reliability  greater  in  these  conditions . Manuscript profile

Open Access Article

4 - Scenario Development by using Probability Trees; Case Study: The Future of Tehran Stock Exchange
Ahmad Boroumand Mohsen Bahrami

Scenarioscripting and development, one of the most important method in futures studies, can be resulted by using logic sequence of events methods like "probability scenario tree ". This method, despite its special benefits, was less valued by researchers and scenario pl More

Scenarioscripting and development, one of the most important method in futures studies, can be resulted by using logic sequence of events methods like "probability scenario tree ". This method, despite its special benefits, was less valued by researchers and scenario planner.Trees were rarely used as a development tools but in this research, authors attempt to explain a special methods step by step that can set new writing and reading style for future scenarios examined in topics entities. In this way, contact to scenario is operated successively. Then possible future situations and images with conditional probabilities can be seen as a tree with a distinct routes from root (now status) to end which appear asa scenario.Identified key variables as driving forces of investigated matter and determining different and discrete status of them could make different chronological order of their occurrence apparentand the conditional probabilities from node to node towards the future can be calculated. In this study, the researchers scanned the scientific literature and developed apractice step by step in a case study entitled " Next 5 Years Tehran Stock ExchangeScenarios". Wetried to perform this method and deliver feedback to strengthenit through interviews and questionnairesand library studies too.The results of applying this method in Tehran Stock Exchange shows approval logic on probability calculations method and chronology of events.Events followed from the pre-known chance percent by experts and was so interesting.The advantages of thisexpert-based method are to strengthen the recognition and diagnosis of favorable and unfavorable scenarios with probability of their occurrence, appearing future state mapat a glance, recognizing the transformational interruptionpointsand Milestones in the future, sensitivity analysis and contingency planning. Results and outputs of this method can make fertile field for scenarios based planning and processing by experts, so thatit provides to imagine the future throughdeeperunderstanding and insight in the complex decision-making. Manuscript profile

Open Access Article

5 - Extension of Carleman's inequality by means of infinite lower triangular matrices
Gholamreza Talebi Ali Ebrahimi Meymand

Let H_μ=(h_(n,k) )_(n,k≥0) be the Hausdorff matrix associated with the probability measure . Graham Bennett in 1996 established the following extension of Carleman's inequality[sumlimits_{n = 0}^infty {prodlimits_{k = 0}^n {{{left| {{x_k}} right|}^{{h_{n,k}}}}} } More

Let H_μ=(h_(n,k) )_(n,k≥0) be the Hausdorff matrix associated with the probability measure . Graham Bennett in 1996 established the following extension of Carleman's inequality[sumlimits_{n = 0}^infty {prodlimits_{k = 0}^n {{{left| {{x_k}} right|}^{{h_{n,k}}}}} } le {e^{int_0^1 {|log theta |dmu (theta )} }}sumlimits_{n = 0}^infty {left| {{x_n}} right|} .,,,,,,,(1)]In this paper we show that the Hausdorff matrix in (1) can be replaced by any lower triangular matrix [A = {left( {{a_{n,k}}} right)_{n,k ge 0}}]for which the sum of each rows is one, provided that the constant in the right hand side, be replaced by[left( {mathop {inf }limits_{p > 1} left| A right|_p^p} right)]. . . . . . . . . As a consequence, we apply our results to Norlund matrices and weighted mean matrices to establish some new inequalities. Further, we show that being equal to 1 is an essential condition for the rows sum of A. Manuscript profile

Open Access Article

6 - The commutativity degree of semigroup of order p^α q^β
Mehrdad Azadi mandana ghaneei

T&lrm;he commutativity&lrm; degree of a finite non-commutative semigroup S is defined to be the probability&lrm; of choosing a pair (x,y) of the elements of S such that x commutes with y&lrm;. Obviously if S is a abelian semigroup, then commutativity degree of S is 1. I More

T&lrm;he commutativity&lrm; degree of a finite non-commutative semigroup S is defined to be the probability&lrm; of choosing a pair (x,y) of the elements of S such that x commutes with y&lrm;. Obviously if S is a abelian semigroup, then commutativity degree of S is 1. In this study, we consider semigroups are non-commutative and finite. &lrm;For a given positive integer n=p^α q^β where p and q are primes (2≤p Manuscript profile

Open Access Article

7 - A new approach based on alpha cuts for solving data envelopment analysis model with fuzzy stochastic inputs and outputs
S. H. Nasseri O. gholami M. Fallah Jelodard

Data Envelopment Analysis (DEA) is a widely used technique for measuring the relative efficiencies of homogenous Decision Making Units (DMUs) with multiple inputs and multiple outputs. These factors may be evaluated in fuzzy or stochastic environment. Hence, the classic More

Data Envelopment Analysis (DEA) is a widely used technique for measuring the relative efficiencies of homogenous Decision Making Units (DMUs) with multiple inputs and multiple outputs. These factors may be evaluated in fuzzy or stochastic environment. Hence, the classic structures of DEA model may be changed where in two fold fuzzy stochastic environment. For instances, linearity, feasibility and normal domain of efficiency scores (input orientation) between zero and one are some of these properties. In this paper, a new approach based on alpha cuts is proposed for evaluating decision making units with fuzzy stochastics inputs and outputs. The proposed approach modifies these weaknesses to solve DEA models with fuzzy stochastic parameters. A numerical example is given to illustrate the features and the applicability of the proposed model. Manuscript profile

Open Access Article

8 - Extraction of a Mathematical Capital Asset Pricing Model within the Framework of Mental Accounting
Mohammadreza Ola Hashem Nikoomaram Azita Jahanshad Zahra Pourzamani

Ordinary investors do not look to their portfolio as a whole. These investors consider their portfolio as a set of mental arithmetic. In mental accounting, the conventional issue of maximizing the expected return is faced with the constraint of maximum likelihood to fai More

Ordinary investors do not look to their portfolio as a whole. These investors consider their portfolio as a set of mental arithmetic. In mental accounting, the conventional issue of maximizing the expected return is faced with the constraint of maximum likelihood to fail in achieving the return threshold. The present study extracts the capital asset pricing model from Markowitz Mean-Variance Portfolio Model and risk-free asset entering the limitations of this model. Then, MA-CAPM model is extracted by creating a mathematical equivalence between the components of this model and the limitation of mental accounting. In this model, expected investment return for any purpose presented in the form of mental arithmetic is a function of the return on risk-free asset, beta and risk premium of mental arithmetic where the risk premium of mental arithmetic equals the difference between returns of each account and risk-free return on assets. Expected rate of return on assets in the MA-CAPM will be influenced by return threshold and likelihood to fail in reaching this threshold, i.e. mental arithmetic risk. Manuscript profile

Open Access Article

9 - The study of effective factors on probability of default banks' credit facilities (The case study of legal customer of Export Development Bank of Iran)
شمس اله شیرین بخش ندا یوسفی جهانگیر قربان زاد

The aim of this research is to verify effective factors of legal counterparty creditrisk of Export Development Bank of Iran (EDBI), and design a probability of defaultmeasurement model using logit regression.330 probability samples were selected from companies that took More

The aim of this research is to verify effective factors of legal counterparty creditrisk of Export Development Bank of Iran (EDBI), and design a probability of defaultmeasurement model using logit regression.330 probability samples were selected from companies that took loans in year 1387(2008-2009) including 256 good pay bank customers and 65 bad pay bank customers.Seven variables have been recognized which have significant influence atcompanies' credit risk among 13 selected financial ratios as effective explanatoryvariables in default probability based on statistics indexes and economic and financialtheories. after significant examining total of the regression with LR statistic finalmodel in 5% level of significance created by them.The results expressed that cash flow on total debt ratio (CSDT), assets turnoverratio (SATA), current ratio (CACD) and liquidity ratio (LR) have a reverse effect oncredit risk. Free cash flow ratio (RETA), total debt ratio (TDTE) and current debts tonet worth ratio (CDTE) have a direct effect on credit risk. Manuscript profile

