فهرست مطالب mohammad hossein pour kazemi

This article is the result of a research project in dynamic pricing and advertising to determine the number of sale tickets for a sporting or an entertainment event. For this purpose, a dynamic optimal control model was used to maximize the organizer's profit. To provide the best estimate, all potential variables and costs in ticket sales were considered. These included free ticket transfers, food and beverage sales, promotional goods, insurance, and other services (e.g., customer service) to ticket buyers. Using a piecewise continuous function (arrival intensity) we applied variables that are not controlled by organizers (e.g., impacts of seasonal change on demand) to determine the number of tickets for sale (capacity planning) and their dynamic and optimal price, considering the dynamic optimal advertising costs. Among the strengths of this study is the application of two piecewise continuous functions to analyze the effect of unsold tickets numbers on customers’ purchasing behavior. The impacts of such factors have not been studied in previous studies.

The purpose of this study is identifying factors affecting the probability of loan default and forecasting default probability of non-corporate (natural) customers of Pasargad bank by means of neural networks method (NNM). Variables influencing creation of default were identified through investigating background studies and literature review. At the next step, data related to 470 customers were collected from a statistical population of 25342 people who received loans from Pasargad bank in Tehran region from 2013 to 2014. Results show that NNM could accurately forecast 92% of applicants default probability. According to NNM results, bad financial history or type of collateral have had more significant effect on default probability than the other input variables.

The issue of resource mobilization and how it led to the efficient investment activities is the basic foundations of any economy is growing and developing. the banking system is considered the most important institution in this area and devoted himself a major part of the community funds. so need to design a comprehensive model bank operating in accordance with the terms of the community, seems essential. this study used dynamic stochastic optimization pattern, to maximize the net present value of bank profits by taking control variables (the share of each type of deposit) and considering three indicating stochastic inclusion of stochastic differential equation of lawyer in debt deposit, fixed contracts and participation contracts. results collected from optimum levels of control and status variables shows increase efficiency and reduce costs of each type of deposit, leading to the increasing shift the optimal route, upward and through increased deposit, banks profit also increased. In order to improve performance, sharia compliance and transparency in the functioning of banks, the model presented in this study as a good model for Iranian banking system is suggested.

Prices as the most fundamental variable in the housing sector have the task of optimizing the allocation of economic resources. Statistics show that during the period under the study (1991-2011), housing sector in Iran has experienced four jumps in prices. In this paper, we build a Dynamic Stochastic General Equilibrium (DSGE) model to study the fluctuations in prices and output of housing sector and identify the effects of monetary and oil price shocks on this fluctuations.
The impulse response functions show that higher money growth rate temporary increases output and inflation in the both housing and nonhousing sectors. In addition, due to the higher elasticity of supply in the nonhousing sector, the effects of monetary shock on production in this sector are more than the housing sector. Higher oil revenues through increased liquidity and then increasing demand of private sector causes higher inflation in the economy. The results show that a shock in oil revenue temporary increases production and inflation in the housing and nonhousing sector simultanously. The difference is that the inflationary effect of this shock is higher than its effect on the production.
Altogether, the comparison of the moments of the model and its impulse response functions with that of real world shows that our model can well illustrate the cyclical fluctuations of most important variables in the housing and nonhousing sectors.

The present paper provides option pricing by using Merton-Black-Scholes approach in order to calculate the market value of banks’ assets, assets volatility, and distance to default for a selected sample of Iranian private banks in the period of 2010-1013. Therefore, the approach is able to solve some problems of banks valuation. At first for the period of 4 years, market value of assets, assets volatility and the distance to default were calculated and compared. Then, weighted average of market value, volatility, and Z-score for the banks in the period were also computed and compared. The results showed that Mellat bank had the highest, and Sina bank had the lowest value during the period. The results of assets risk and distance to default (Z score) have been different for each year. Also, weighted average of market value and assets risk (volatility) of these banks showed a rising trend during these 4 years. Considering the increased average capital adequacy ratio during these 4 years for 8 banks, the average Z (distance to default) has been decreased. This means that during the period of 4 years, by increasing the rate of capital adequacy, banks have been closer to default. Probably, the negative effects of economic and non-economic factors exceed positive impact of capital adequacy rate.

