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دسترسی آزاد مقاله
1 - بهینه سازی پرتفوی سهام با استفاده از رویکرد قابلیت اطمینان
میر سید محمد محسن امامت پیام حنفی زادههدف این پژوهش بهینه‌سازی پرتفوی سهام با در نظر گرفتن بازده احتمالی و تابع مطلوبیت سرمایه‌گذار در بورس اوراق بهادار تهران می‌باشد. بدین منظور از یک الگوریتم بازگشتی و دو مرحله‌ای استفاده شده است و یک تابع مطلوبیت به عنوان تابع عمومی الگوریتم احتمالی در نظر گرفته شده است. چکیده کاملهدف این پژوهش بهینه‌سازی پرتفوی سهام با در نظر گرفتن بازده احتمالی و تابع مطلوبیت سرمایه‌گذار در بورس اوراق بهادار تهران می‌باشد. بدین منظور از یک الگوریتم بازگشتی و دو مرحله‌ای استفاده شده است و یک تابع مطلوبیت به عنوان تابع عمومی الگوریتم احتمالی در نظر گرفته شده است. در این پژوهش با توجه به لیست 50 شرکت فعال که بطور فصلی توسط سازمان بورس اوراق بهادار اعلام و در طی بازه زمانی سال 1390 تا 1394 منتشر شده است، شرکت‌های برتر انتخاب شدند. با در نظر گرفتن بازدهی شرکت‌ها در دوره زمانی پنج ساله، بردار بازده و ماتریس کوواریانس تعیین و پس از حل الگوریتم پیشنهادی، پرتفوی بهینه ارائه شد. این پرتفوی، شامل سهام هفت شرکت ایران ترانسفو با وزن 15/0، بانک اقتصاد نوین با وزن 1/0، سایپا با وزن 15/0، سرمایه‌گذاری غدیر با وزن 15/0، فولاد مبارکه اصفهان با وزن 15/0، مخابرات ایران با وزن 15/0 و ملی صنایع مس ایران با وزن 15/0 می‌باشد. در این پژوهش کیفیت جواب الگوریتم پیشنهادی با داده‌های واقعی دوره بعد مورد مقایسه قرار گرفته است. نتایج پژوهش نشان از قدرت بالای الگوریتم دارد و روش ارائه شده تخصیص سرمایه را به شکل مناسبی انجام می‌دهد. پرونده مقاله -
دسترسی آزاد مقاله
2 - A Stochastic Optimization Approach to a Location-Allocation Problem of Organ Transplant Centers
Mahshid Ghane Reza Tavakkoli-MoghaddamDecision-making concerning thelocation of critical resource on the geographical network is important in many industries.In the healthcare system,these decisions include location of emergency and preventive care. The decisions of location play a crucial role due to deter چکیده کاملDecision-making concerning thelocation of critical resource on the geographical network is important in many industries.In the healthcare system,these decisions include location of emergency and preventive care. The decisions of location play a crucial role due to determining the travel time between supply and de//////mand points and response time in emergencies.Organs are considered as highly perishable products,whosevarietyof each product has a specific perish time. Despite the importance of this field,only a small proportion of healthcare sector is dedicated to this field. Matching and finding the best recipient for a donated organ is one of the major problems in this field, which is also crucial for the overall organ transplantation process.Balancing the demand and supply in a transplant organ supply chain in order to decrease the waiting list needs certain scheduling and management.The main contribution of this paper consists of considering recipient regionsas another component of the supply chain;in addition,importance of transportation time and waiting lists hasled us to consider a bi-objective model. In addition, uncertainty of input data has led us to consider a stochastic approach. پرونده مقاله -
دسترسی آزاد مقاله
3 - A combined transportation model for the fruit and vegetable supply chain network
Javid Ghahremani-Nahr Seyyed Esmaeil Najafi Hamed NozariIn this research, the problem of combined transportation in the supply chain of fruits and vegetables under uncertainty has been modeled. The designed model includes 4 levels consisting of cultivation, packaging, distribution and customer centers that aim to meet custom چکیده کاملIn this research, the problem of combined transportation in the supply chain of fruits and vegetables under uncertainty has been modeled. The designed model includes 4 levels consisting of cultivation, packaging, distribution and customer centers that aim to meet customer demand for perishable products (fruits and vegetables) under conditions of uncertainty in different scenarios. The presence of multiple vehicles in the supply chain network at different costs has led to the model showing the most suitable combined transport based on the results of the model solution by CPLEX method. Data, and as the probability increases or decreases, the amount of transfer time decreases. The result of changes in uncertainty rates also shows that with increasing uncertainty rates, the amount of demand increases and as a result, more transportation options are used for transportation. This has led to an increase in product transfer time. In the most important sensitivity analysis regarding the time of corruption, it was found that with the increase of corruption time, due to the possibility of storing perishable products and avoiding unwanted transportation, the possibility of using high speed vehicles has been provided and transfer time has decreased. Also, by analyzing the objective function and computational time in larger sizes with SCA and GA algorithms, it was observed that there is no significant difference between the mean indices and the SCA algorithm has a higher efficiency than the GA algorithm in obtaining the value of the objective function in acceptable time. پرونده مقاله -
دسترسی آزاد مقاله
4 - A Multi-Period Berth Allocation-Scheduling Model with Different Terminals and Irregular Layouts Under Uncertainty
S. Farid Mousavi Zahra Mahdavi Kaveh Khalili-Damghani Arezoo Gazori-NishaboriAs global trade flourishes, terminals endeavor to get higher income while adapting to an expanded intricacy concerning terminal administration tasks. Perhaps the most common issues such terminals encounter is the Berth Allocation Problem (BAP), which involves allotting چکیده کاملAs global trade flourishes, terminals endeavor to get higher income while adapting to an expanded intricacy concerning terminal administration tasks. Perhaps the most common issues such terminals encounter is the Berth Allocation Problem (BAP), which involves allotting vessels to a bunch of berths and time allotments while at the same time limiting goals, for example, total stay time or total assignment cost. Complex formats of actual terminals present spatial constraints that restrict the mooring and departure of vessels. In spite of the fact that significant research has been carried out with regard to the BAP, these real-world limitations have not been considered in an overall manner. In this paper, a stochastic Multi-Period Berth Allocation-Scheduling Problem in Different Terminals with Irregular Layouts (SBAP) considering multi-Period modes, generalized precedence relations are developed. To solve the (SBAP), a solution approach based on Stochastic Chance Constraint Programming (SCCP) and a solution approach based on Two-Stage Stochastic Linear Programming with Recourse (TSSLPR) is proposed. A mathematical model is solved to show the applicability of the suggested model and solution approach. پرونده مقاله -
دسترسی آزاد مقاله
5 - Stochastic Optimization of Demand Response Aggregators in Wholesale Electricity Markets
Atefeh Zomorodi Moghadam Hossein Javidi Dasht Bayaz Javad SaebiThis paper proposes a stochastic framework for demand response (DR) aggregator to procure DR from customers and sell it to purchasers in the wholesale electricity market. The aggregator assigns fixed DR contracts with customers based on three different load reduction st چکیده کاملThis paper proposes a stochastic framework for demand response (DR) aggregator to procure DR from customers and sell it to purchasers in the wholesale electricity market. The aggregator assigns fixed DR contracts with customers based on three different load reduction strategies. In the presented problem the uncertainty of market price is considered and the risk of aggregator participation is managed in stochastic optimization problem with CVaR. The feasibility of this problem is studied on a case of Alberta electricity market. پرونده مقاله
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