Open Access Article

10 - Default Predicting of Facilities given to Enterprises: clients of non-bank depositary institutions
Shadanloo Ameri Siahoee HAMIDREZA KORDLOUIE Seyed Mohammad Abdollahi Keyvani

One of the most important risks of the banking system is the credit risk. Considering the portfolios of institutes and the mutual relationship of their items, any tension in refunding the overdone facilities can lead to essential problems such as liquidity risk, interes More

One of the most important risks of the banking system is the credit risk. Considering the portfolios of institutes and the mutual relationship of their items, any tension in refunding the overdone facilities can lead to essential problems such as liquidity risk, interest rate, and even bankruptcy. In this way, finance and credit institutes look for models, achieving experience, and improving credit evaluation models they use to validate the credit of their credit customers. However, the list of the important variables for credit validation and selection of the more appropriate and effective model has been a crucial question for many of these institutes. The present study investigates the LOGIT, PROBIT, and Z Altman models, using a set of qualitative and quantitative variables of the legal customers of depository institutions. The findings prove that qualitative and financial variables of the legal customers for this institute proved to be explanatory for the credit risk probability at a high degree of confidence. These models successfully predicted credit risk for 80% of the facilities and LOGIT was more successful than other models. Manuscript profile

Open Access Article

11 - Financial Risk Modeling with Markova Chain
Fraydoon Rahnamay Roodposhti Hamid Vaezi Ashtiani Bahman Esmaeili

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Open Access Article

12 - Investigating the Factors Affecting the Possibility of Choosing a Dental Office by Clients from a marketing perspective (Case Study: Dental offices in West of Mazandaran Province)
Hanieh Yeganeh Amir Khazaei

Introduction: Given that in Iran, there is a potential need to address issues related to dentistry, this study attempt to explain the components that affect the possibility of choosing dental offices by patients to identify key roots of office. Methods: This research is More

Introduction: Given that in Iran, there is a potential need to address issues related to dentistry, this study attempt to explain the components that affect the possibility of choosing dental offices by patients to identify key roots of office. Methods: This research is a practical research in terms of research purpose and the statistical population of the present study is all customers of dental offices in western Mazandaran province. The number of statistical samples based on Morgan table is at least 384 people using cluster sampling. In this study, to measure the factors affecting customer choice, the questionnaire (Kim, 2011), (Lu et al., 2015) and (Lee et al., 2013) were used. To determine the validity, confirmatory factor analysis was used using LISREL software. Data analysis was performed using descriptive and inferential statistics including Kolmogorov-Smirnov test and structural equation modeling. Results: The research findings indicate that each of the factors including facilities and equipment (path coefficient 0.61), services (path coefficient 0.57), dentist attributes (path coefficient 0.49), professional appearance of dentist (path coefficient 0.38) and dental practice attributes (path coefficient 0.44) affect the likelihood of customers choosing a dental office. Conclusion: Due to the increase in dental offices and the intensity of competition between them, so by using the results of this research and by adopting a solution in the field of identified factors, especially the most important, ie appropriate facilities and equipment which have significant impact on the choice of customers, dental offices can improve their competitive position. Manuscript profile

Open Access Article

13 - Dependence of Default Probability and Recovery Rate in Structural Credit Risk Models: Empirical Evidence from Greece
A. Derbali S. Hallara

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Open Access Article

14 - The Current Models of Credit Portfolio Management: A Comparative Theoretical Analysis
A. Derbali S. Hallara

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Open Access Article

15 - The Influence of Product Involvement on Brand Loyalty
H. R. Saeidnia S. Jamalinejad

Brand loyalty is a fundamental concept in strategic marketing. Companies plan marketing strategies to increase brand loyalty, maintain their market share, and garner higher profits. Having a large number of loyal customers helps the organization decrease More

Brand loyalty is a fundamental concept in strategic marketing. Companies plan marketing strategies to increase brand loyalty, maintain their market share, and garner higher profits. Having a large number of loyal customers helps the organization decrease marketing costs and gain competitive advantages. Loyal customers are an asset for a brand and have been identified as a major determinant of brand equity. The purpose of this study is to evaluate the influence of product involvement on brand loyalty using Kapferer and Laurent’s Consumer Involvement Profile (CIP). A total of 270 usable questionnaires were collected from students of I.A.U. Tehran Science and Research Branch University. In this study, a cell phone was selected as the product, and Structural Equation Model (SEM) was used to analyze results. It was found that product involvement has a positive effect on brand loyalty and that brand loyalty is affected by all dimensions of product involvement. Interest and hedonic value, sign value, and risk importance positively affect brand loyalty, while risk probability and brand loyalty have a significant and reversed relationship. Manuscript profile

Open Access Article

16 - Mapping of the distribution and canopy density of Northern Zagros forests using Sentinel-2 satellite images in the West Azerbaijan province, Iran
جلال هناره خلیانی Naser Ahmadi Sani Farahnaz Rashidi

10.30495/jrnr.2022.69094.10255

Since there are different statistics on the area, distribution, and density of Zagros forests, continuous monitoring and evaluation of these forests are facing implementation problems. The available statistics and information from Zagros forests are not effective in the More

Since there are different statistics on the area, distribution, and density of Zagros forests, continuous monitoring and evaluation of these forests are facing implementation problems. The available statistics and information from Zagros forests are not effective in the management decisions of these forests due to many reasons such as their preparation in the traditional way or their oldness. In this research, a high-accuracy map of canopy density and distribution of Zagros forests as well as the determination of other land uses have been prepared using Sentinel-2 images of 2019 in the south of West Azarbaijan province. The image classifications were performed with the supervised method and ML and SVM algorithms in the ENVI 5.3 software environment. The Bing and Google Earth images were used to prepare the ground truth map to evaluate the accuracy of the output maps. In this research, the five non-forest land uses including ranges, gardens, agriculture, water sources, and barren and residential lands were classified. The results showed that the maximum likelihood algorithm with an overall accuracy of 87.3% and a kappa coefficient of 0.74 was the most accurate in preparing the canopy density map. The available statistics showed that the state of forest cover in the province is not in a favorable condition and the area of Zagros forest in the province is equal to 60200.55 ha, which is equivalent to about 90% of the updated statistics of the forests, rangelands, and watershed management organization of the country (67235,91 ha) in 2020. It can be stated that Sentinel-2 data has an acceptable efficiency in terms of accuracy and cost for preparing the canopy density and distribution map of forest areas and preparing the land use map. Manuscript profile

Open Access Article

17 - Classical Interpretation of Probability and its Problems: Philosophical – Historical approach
Mansour Besharati Aghdam

The subject of this article is about Classical Interpretation ofProbability and its Problems. For centuries, Classical Probability wasthe only prevalent approach in Probability theory. Because of someProblems and paradoxes in this theory, new interpretations wereintrodu More

The subject of this article is about Classical Interpretation ofProbability and its Problems. For centuries, Classical Probability wasthe only prevalent approach in Probability theory. Because of someProblems and paradoxes in this theory, new interpretations wereintroduced by Philosophers and thinkers in the beginning of 20thcentury. In this article, we introduce the classical interpretation ofprobability from Philosophical–Historical approach and review itsproblems. We also review the frequency interpretation, logicalinterpretation and subjective interpretation as alternatives for classicalinterpretation. Manuscript profile

Open Access Article

18 - Ellery Eells on Probabilistic Causation
منصوره قبدیان

In this research, the theory of probabilistic causation is investigated.The main idea of this theory is that the cause changes the probability ofhappening effect. The causation in this theory is introduced as anobjective relation and it is based on inherent properties. More