This paper provides an axiomatic analysis of the formation of equilibrium in a macro economic structure. For this purpose, primarily it is accorded to mathematical features of the prices space assume that these spaces are normed complete spaces or a “Banach spaces”. Then it is showed that the conventional macroeconomic production function is a contraction mapping, and it is proved that there exists a fixed point for the basic neoclassical macroeconomic model in a Banach space. By using a quantity theory of money framework and introducing interest rates, it is showed the formation of inflation in the macroeconomic environment. In the next step we use real analysis and numerical analysis to explain the convergence speed of macroeconomic production function in the context of barter economy, monetary economy without money interest rate, and monetary economy with money interest rate. In this space, the existing money interest rate would necessarily lead to inflation, and inflation would retard the convergence speed.

Public pricing of products is one of the most important economical issues, since any changes in the pricing, affects both the welfare of consumers and quantity of goods and Services which are produced.
In this paper which is done for natural gas pricing in Iran, the purpose is giving a price that the government can consider it as a suitable choice for using in subsidies targeting project. These prices have two advantages: first, they try to maximum the social economical welfare (summation of producer and consumer surplus) second, this method solve the problem that the producer has in covering their costs (by marginal cost pricing) because of increasing returns to scale.
This paper deals with the optimal gas pricing in industrial sector in Iran by the Ramsey method of pricing. In this regard we have used fuzzy regression (because of its accuracy and devoid of classic regression restrictions) and the data from 1356 to 1390 for estimating production function and returns to scale in natural gas production side. Also for estimating demand function and elasticity we have used ARDL method and data from 1350 to 1389. The results shows that the current prices aren’t optimum and despite implementation of subsidies targeting project the prices are low.

Although economics among the branches of social sciences, takes the most benefits from applying mathematical tools for the problems of explanation and prediction, so far has experienced lots of limitations.So in this paper we tried not only to study the historical and theoretical foundations of mathematics in conventional economics, but also to discuss the advantages and limitations of mathematical methods in economic researches. Then, in addition to the introduction of the theoretical principles of applying mathematics in islamic economics, its advantages and limitations were mentioned. Finally, efforts have been made to explain the right interaction of these two fields, providing an optimal model of the application of mathematics in Islamic economics.Results show that islamic economic is able to achieve an efficient pattern of the mathematics -based research, if some special principles such as laying away excesses in the use of mathematical methods, not aiming at formalisms, using new branches of mathematics and also other methods of scientific studies in the mathematical method be considered.

Public pricing of products is one of the most important economicalissues, since any changes in the pricing, affects both the welfare ofconsumers and quantity of goods and Services which are produced.In this paper which is done for natural gas pricing in Iran, the purpose is giving a price that the government can consider it as a suitable choice for using in subsidies targeting project. These prices have two advantages: first, they try to maximum the social economical welfare (summation of producer and consumer surplus) second, this method solve the problem that the producer has in covering their costs (by marginal cost pricing) because of increasing returns to scale.This paper deals with the optimal gas pricing in household sector in Iran by the Ramsey method of pricing.In this regard we have used fuzzy regression (because of its accuracy and devoid of classic regression restrictions) and the data from 1977 to 2011 for estimating production function and returns to scale in natural gas production side. Also for estimating demand function and elasticity we have used ARDL method and data from 1350 to 1389. The results shows that the current prices aren’t optimum and despite implementation of subsidies targeting project the prices are low.