In this research, the theory of probabilistic causation is investigated.The main idea of this theory is that the cause changes the probability ofhappening effect. The causation in this theory is introduced as anobjective relation and it is based on inherent properties. The causalrelation is attended in type level. Otherwise human cognition of naturalphenomena is not definite and determined; the process of cognition isapproximated to the truth. In another words, with the acceptance offault of human cognition, man suggests a probable frame forexplanation of his findings. Probabilistic causation uses the probabilitytheory as a tool for explaining the relationship between cause andeffect. Probabilistic causation is proposed in two levels: type level(General causal) and token levels (Singular causal). In this research,like Eells’s approach, probability causation relationship in type leveland it is considered in General causal meaning. Causal relation isconsidered as typical factor or Property. There are two differentinterpretations: objective interpretation and subjective interpretation.What is explored in this research is objective interpretation in the frameof frequency-propensity interpretation. The main question in thisresearch is consideration in the sense of probabilistic causation theoryand pondering the capability and merits of this concept in against withontological and epistemological challenges. Manuscript profile

Open Access Article

19 - Modeling rainfall event characteristics using D-vine copulas
مریم شفائی احمد فاخری فرد یعقوب دین پژوه رسول میرعباسی

Investigation of precipitation characteristics is necessitate in understanding and predicting phenomena of precipitation such as runoff and flood. Therefore in this study, dependence among the main characteristics of a rainfall event (i.e., rainfall depth R, maximum rai More

Investigation of precipitation characteristics is necessitate in understanding and predicting phenomena of precipitation such as runoff and flood. Therefore in this study, dependence among the main characteristics of a rainfall event (i.e., rainfall depth R, maximum rainfall depth M, wet period L, and dry period D) were modeled using D-vine structure. Firstly, different multivariate probability distributions were built, making all the permutations of the conditioning variables and then Archimedean and Elliptic copulas were used for fitting each pair-copula. The best copula family was selected for fitting on each pair-copula according to different criteria. In the next stage, M-R-D-L structure, i.e., with D conditioned by L, R by D and L, and M by R, D, and L, was known as the most suitable structure considering to AIC and BIC criteria. Finally, rainfall event characteristics were simulated using the selected structure. In order to evaluation of simulation accuracy of proposed model, the main statistics of simulated variables were compared with those of observed variables. The results showed that the majority of simulated statistics have good accordance with observed statistics.  Manuscript profile

Open Access Article

20 - Verification of Water Infiltration in the Soil in the Flood Occurrence Model Using SCS Probability Distribution Equations and HEC-HMS Model
Sohrab Alizadeh Alireza Zamani Nouri Babak Aminnejad

10.30495/wsrcj.2023.72832.11369

Background and Aim: One of the biggest challenges of the rainfall-runoff model is to accurately determine the rate of water infiltration into the soil as one of the parameters that determine the size and shape of the hydrographs of historical floods. The studies conduct More

Background and Aim: One of the biggest challenges of the rainfall-runoff model is to accurately determine the rate of water infiltration into the soil as one of the parameters that determine the size and shape of the hydrographs of historical floods. The studies conducted in different climates that show different morphometry of the earth indicate the weakness of widely used methods such as SCS-CN in determining the rate of water infiltration into the soil. For the SCS-CN method, as the soil storage index approaches infinity, the soil moisture ratio approaches 1, and this is due to the limitation of the SCS-CN method. In this research, focusing on this weakness in the basic relationships of loss calculations, and an integrated approach in determining the infiltration of water into the soil, the magnitude of the historical floods in the watershed was analyzed. The importance of this analysis can be in verifying the magnitude of floods, which is the criterion for determining structures or crisis control programs.Method: Considering that in order to solve the problem of infiltration calculations at the basin scale, and based on the new equations to determine flow losses, a homogeneous but raster criterion is needed, in this research, based on the sensitivity of the produced flow to the amount of losses in the probabilistic investigation of the index humidity and flow ratio, a depth-infiltration model was prepared from the two-dimensional comprehensive model in the range. In this study, based on the new relationships of losses determination, numerical calculations were done in the software and script environment sequentially and based on the outputs of the hydrological model. First, the HEC-HMS rainfall-runoff model structure was generated with Arc Hydro and HEC_GeoHMS extensions in Shadegan catchment. Then, infiltration parameters were determined by SMA method in the analysis of remote sensing images from the basin. In the next stage, the development of the primary continuous model, calibration and validation was done focusing on soil moisture information. After determining the soil moisture relationship based on the results of the soil wetting model, the artificial unit occurrence hydrograph was determined by determining the flood volume based on the SCS-CN and VIC combined method. Results: The general results of the implementation of the hydraulic model of the flood plain showed that the maximum inflow was equal to 3023 cubic meters per second at the 90th hour of the event, and the maximum outflow flood was at the 93rd hour with a figure of 2137 cubic meters per second. The discharge value is assumed to be 0 at the beginning of the calculations. The flow volume at the end of the calculations was equal to 141.03 million cubic meters, which is the remaining volume of 918.36 million cubic meters in the whole event. The difference between the inlet and outlet discharge was calculated as a deficiency of about 6.14%. Also, the layer of flow depth changes shows that the water level in the plain is trying to be at a possible and reasonable level by filling the lower points. So that a large part of the volume of water from the southern strip of the borders of Trava for the active area of modeling will eventually flow into the sea. However, the direction of water movement has even been estimated to be perpendicular to the direct path towards the sea in some cases. These results indicate a maximum depth of 16.4 units in some areas, with a minimum depth of 5.3 units. The important point is that in the plains, according to the cell size, definitely in some cases much lower depths can be calculated. The average depth in active cells is 11.9 meter calculated locally. These figures can change according to different rainfall events.Conclusions: The results showed that it is possible to verify the infiltration based on the new base distribution equations with a probabilistic condition in the estimation of the basin shape parameter. The amount of hydrograph calibration in response to water infiltration in soil is dependent on the correct estimation of initial soil moisture. Flow losses in large-scale watersheds are obtained more suitably based on SCS-based distribution equations. Numerical and hydrological models such as HEC-HMS or modelers such as HEC_GeoHMS are completely dependent on the DEM raw layer introduced for the purpose of upstream demarcation. Changes in land cover in flat areas can actually produce a closed border of the watershed compared to the reality of the land in different simulation models. According to the basic assumptions such as calibration coefficients, the single hydrograph method can be a good substitute for areas without rainfall-runoff statistics. The TUFLOW software model gave the best response to one-dimensional to two-dimensional flow for Shadgan plain according to the type of boundary conditions. Manuscript profile

Open Access Article

21 - Performance evaluation and modification of SPI in drought monitoring of arid and semi arid regions of Iran
Saeid Shiukhy Soqanloo mehdi nadi

Standard precipitation index (SPI) is the most widely drought monitoring index. However, this index only uses the gamma distribution function for fitting precipitation data and does not consider seasonal variations. The purpose of this study was to evaluate the efficien More

Standard precipitation index (SPI) is the most widely drought monitoring index. However, this index only uses the gamma distribution function for fitting precipitation data and does not consider seasonal variations. The purpose of this study was to evaluate the efficiency of SPI in drought monitoring of arid and semi-arid regions of Iran and fix the related problems with this Index. Then the SPI was compared with its modified state (SPImod) over (1956–2010). The results showed that the generalized extreme value distribution function in more than 57% of the cases was the most appropriate probability distribution function of rainfall data. But the default distribution (Gamma) was selected only in 11% of months. Comparison of Kappa index showed that with increasing time window, the agreement between SPImod and SPI indexes increases. The amounts of one-month Kappa for studied stations was Tehran (0.31), Mashhad (0.33), Bushehr (0.32) and Khorram-Abad (0.26), while for nine-month the Kappa increased. Such that in Tehran (0.49) and in Mashhad, Bushehr and Khorramabad, respectively, with values (0.47), (0.56) and (0.45). Also, the results showed that the frequency and displacement of drought classes would be very variable in comparison to these two indices. As the displacement of normal, severe drought and severe, with a total of 259, 147 and 111 events in the time window-three and displacement of moderate drought, normal and moderate wet year, with a total of 68, 54 And 28 events in time window-nine were noticeable. Manuscript profile

Open Access Article

22 - Hydrological Drought Index Correction Based on Determining the Most Appropriate Probability Distribution
Maryam Jamal hossein ebrahimi Habib Mousavi Jahromi

Streamflow Drought Index (SDI) is based on the assumption that the flow data series follows from Gamma distribution. In this study, the efficiency of 65 statistical distributions was evaluated through the use of monthly and annual flow data series of 49 hydrometric stat More

Streamflow Drought Index (SDI) is based on the assumption that the flow data series follows from Gamma distribution. In this study, the efficiency of 65 statistical distributions was evaluated through the use of monthly and annual flow data series of 49 hydrometric stations. The results show that on the annual scale, Gamma distribution is not the superior distribution. On a monthly scale, this distribution was found only in 1% of all cases examined as the superior distribution. This is while the Wakeby distribution was introduced on an annual basis in about 35 percent of the cases, and on a monthly scale, up to 43 percent of the scenarios were introduced as a top-ranked distribution. Based on the SDI index calculated based on Gamma distribution and Wakeby distribution, in the case of the P-Value of the Gamma distribution is less than 0.3, it is possible to move the drought classes using Wakeby distribution. These conditions were observed in 30% of the examined cases. The highest and the lowest displacements of the hydrological drought classes due to the use of superior distribution were in December and May, respectively. It was found that the highest frequency of displacement of the drought classes resulted from the use of superior distribution occurs in the normal class. Accordingly, it is recommended that the Wakeby distribution be replaced by the gamma distribution in the SDI calculations. Manuscript profile

Open Access Article

23 - Evaluation of probability-statistical functions in order to fit canopy classes of trees in Chartagh forests
Mehrdad Mirzaei Ismaeil Moradi Emamgheysi Amir Eslam Bonyad Iraj Hassanzad Navroodi

10.30495/jest.2017.17699.2639

Background and Objective: The distribution of canopy classes is the most important structural characteristics of Zagros forest stands. Determining the fitting pattern of canopy classes in Zagros forests shows that, the overall status of these forests from the destructio More

Background and Objective: The distribution of canopy classes is the most important structural characteristics of Zagros forest stands. Determining the fitting pattern of canopy classes in Zagros forests shows that, the overall status of these forests from the destruction process and ecological sequence points of view at different times. The aim of this research was to evaluate of probability-statistical functions in order to fit canopy classes of trees in Chartagh forests of Ardal city, Chaharmahal ve Bakhtiari, Iran.Material and Methodology: For this purpose, an area of 50 hectares in Ardal forests was selected (3157 trees) were fully callipered and statistically analyzed. Exponential, Gamma, Normal, Beta, Weibull and Log-normal probability distribution patterns were fitted to crown canopy classes. Characteristics of distribution patterns were estimated using maximum likelihood method. Kolmogorov-Smirnov, Anderson-Darling and Chi-square tests were used for comparing of actual probability and probability which derived from functions.Findings: The results of fitting tests showed that log-normal probability distribution was suitable for canopy classes modelling in Chartagh forests.  Discussion and Conclusion: Log-normal probability distributions can be used for those who want to simulate changes of forests Manuscript profile

Open Access Article

24 - Agent-oriented modeling for credit risk analysis
Homa Azizi Mohammadali Rastgav

The credit crisis in recent years has increased the focus on bank credit risk. This paper uses an agent based model (ABM) to investigate the impact of bankers’ credit decision actions on bank credit losses that are induced by lending to corporate clients. In this More

The credit crisis in recent years has increased the focus on bank credit risk. This paper uses an agent based model (ABM) to investigate the impact of bankers’ credit decision actions on bank credit losses that are induced by lending to corporate clients. In this model, we assume one bank  give credit to corporate clients and divide corporate in two sectores: small and medium corporates and large corporates. The results show that credit decision actions have substantial effects on bank credit losses, thus implying that regulators should consider organizational factors as a complement to bank assets when assigning capital requirements to banks. The study also aims to point to a new area of application of ABMs for both researchers and practitioners. Manuscript profile

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25 - Developing a Tender Pricing Model Based on Combination Approach for Two Staging Tenders
Reza Bandarian

carries out to develop a competitive tender pricing model in the two stage tenders.This study uses combinational approach to pricing in two stage tenders and based on this approach winning distribution function has been developed according to bidder preferences. Winning More

carries out to develop a competitive tender pricing model in the two stage tenders.This study uses combinational approach to pricing in two stage tenders and based on this approach winning distribution function has been developed according to bidder preferences. Winning distribution function determines the winning probability of each offer prices according to normalized prices.In order to considering cost and margin, after developing model, by defining a new variable, the cost of the project inserted in the model. Then by analyzing their attendance objectives in tenders, could determine intended winning probability and accordingly correspond price to that probability will be determined.Finally a case study has been carried out based on developed model and the result of model application described. Practical application of the model shows that it will lead to improving decision making process and determining suitable price correspond to intended wining probability in tenders, and help contractor to gain a competitive edge in bidding. The developed model has been validated with actual projects collected from a survey of the engineering services Manuscript profile

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26 - کاربرد مدل های MCDEA در رتبه بندی واحدهای تصمیم گیرنده با داده های تصادفی
علی غفران مسعود صانعی قاسم توحیدی حسین بورانی

تحلیل پوششی داده‌ها  به عنوان تکنیکی که بر پایه برنامه‌ریزی ریاضی است، برای ارزیابی کارایی واحدهای تصمیم‌گیری همگن استفاده می‌شود. مدل‌های DEA نیاز به داده‌های ورودی و خروجی دقیق دارند. در بسیاری از شرایط، اندازه‌گیری دقیق ورودی‌ها و خروجی‌ها به خاطر نوسان و پیچیدگ More

تحلیل پوششی داده‌ها  به عنوان تکنیکی که بر پایه برنامه‌ریزی ریاضی است، برای ارزیابی کارایی واحدهای تصمیم‌گیری همگن استفاده می‌شود. مدل‌های DEA نیاز به داده‌های ورودی و خروجی دقیق دارند. در بسیاری از شرایط، اندازه‌گیری دقیق ورودی‌ها و خروجی‌ها به خاطر نوسان و پیچیدگی آن‌ها امری دشوار است. این تضاد منجر به مدل‌های DEA نامطمئن می‌شود. تغییر شکل معادل قطعی مدل تصادفی به مساله برنامه‌ریزی درجه دوم، به منزله حل این مشکل اصلی است که کدام یک زمان‌بر و پیچیده و نیازمند پیش فرض است. با استفاده از مدل MCDEA دو هدفه که داده تصادفی را در نظر می‌گیرد، مدل ارائه شده ما برخی از این مشکلات را کاهش داده و حل مشکل را از طریق ارائه پیش فرض اولیه و مدل خطی نهایی تسهیل می‌کند. نمره کارایی DMUs با به کارگیری مدل MCDEA دو هدفه تصادفی تعیین می‌شود. در نهایت، از داده‌های مربوط به هفده شرکت توزیع برق ایران برای نشان دادن روش‌های به کار گرفته شده در این مقاله استفاده کردیم. Manuscript profile

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27 - Outage Performance Analysis of Multi-Antenna Full-Duplex NOMA Cellular Systems
Ahmad Memarinejad Mohammadali Mohammadi Mohammad Bagher Tavakoli