The development of electronic banking services, in order to facilitate the monetary transaction viz-a-viz banking system, requires the scientific and efficient management. The Automated Teller Machines (ATMs) which are mostly deployed in various banks branches, and are subject to direct supervision of branches authorities, will not get cash optimally injected. This mode of liquidity management, of ATMs will not only distort the brand name of banking system in a psedue competitive market, but it may lead to inefficient management of liquidity through the cash injection more than the daily need of these machines. Hence in this paper an attempt is made to predict the optimal injection of cash to ATMs of Sepah Bank by using the daily time series data of withdrawing money from them. For this purpose, we applied two econometric methods of ARMA modeling techniques. The results prima facie indicate that, despite existence of certain constraints on statistical data due to non operation of ATMs, impairment of Shetab Network, and delayed feeding of cash, the lower range of prediction error, is about 1%. Thus, we conclude that, to optimize the cash injection process of ATMs, besides considering the human resources and required security measures, the application of above study is recommended.

The aim of this paper is to examine the causal relationship between social capital and financial development in Iran emphasizing longrun relations during 1983-2012. To do so, we used the number of annual judicial cases in public courts per thousand individuals as an inverse indicator of social capital and the ratio of bank claims on the private sector to nominal GDP to measure financial development. Then we applied Vector Error Correction Model to estimate the proposed model. The results show that the inverse indicator of social capital has a negatively significant impact on financial development and there is a one-way causal relationship from social capital to financial development in Iran during the observation period.

Electricity cannot be stored and needs huge amount of capital so producers and consumers pay special attention to predict electricity consumption. Besides, time series data of the electricity market are chaotic and complicated. Nonlinear methods such as Neural Networks have shown better performance for predicting such kind of data. We also need to analyze other variables affecting electricity consumption so as to estimate their quantitative effects. This paper presents a new approach for forecasting: a combined method of Neural Networks (ANN) and econometrics methods which can also explain the effect of raising the electricity prices on consumption after Subsidies Reform Plan. Data is from 1988-2008, and the method is compared with Neural Network and ARIMA based on the RMSE performance function that shows the advantage of the combinned approach. The provident prediction is done for 2009- 2014 and indicated that after decreasing subsidy, electricity consumption would increase slightly until 2014.

The internal saving in a country، is the most important source for financing and economic growth. These savings are confronted with risk of a volatile rate of return to capital. The uncertainty in the rate of return on capital may lead to distorted economic decisions by the savers، consumers and investors. Depending on the pattern of these behaviors we may observe deviations in the rate of economic growth. This study attempts to estimate the rate of economic growth with uncertainty in the rate of return on capital using standard Brownian motion and the optimized random control to compare it with the planned rate of economic growth. The findings indicate that; if the risk-aversion coefficient is less than one، the average long-term rate of economic growth will be less than the planned growth rate. Further، using the data on Iranian economy for the period 1974-2011، first، a dynamic model، based on SDE، was simulated for GDP by rate of growth %3. 85، then، the relationship between capital return volatility (using the EGARCH model) and the rate of economic growth was analyzed. The results are indicative of a negative relationship between growth rate and the fluctuations in the rate of return on capital.

The purpose of this paper is to determine the optimal time paths of economic variables such as production, inflation, money stock and government expenditures, and also sensitivity analysis of these paths. For this aim, a deterministic optimal control model is used. In this model, a quadratic objective functional, due to the constraint of dynamic macroeconomic equations system, will be minimized. In this method, the squared deviations of variables from their steady state values ​​ are weighted. Then, optimal paths of control and state variables are calculated by using Mathematica software. Optimization results indicate that if optimal policies are chosen, mentioned variables will considerably have less fluctuations. According to results of survey, analyzing the sensitivity of the model to policy weight emphasizes on inverse relationship between weight imposed by economic policy makers on the target variable, and standard deviation of values ​​ofthe optimal paths for that variable. Also, this paper shows that mathematical economic models and techniques can be used in order to solve the problems of growth, production and inflation.