10.30495/jce.2022.692365

We consider a full-duplex (FD) cellular network, where uplink (UL) and downlink (DL) transmissions are performed at the same time over the same frequency band by using the non-orthogonal multiple-access (NOMA) technique. By leveraging the zero-forcing (ZF) beamforming a More

We consider a full-duplex (FD) cellular network, where uplink (UL) and downlink (DL) transmissions are performed at the same time over the same frequency band by using the non-orthogonal multiple-access (NOMA) technique. By leveraging the zero-forcing (ZF) beamforming at the FD multi-antenna base station, self-interference is mitigated, and the instantaneous sum rate of the system is maximized. More specifically, we propose two ZF-based beamforming designs at the base station, namely receive ZF (RZF) and transmit ZF (TZF) scheme, which respectively utilize the receive and transmit antennas at the BS to cancel out the SI at the BS. We derive closed-form expression for the outage probability of the NOMA near and far users as a function of different system parameters. Finally, we examine the accuracy of the results by using extensive simulation results. Our numerical results show that for both TZF and RZF scheme, increasing the number of transmit and receive antenna is beneficial to improve the outage performance of the DL near user, while increasing the number of transmit and receive antenna significantly improve the outage performance of the DL far user with RZF scheme. Manuscript profile

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28 - Estimation of Breast Tumor Location using Phase Information and Received Signal Delay
Mohammad Ali Pourmina javad Nouri pour Mohamad Naser Moghaddasi behbod Ghalamkari

10.30486/mjtd.2022.695916

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29 - Estimate the Location of a Breast Tumor using the Received Signal Angle
javad nouri pour Mohammad Ali Pourmina Mohamad Naser Moghaddasi behbod Ghalamkari

10.30486/mjtd.2022.678909

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30 - An OFDM-DCSK based Approach for D2D Emergency Communications
Majid Mobini

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31 - Hazard functions and conditional probability of earthquake occurrences in major fault zones in Turkey
Hakan Karaca

10.30495/ijes.2022.1952666.1722

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32 - Monitoring and Analysis of Land Use Changes Using Satellite Images and Remote Sensing (Case Study: Sabzevar City)
Amin Mohammadi Dehcheshmeh Razieh Mirfazlullah

Remote sensing is one of the effective tools to study the process of land use change on a large scale and in a short time. In this research, the aim is to monitor and analyze land use changes using satellite images and remote sensing from 2010 to 2020 in Sabzevar city w More

Remote sensing is one of the effective tools to study the process of land use change on a large scale and in a short time. In this research, the aim is to monitor and analyze land use changes using satellite images and remote sensing from 2010 to 2020 in Sabzevar city with Landsat images. For research, preprocessing included atmospheric correction and radiometric and geometric correction. A total of 200 ground control points were collected to classify and evaluate the accuracy of the classification with the maximum probability classification algorithm in the ground visit. The classification results showed that the forest area in 2010 was equal to 68980.21 hectares, which with the change of use and its conversion to residential use, barren and rainfed agriculture in 2020 reached 66044.99 hectares, ie 2935.22 hectares, its area has decreased. Residential use with its growth in 2010 to 2020 has increased from 2855.89 to 4563.98, ie 1708.09 hectares. Land use changes in semi-dense rangeland have also decreased from 167164.89 to 153287.68 hectares, i.e. 13877.21. Kappa coefficient and overall accuracy in 2020 were 98.42 and 97.84, respectively, which was the highest value compared to previous years. In this study, it can be recommended that the government increase the vegetation of the land to protect pasture and forest uses against further changes, and to compensate for these changes, to plant fast-growing forests. Manuscript profile

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33 - Diagnosis of brain tumor using image processing and determination of its type with RVM neural networks
elahe alipoor azar Nasser Lotfivand

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34 - Interaction of mathematical chemistry and environment
Younes Karimi Fardinpour

This article deals with the role of mathematical chemistry in environmental studies. The aim of the article is to highlight the role of mathematical chemistry as a mathematical thinking in environmental studies. Mathematical thinking governing mathematical chemistry cha More

This article deals with the role of mathematical chemistry in environmental studies. The aim of the article is to highlight the role of mathematical chemistry as a mathematical thinking in environmental studies. Mathematical thinking governing mathematical chemistry characterizes modeling strategies in environmental studies. The research background of environmental studies show that mathematical chemistry has been effective in solving many environmental problems. In this article, by presenting research examples and without entering into the specialized formulation of mathematical chemistry, the interaction between mathematical chemistry and the environment has been explored from its various dimensions so that the interaction of mathematical chemistry with environmental studies has been explored. The result of this research confirms that environmental problems are the driving engine of mathematical chemistry and mathematical thinking hidden in mathematical chemistry is the key to solving environmental problems. In Iran's universities, today the door to constructive interaction between mathematical chemistry and the environment has been opened in the form of intergroup scientific activities, and the country is on the verge of entering the era of mathematical thinking. Manuscript profile

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35 - Effects of Probability Function on the Performance of Stochastic Programming
Mohammad Ebrahim Karbaschi Mohammad Reza Banan

10.22094/joie.2017.567.63

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36 - Determining the Likelihood of Damage in Concrete and its Physical Structure
leila Shahryari

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37 - Markov Characteristics for IFSP and IIFSP
Nan Jiang Wei Li Fei Li Juntao Wang

10.30495/tfss.2022.1961482.1039

As the research object of modern nonlinear science‎, ‎a fractal theory has been an important research‎ ‎content for scholars since it comes into the world‎. ‎Moreover‎, ‎iterated function system (IFS) is a significant research object of fractal theory‎. ‎On the other ha More

As the research object of modern nonlinear science‎, ‎a fractal theory has been an important research‎ ‎content for scholars since it comes into the world‎. ‎Moreover‎, ‎iterated function system (IFS) is a significant research object of fractal theory‎. ‎On the other hand‎, ‎the Markov process plays an important role in the stochastic process‎. ‎In this paper‎, ‎the iterated function system with probability(IFSP) and the infinite function system with‎ ‎probability(IIFSP) are investigated by using interlink‎, ‎period‎, ‎recurrence and some related concepts‎. ‎Then‎, ‎some important properties are obtained‎, ‎such as‎: ‎1‎. ‎The sequence of stochastic variable $\{\zeta_{n},(n\geq 0)\}$‎ ‎is a homogenous Markov chain‎. ‎2‎. ‎The sequence of stochastic variable $\{\zeta_{n},(n\geq 0)\}$ is an irreducible ergodic chain‎. ‎3‎. ‎The distribution of transition probability $ p_{ij}^{(n)}$ based on $n\rightarrow\infty $ is a stationary probability distribution‎. ‎4‎. ‎The state space can be decomposed of the union of the finite(or countable) mutually disjoint subsets‎, ‎which are composed of non-recurrence states and recurrence states respectively‎. Manuscript profile

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38 - Rough Convergence of Bernstein Fuzzy Triple Sequences
Ayhan Esi Subramanian Nagarajan

10.30495/tfss.2022.690293

The aim of this paper is to introduce and study a new concept of convergence almost surely (a.s.), convergence in probability, convergence in mean, and convergence in distribution are four important convergence concepts of random sequence and also discusses some converg More

The aim of this paper is to introduce and study a new concept of convergence almost surely (a.s.), convergence in probability, convergence in mean, and convergence in distribution are four important convergence concepts of random sequence and also discusses some convergence concepts of the fuzzy sequence: convergence almost surely, convergence in credibility, convergence in mean, and convergence in distribution. Manuscript profile

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39 - ‎A Novel Technique for Solving the Uncertainty under the Environment of Neutrosophic Theory of Choice
Tabasam Rashid Aamir Mehboob Ismat Beg

10.30495/tfss.2023.1995175.1084

‎When it comes to solving dynamic‎ ‎programming challenges‎, ‎it is essential to have a well-structured ‎‎‎‎decision theory‎. ‎As a result‎, ‎the decision-makers must operate in a‎ ‎dynamically complicated environment where appropriate and rapid‎ ‎reaction in a cooperat More