During 1379 (Iranian year)، National Tax Administration (NTA) was established in order to increase efficiency and effectiveness of the tax system. The establishment of this administration was part of the third economic، social and cultural development plan of Islamic Republic of Iran. This study answers the question of whether the goal for which this tax system was established has been fulfilled by NTA or not. In addition، TFP (Total Factor Productivity) has been calculated using a combination of non-parametric Data Envelopment Analysis (DEA) method and Tornqvist productivity growth index. We also want to know whether this calculation method provides a good decomposition of efficiency and technological changes quota. We concluded that based on this method، Iranian National Tax Administration has not been efficient. Furthermore، during the period of 1381-1387 the trend of TFP، efficiency and technological changes are unstable.

Selecting a set of features and price for new product is one of the most important and difficult decisions for any firm. For its implementation firms require information by demand of consumers about product features,the cost of providing these features and reaction of existing competitors to new product entry. In this research, with the help of game theory, the various positions of new product entry in the automobile market has been studied and the position and price that makes the highest profit for manufacturers has been determined. Results of research show that with entering a new product,price reaction of competitors are not significant and entering new product has the greatest effect on their market share.

Resources’ scarcity, especially in developing countries, has caused allocation essentially among competing activities to create value. The importance of resource allocation would be more understood if we pay attention to growing complexity in societies and economic development problems they face. In the context of the national economic development literature, the notion of “Key or Critical Sectors” has become an accepted component of development strategy. By and large, key sector analysis is an attempt to determine the economic effect of a sector in a given economy. From macroeconomic point of view, Agriculture and Non Agricultural Manufacturing (NA-Manufacturing) as two parts of production sector, compete for absorbing limited resources. This paper with using 31 indices; factor analysis; numerical taxonomic analysis; and three level of assessment aims to answer the question of which one of these two is the key sector, and be a completion to previous studies which their common deficiency is the lack of indices. Results of this study for Iran economy show that Agriculture sector is preferred to NA-Manufacturing sector.

Scarcity of economic resources causes defining priority of their allocation to activities. Agriculture and Non-Agricultural Manufacturing (NA-Manufacturing) as two parts of production sector compete for absorbing those scarce resources. Hence, the question is: which part is preferred in this allocation, Agriculture or NA- Manufacturing?
In this paper with coordinating ISIC and HS codes, Input-output indices and comparative advantage indices have been used simultaneously for the first time. Factor analysis and numerical taxonomic analysis methods have also been incorporated to answer the question. The results indicate that Agriculture is preferred to NA-Manufacturing in Iran’s economy.

The present paper describes the Uzawa (1965)–Lucas (1988) type two-sector model of endogenous growth, in which morover goods and services sector emphasizes also the production of human capital, as well as simulates the time paths of macro variables assuming that the Iranian economy behaves under the hypothesis of denoted model. Therefore it's practiced on dynamic optimization and solving the control problem of maximization the present value of representative agent’s flow of future utility (due consumption) in infinite horizon subject to constraints in physical and human formation using the pontryagain's maximum princliple. Then, for the differential equations system obtained, the dynamics, the existence and determinacy of the steady state, analyzing also the balanced growth paths are studied in two cases parametric and numeric with estimated values for Iranian economy. By using Iranian economy available data in period 1974-2007 various coefficients have been estimated and time paths of GDP and other variables simulated. The results of this study indicate that on the balanced growth path the real GDP annual growth rate in Iran is about 4.7%. Furthermore, an increase in technological parameter for education sector and output elasticity with respect to human capital can makes increase in this rate of growth and economy moves to the higher balanced growth path so that this subject confirms the role and importance of human capital in economic growth.