‎When it comes to solving dynamic‎ ‎programming challenges‎, ‎it is essential to have a well-structured ‎‎‎‎decision theory‎. ‎As a result‎, ‎the decision-makers must operate in a‎ ‎dynamically complicated environment where appropriate and rapid‎ ‎reaction in a cooperative way is the fundamental key to effectively‎ ‎completing the task‎. ‎We express a theory of decision modeling and‎ ‎axiomatizing a decision-making process‎. ‎The payoffs and‎ ‎probabilities are represented with simplified neutrosophic sets‎. ‎We‎ ‎therefore‎, ‎provide the theory of choice with the implementation of‎ ‎simplified neutrosophic sets‎. ‎By exploiting the idea of pure‎ ‎strategy‎, ‎we introduce two steps‎: ‎in the first step‎, ‎for each‎ ‎attractive point‎, ‎some particular event is selected that can bring‎ ‎about a relatively neutrosophic upper payoff with a relatively‎ ‎neutrosophic upper probability or a relatively neutrosophic lower‎ ‎payoff with a relatively neutrosophic upper probability‎. ‎A‎ ‎decision-maker selects the most favored attractive point in the‎ ‎second stage‎, ‎based on the focus on all attractive points‎. ‎Neutrosophic focus theory has been introduced to improve overall‎ ‎performance with more flexibility in complex decision-making‎. ‎The‎ ‎approach suggested in this work has been implemented in a real-life‎ ‎example to determine its effectiveness‎. ‎The proposed method is shown to‎ ‎be the most useful for ranking scenarios and addressing dynamic‎ ‎programming problems in decision-making‎. Manuscript profile

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40 - Project Risk Assessment Framework
Mehran Khalaj Amir Hossine Khalaj

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41 - Number and projected area estimates of coarse woody debris by line intersect sampling (case study: chafroud forests)
farshad keivan behjo zeynab poorgholi

To determine a suitable method, based on precision and cost of inventory for estimates of residuals in Caspian Forests, a transect method based on probability theory, were selected for comparison. Parameters evaluated were number and projected area per hectare. Consider More

To determine a suitable method, based on precision and cost of inventory for estimates of residuals in Caspian Forests, a transect method based on probability theory, were selected for comparison. Parameters evaluated were number and projected area per hectare. Considering all the sampling factors, a grid of 100*100m were determined for randomized systematic sampling. Length of transect was determined as 100m in transect method. To compare the results of these method with the real population statistical parameters, a 100% survey of coarse woody debris was take over 107 hectares including three compartments. The results of t-test show that the population mean was similar to means of transect method based on probability theory for all parameters, the means being within the range of confidence intervals. However in this method and in all cases, the inventory errors were greater than those at the acceptable level (10%). This can be cocluded that transect method based on probability theory is a suitable method for estimating of coarse woody debris in Caspian forests. Manuscript profile

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42 - The Probability of Default on Payable Facilities of the First Micro Finance Bank in Herat Afghanistan
Mohammad Sadeq Mohammadi Mostafa KarimZadeh Mehdi Behname

10.30495/eco.2021.1918882.2468

The aim of this study is to investigate the factors affecting the probability of banking facilities default by customers and to determine the main variables coefficient related to the probability of default. Finally, using logit regression, a model has been provided to More

The aim of this study is to investigate the factors affecting the probability of banking facilities default by customers and to determine the main variables coefficient related to the probability of default. Finally, using logit regression, a model has been provided to increase the ability of the bank's managers to solve the problem of non-repayment of credit facilities on time. First, 7 variables that had a significant effect on customers' credit risk were identified and fitted to the significance level of 5% of the final model using LR statistics. The results showed that the variables of the borrower's monthly income, the borrower's relationship with the guarantor, the guarantor's guaranteed capital, the borrower's experience and job stability, the loan repayment period and the years of borrower's relationship with the bank, have adverse effect on credit risk and the variable loan amount has a direct effect on credit risk. Manuscript profile

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43 - Identification and Prediction of Banking Crisis in Iran
Z. Zarei A. Komijani

Abstract This study uses the early warning system approach to predict banking crisis in Iran during 1990Q1– 2013Q4. To achieve the goal, Money Market Pressure index approach will be used by Markov Switching Model. The results indicate that, although, based on gov More

Abstract This study uses the early warning system approach to predict banking crisis in Iran during 1990Q1– 2013Q4. To achieve the goal, Money Market Pressure index approach will be used by Markov Switching Model. The results indicate that, although, based on governmental supporting, the banking section in Iran has never encountered the phenomena such as bank run and bankruptcy, but it has also experienced banking crisis. Likewise, the assessment of probit model suggests that some indexes are leading banking crisis probability. These indicators include the variables of real exchange rate growth, the growth rate of credit endowed to private sector, real GDP, housing price, and real interest rate. Furthermore, the measures of expectation-prediction represent that the model developed has considerable potential to predict in sample banking crisis. Also, this model is unsuccessful in the prediction of the crisis in only 12 percent, but capable of predicting crisis in 77 percent of cases, where the crisis has occurred with probability of more than 40 percent. Manuscript profile

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44 - Designing an Improved Stochastic Planning Model for Supply Chain Considering Maintenance and Operations (MRO) in Rahiab Sanat Sepahan Engineering Technical Company
Sayyed Mohammad Reza Davoodi Amir Hortamani Nafiseh Bakhtiary Dastgerdi

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45 - Outage Probability of Cognitive Relay Network Considering the Interference from Primary Users on the Secondary Relay and Reciver
Nafiseh Sadeghi Rouhollah Aghajani

Cognitive Relay network is a plan to remove some problem such as the limited Coverage and limited spectrum. This strategy permit secondary users to use a frequency band( spectrum), which is dedicated to the primary users. The secondary networks employ a relay node to ex More

Cognitive Relay network is a plan to remove some problem such as the limited Coverage and limited spectrum. This strategy permit secondary users to use a frequency band( spectrum), which is dedicated to the primary users. The secondary networks employ a relay node to extend the communication range. Also the relay using to improve the outage probability of the network.For coexisting between primary and secondary network, it is necessary that the secondary network control the transmit power in their networks. Primary and secondary users have interference effect on each other. In this paper we consider both interference. In addition to the provision on the transmit power of the secondary users We consider the effect of the interference cause by primary user on secondary network. The aim is to show the effects of interference caused by primary users on the correct information and the outage probability in the cognitive relay network. Manuscript profile

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46 - Optimal Design of a Hybrid Solar–Wind–Battery System using the Grasshopper Optimization Algorithm for Minimization of the Loss of Power Supply Probability
Ronak Jahanshahi Bavandpour Hamid Ghadiri Hamed Khodadadi

Renewable energy has been developed in recent years due to the limited sources of fossil fuels, their possibility of depletion, and the related environmental issues. The main challenges of these type of systems is reaching to the optimum size in order to have an afforda More

Renewable energy has been developed in recent years due to the limited sources of fossil fuels, their possibility of depletion, and the related environmental issues. The main challenges of these type of systems is reaching to the optimum size in order to have an affordable system based on storing the solar and wind energy. In this paper, optimization of a solar-wind hybrid system is presented with a saving battery system for supplying a specific hourly load annually to minimize annual system expenses and the probability of Loss of Power Supply Probability (LPSP). Annual expenses of the system include initial investment, maintenance, and replacement costs. The purpose of optimization is to determine the numbers of solar panels, wind turbines, batteries, the height of the wind tower, and the angle of the solar panel toward solar radiation. For this issue, a new method named Grasshopper Optimization Algorithm (GOA) is employed. Also, the effects of changes in inverter efficiency, load demand, and of maximum probability of LPSP on system designing are evaluated. Simulation results show that the efficiency reduction, load increase, and increasing the load and maximum reliability in the system in the form of reducing of LPSP lead to an increase in annual energy costs of systems. Furthermore, the results indicate the superiority of the GOA method toward particle swarm optimization (PSO) in reaching better target function and less cost. Manuscript profile

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47 - A Novel Approach for Solving Fuzzy Stochastic Data Envelopment Analysis Model in the Presence of Undesirable Outputs
Omid Gholami

10.30495/fomj.2021.1914772.1020

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48 - ارائه یک مدل شبکه عصبی RBF برای پیش‌بینی روزهای کاری عملیات خاک‌ورزی تولیدات محصولات
ارمغان کوثری مقدم عباس روحانی Lobat Kosari-Moghaddam مهدی اسماعیل پور تروجنی

هدف از این مطالعه تعیین احتمال روزهای کاری (PWD) برای عملیات خاک‌ورزی با استفاده از داده‌های هواشناسی و به کمک روش مدلسازی رگرسیونی خطی چندگانه (MLR) و شبکه عصبی مصنوعی توابع پایه‌ای شعاعی (RBF) بوده است. در هر دو مدل، هفت متغیر شامل دمای متوسط، بیشینه و کمینه، رطوبت نس More

هدف از این مطالعه تعیین احتمال روزهای کاری (PWD) برای عملیات خاک‌ورزی با استفاده از داده‌های هواشناسی و به کمک روش مدلسازی رگرسیونی خطی چندگانه (MLR) و شبکه عصبی مصنوعی توابع پایه‌ای شعاعی (RBF) بوده است. در هر دو مدل، هفت متغیر شامل دمای متوسط، بیشینه و کمینه، رطوبت نسبی، بارندگی، سرعت باد و تبخیر و تعرق بر پایه روزانه به عنوان پارامترهای ورودی در نظر گرفته شدند. احتمال روزهای کاری نیز به عنوان خروجی مدل‌های ایجاد شده، در نظر گرفته شد. معیارهای عملکردی شامل مجذور مربعات خطا (RMSE)، میانگین درصد خطای مطلق (MAPE) و ضریب تبیین (R2) بودند. نتایج نشان داد که مقادیر R2 برای مدل‌های MLR و RBF به ترتیب برابر 78/0 و 99/0 بوده است. هر دو مدل عملکرد قابل قبولی داشتند؛ اما مدل RBF عملکرد دقیق‌تری نسبت به مدل MLR داشت. مقادیر RMSE و MAPE نیز برای مدل RBF کمتر از مدل MLR بدست آمد. بنابراین مدل RBF به عنوان بهترین مدل برای پیش‌بینی احتمال روزهای کاری انتخاب شد. علاوه بر این، نتایج این مدل‌ها با یک مدل رطوبت خاک که پیش‌تر ارائه شده بود، مقایسه شد. نشان داده شد که نتایج مدل‌های مورد مطالعه با نتایج مدل رطوبت خاک سازگاری خوبی داشته است، اگرچه که مدل RBF بالاترین ضریب تبیین را داشت (R2=99%). در نهایت می‌توان بیان نمود که مدل RBF ایجاد شده می‌تواند برای پیش‌بینی احتمال روزهای کاری در راستای سیاست‌گذاری‌های مدیریتی در بخش کشاورزی مورد استفاده قرار گیرد.  Manuscript profile

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49 - An Investigation of Effective Factors on Landslide Occurrence and Landslide Hazard Zonation Using LNRF Model (A Case Study: Bababozorg Watershed)
Siamak Baharvand Jafar Rahnamarad Salman Soori

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50 - New Shewhart-type synthetic \bar{X} control schemes for non-normal data
Jean‑Claude Malela‑Majika Marien Alet Graham

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51 - A new probability density function in earthquake occurrences
S Sadeghian G.R Jalali-Naini

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52 - Numerical modeling of economic uncertainty
H Schjær-Jacobsen

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53 - Fuzzy model for risk analysis
F Luban

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54 - Failure Probability of Damaged RC Frame under Fire Using Markov Chain.
MohammadJavad Goodarzi Hamidreza Tavakoli syyed milad hasheminejad alireza mohseni saravi majid moradi

10.30495/ijase.2023.1976830.1067

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55 - Calculating the probability of default of sample banks in Iran Using The Systemic Model Of Banking Originated Losses(SYMBOL)
Mohsen Golniya Ramin Khochiani Hamid Asayesh

The probability of default is the degree of certainty that a particular bank will default or that the counterparty will not repay its obligations according to the agreement. This article seeks to calculate the default probability of sample banks in the banking network o More

The probability of default is the degree of certainty that a particular bank will default or that the counterparty will not repay its obligations according to the agreement. This article seeks to calculate the default probability of sample banks in the banking network of Iran, for this purpose, using the new approach of the systemic model of bank losses and the Monte Carlo simulation method, to calculate the probability of bank default in the two cases of the presence and absence of contagion effects between Bank is paid. The sample includes 15 Iranian banks and the time period of 2017. The results indicate that in the studied sample, the situation of banks' capital is not favorable for covering leading risks, the probability of bank defaults has a negative and significant relationship with the criteria of banks' excess capital, and with the increase of inter-bank correlation, a kind of There is a cluster effect of bank defaults, and the default of one or more banks can lead to a banking crisis and the collapse of the entire banking system. Manuscript profile

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56 - Discharge Estimation by using Tsallis Entropy Concept
M Moazamnia H Bonakdari

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57 - Optimal and Intelligent Designing of Stand-alone Hybrid Photovoltaic/Wind/Fuel Cell System Considering Cost and Deficit Load Demand Probability, Case Study for Iran (Bushehr City)
Eisa Ansari Nezhad Mojtaba Najafi

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58 - ارزیابی عملکرد شبکه‌های موبایل Ad- Hoc مبتنی بر پروتکل مسیریابی DSR
شهریار شیروانی مقدم مرتضی شاهمرادی

 در این مقاله مرور کوتاهی بر پروتکل‌های مسیریابی متداول برای شبکه‌های موبایل Ad-Hoc معرفی شده است و پروتکل مسیریابی DSR با جزئیات بیشتری شرح داده شده است. عنایت بیشتر بر روی موضوع مسیریابی و فازهای تأمین مسیر به عنوان اصلی‌ترین بخش‌های DSR قرار گرفته که  شبیه‌ More

 در این مقاله مرور کوتاهی بر پروتکل‌های مسیریابی متداول برای شبکه‌های موبایل Ad-Hoc معرفی شده است و پروتکل مسیریابی DSR با جزئیات بیشتری شرح داده شده است. عنایت بیشتر بر روی موضوع مسیریابی و فازهای تأمین مسیر به عنوان اصلی‌ترین بخش‌های DSR قرار گرفته که  شبیه‌سازی شده است. تعریف مسئله با خصوصیات الگوی حرکت تصادفی برای حرکتها، مدل نمایی منفی برای زمان مکالمه و توزیع پواسون برای تقاضای زمان مکالمه در نظر گرفته شده که همراه با دو شاخص کارآیی اصلی احتمال عدم امکان تماس و قطع شدن اجباری تماس معرفی شده است. این دو شاخص کارآیی به‌ازاء بارهای ترافیکی و سرعت‌های متفاوت شبیه سازی و استخراج شده‌اند. به منظور نمایش اثر پروتکل مسیریابی بر کیفیت سرویس، دو روش مستقیم و غیر مستقیم مسیریابی شبیه سازی شده‌اند، نتایج شبیه‌سازی نشانگر کاهش عدم امکان تماس و قطع شدن اجباری تماس با استفاده از روش یافتن مسیر چندگانه می‌باشد.   Manuscript profile

Open Access Article

59 - Usage of ZPP Model in Credit Risk Prediction
elahe kamali mirfeiz fallah Farhad hanifi