The humanities majors are widespread in state universities across the country. Among the 500,000 participants of university entrance exam in the humanities, only 12,000, i.e. 2.4 percent of them are accepted in state universities. This figure is much less than the number of the students accepted in Math and Science groups and these students are highly talented. Some of these students continue to study in post graduate courses while some others start working in their field of study immediately or after sometime. Now these questions can be introduced: What is the employment status of the humanities graduates? How long should they search for a job? Are they satisfied with their job? Is their career related to the major they had graduated in? How is the situation for the postgraduate students? This study was a tracer study(survey), using descriptive as well as inferential statistical methods. By accomplishing a research project with the cooperation of many universities, taking samples, and following up the employment of their former students, the answers to the above questions were obtained. It was observed that 76 to 79 percent of the humanities graduates are employed and among this number, 69 to 71 percent of them believe that their career is related to their field of study. Moreover, 68 to 75 percent of them are satisfied with their job. It was also observed that working conditions and employment status are better for the post-graduated ones. These results are different for different majors. In conclusion, public university graduates in humanities have better conditions considering employment status, being interested in their career, and working in the field of their study. However, this situation is not the same for all majors.

Commercial banks basically offer their services in three fields: resource mobilization, financial resources allocation and their banking services. These services are offered by their branches all over the country. These branches are essential into different grades: Independent, Grades 1, 2, 3, 4, and 5. The scope and responsibility of bank branches depend on their grades, so the bank management is interested in ranking their branch network. Any ranking should depend on three basic factors: method of grading, indexes uses for ranking, the weights for each of the indexes used In the first place, we intend to survey different ranking techniques, reviewing three different Taxonomy, Principal factors and a combination of the two. We have tried to define 24 different indexes in different fields where. The coefficients of these indexes are determined by two different methods. In this ranking the indices are not independent and have co-linearity. We have tried to incorporate this problem of co-linearity. Later, Taking into account these factors and correcting for the colinearity problem all the 2005 branches of Bank Tejarat have been ranked.

In this article, by looking at the statistical data of 24 countries in Middle East and Asia, being the members of union International des Chemins Defer (UIC) and Organization for Cooperation of Railways for a period of 5 years from 2000 Up to 2004, the efficiency and productivity of the railways of those countries, have been examined by using Malemquist Index based on the Technique of Data Development Analysis. The line of distinction between this article and the former ones is exactly the usage of the above index which can be used for measuring changes in efficiency, that is, efficiency under conditions of constant and changeable returns to scale. The average technical efficiency of the Iranian Railways system under CCR condition is equal to 0.590 and BCC condition equals 0.6. Furthermore, in all approaches for ranking Iranian railways, there has been no better ranking than" eleven" in terms of efficiency which belongs to the "Iranian Railways System".

In order to respond effectively to his clients, the National Gas Company needs to know about the amount of prevailing demand in every period. From the other hand, lack of information about the amount of subscription demand will in turn cause certain difficulties such as not knowing the number of required contractors, the absence of an appropriate inventory control for all kinds of needed gas consumption counters, etc.In the last few decades, economists and management specialists have frequently used econometric methods for estimating demand. Today, among the available estimation methods, they are using the artificial neural networks methods and fuzzy models in many areas of applications and each of them have its own merits and limitations. A successful combination of these two methods, with emphasis on learning power of neural networks and logical performance of fuzzy model, have been transformed into a very powerful instrument that are now being applied in different contexts.The main purpose of this article is to estimate the urban household gas subscription demand by using the ARIMA linear method and the fuzzy neural networks nonlinear method and to compare them on the basis of six performance criteria. The article concludes that, considering the six performance criteria, the fuzzy neural networks nonlinear method has supremacy over the ARIMA linear method for estimating the urban household gas subscription demand; therefore, it is more appropriate.

The control problem and Dynamic programming is a powerful tool in economics and management. We review the dynamic programming problem from its beginning up to its present stages. A problem which was involved in physics and mathematics in 17th century led to a branch of mathematics called calculus of variation which was used in economic, and management at the end of the first quarter of the 20th century. This branch of Mathematics stated its actual development under the name control problem from the second half of 20th century. Its solution was made possible through the dynamic programming method, and maximum principle. Experts in economics and management started using these methods. Then In various works from the 1970s. The stochastic optimum control was used. In this paper we will consider from the first article in maximizing the profit of a firm up to its recent applications in economics and management.