Credit risk issues and methods for identifying and predicting it have been constantly evolving over the past few decades. When a company deals with a financial problem, it may not be able to fulfill its financial obligations, which can cause direct and indirect financia More

Credit risk issues and methods for identifying and predicting it have been constantly evolving over the past few decades. When a company deals with a financial problem, it may not be able to fulfill its financial obligations, which can cause direct and indirect financial losses to shareholders, creditors, investors and other people in the community. Advanced credit risk models that are based on market value include improving credit quality as well as reducing or decreasing credit ratings. In the present study, we have Investigated two models of advanced credit risk models, so two samples were selected, namely companies with financial problems and companies with financial health, in each group probabilities of default are estimated by two models which are KMV and ZPP, and then we compared probabilities of default. We have concluded that the ZPP model has more predictive ability than the KMV model.This method is denoted the Zero-Price Probability or simply the ZPP model. The main focus is on the new simulation based approach rather than the older established models. Manuscript profile

Open Access Article

60 - Assessing the Adequacy of Deposit Insurance in Iran Using The Systemic Model Of Banking Originated Losses(SYMBOL)
Mohsen Golniya Ramin khochiani Hamid Asaiesh

DIS are designed to protect depositors by guaranteeing the repayment of funds owed by depositors of banks and other member credit institutions in the event of bankruptcy. This paper uses the SYMBOL and the Monte Carlo simulation method to calculate the systemic risk of More

DIS are designed to protect depositors by guaranteeing the repayment of funds owed by depositors of banks and other member credit institutions in the event of bankruptcy. This paper uses the SYMBOL and the Monte Carlo simulation method to calculate the systemic risk of the Iranian banking network. For this purpose, first, the probability of default of banks, using their balance sheet information, is estimated independently, and then, with the entry of the interbank market, the probability of default of banks in the presence of the spread of effects between Banking is measured and by obtaining the distribution of banks' losses, in both cases, the amount of coverage of these losses by the Deposit Guarantee Fund is examined and the capital adequacy of the Deposit Guarantee Fund is evaluated. The sample includes 15 Iranian banks and the period of 1397. The results show that the target size of the Deposit Guarantee Fund, in cases without and despite interbank effects, covers 91.5% and 87.5% of the losses, respectively. Failure of one or more banks can lead to Banking crisis and the collapse of the entire banking system, and it is necessary for regulators to take measures to prevent possible banking crises. Manuscript profile

Open Access Article

61 - Forecasting Probability of default of Corporations with the Merton model: Using Capital Asset Pricing Model with Time Varying Beta
mehdi sabeti Gholamreza Zomorodian mirfeyz fallah mehrzad minuyi

The purpose of this article is to predict probability of default of 60 corporations with structural Merton model. we used market data of 60 corporations from 2018/08/01 to 2019/09/01 witch are listed in Tehran Stock Exchange For predicting probability of default . to re More

The purpose of this article is to predict probability of default of 60 corporations with structural Merton model. we used market data of 60 corporations from 2018/08/01 to 2019/09/01 witch are listed in Tehran Stock Exchange For predicting probability of default . to reach this goal we estimated assets value of corporations, volatility of assets and drift rate. We used Capital asset pricing method to estimate expected assets return. Then We used simple regression method and multivariate GARCH (MGARCH) to estimate Beta of corporations. in the end we compute d likelihood function of the average predicted default for each industry and compared the results with actual default rate of that industry in the next year after predicted date. Regarding obtained results of likelihood function probability of default prediction with multivariate GARCH (MGARCH) approach outperform the simple regression model, therefore we recommend using the MGARCH approach for its better prediction performance. Manuscript profile

Open Access Article

62 - Prediction of Default Risk Using Structural Models at Tehran Stock Exchange
Saeid Fallahpour Masood Tadi

Nowadays one of the most critical issues of risk management in banks, financial institutions and credit rating agencies is credit risk. Credit risk refers to the risk of default by the borrower, i.e. the borrower fails to fulfill its obligations to repay debt, or at lea More

Nowadays one of the most critical issues of risk management in banks, financial institutions and credit rating agencies is credit risk. Credit risk refers to the risk of default by the borrower, i.e. the borrower fails to fulfill its obligations to repay debt, or at least does not settle the obligations on time. In this study, we intend to predict the probability of default, in the selected companies at the Tehran stock exchange. It can be divided modes of assessing the default risk in three categories. These are structural models, data based experimental models and expert assessment models that determined by experts without statistical estimations. Our research is based on the structural models. Structural models such as first passage models are developed based on the Merton model. It can be said that the structural literature on credit risk starts with the paper by Merton (1974), who applies the option pricing theory developed by Black and Scholes (1973). Merton model has a number of simplifying assumptions, i.e. occurrence of default only could happen in maturity time. In this study by relaxing the above assumption, we will reach more developed model to calculate the probability of default. After that, we calculate the annual default probability of the selected companies both by the Merton model and the proposed model during the years 1390 and 1391 SH. Ultimately, the performance of both models is compared using Wilcoxon signed-rank test that indicates a significant difference between the two models. Manuscript profile

Open Access Article

63 - The Probability of Informed Trading Criterion in measuring the information asymmetry risk and ranking of Tehran Stock Exchange companies
Hamidreza Korditamandani Gholmreza Zamanian Madjid Hatefi Madjumerd

Asymmetric information can have a huge impact on financial markets. One of the important effects of asymmetric information in the market is the Inclination of market performance towards disruptions and inefficiencies, as the way information is input in the fluctuation o More

Asymmetric information can have a huge impact on financial markets. One of the important effects of asymmetric information in the market is the Inclination of market performance towards disruptions and inefficiencies, as the way information is input in the fluctuation of market prices and determining the final price and asymmetric information can reduce efficiency. In this regard, the main objective of this research is to measure the risk of information asymmetry using theProbability of Informed Trading (PIN) model in Tehran Stock Exchange companies. The results show that the information asymmetry risk of Tehran Stock Exchange companies is not the same and there is a significant difference between the information risk asymmetry indexes. Manuscript profile

Open Access Article

64 - Estimating the probability of Loss of Credit Portfolio using the sharp asymptotic method and Latent variable model
Mohammad reza Haddadi Reza Maaboudi Saeedeh Fallahyan

The purpose of the study is to obtain a probability of a very high loss for a credit portfolio in a fixed time horizon and to calculate the loss of this portfolio in the worst possible case (the defaults of all customers). For this purpose, the Copula function approach More

The purpose of the study is to obtain a probability of a very high loss for a credit portfolio in a fixed time horizon and to calculate the loss of this portfolio in the worst possible case (the defaults of all customers). For this purpose, the Copula function approach is used. A Copula function is a new tool that increases the accuracy of the calculation of this probability. Gaussian Copulas cannot simulate the dependence between the members of the portfolio. For this reason, the T- Copula method has been used as an alternative model in this paper. The T-Copula pattern, in contrast to the normal Copula method, supports the extreme dependence between variables. The structure of a multivariate distribution t is the ratio of a multivariate normal distribution on the second root of a Chi-square random variable. If the denominator of the distribution chooses values close to zero, then the corresponding vector coordinates of the random variables are distributed t , Can record large joint movements. The Chi-square random variable plays "common shock" roles. The present study, using the hidden variables method, has calculated the probable unpredictability of loss for a heterogeneous portfolio of given facilities consisting of 250 borrowers. For this purpose, based on the type of borrowed loans, borrowers are divided into three groups. Using the Monte Carlo simulation method, the probability of a loss in this portfolio is estimated, then the residue levels in each group of agents and the total amount of exposure are calculated. The findings showed that, considering the degree of freedom 2 for the distribution of the student's t-test related to the vector of hidden variables, the maximum probability of loss of credit portfolio Has been 11.01. Manuscript profile

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