seyedjafar sajadi

The current research was conducted to find the optimal portfolio for investing in stock exchange stocks, and one of the methods that is currently very popular among analysts and researchers in this field is methods based on artificial intelligence, followed by methods aimed at reducing risk metrics. The aim of the current research is to form a portfolio using machine learning methods, risk measurement and its combination with fuzzy theory, which has a better return than the average return of the market. The output of each method is entered into the random forest algorithm and prediction is made by this algorithm, and in the last step, the prediction output is entered into the value-at-risk and value-at-risk optimization model with the fuzzy theory approach to form the capital portfolio. Shares information is daily and its time period is from the beginning of 2014 to the middle of 2018. At the end of each of these methods and steps, it was compared with the real return of the market. the CVAR risk measure has a better ability than the VAR risk measure, and the random forest algorithm among the used machine learning algorithms has achieved better results in choosing the investment portfolio.

Among the most significant management and policy-making elements is improving the efficiency of businesses and companies active in various parts of the industry, as well as management processes and systems. Various methods and models have been proposed to measure the efficiency of firms, processes and systems in a sector. One of the most important models used is network data envelopment analysis, the most widely utilized in measuring the efficiency and productivity of businesses, processes and systems. This is founded on mathematical programming and moreover is among the most powerful techniques for performance evaluation and optimization. In this study, while mathematically modeling and measuring the performance of the study sample, utilizing dynamic network data envelopment analysis, a suitable model for measuring performance, taking into account the stability of the conditions, was designed to be a framework for leading the system to higher objectives. Via utilization, it provides the basis for improving and reducing the adverse effects of the system. Therefore, the data envelopment analysis model in this research is designed as a framework for measuring, analyzing and promoting activities at the network level with the game theory approach as well as in uncertain conditions. Executives/managers will be able to understand the strengths and weaknesses of the system to strengthen and eliminate existing weaknesses plus undertake requisite planning and actions.

In this paper, a fuzzy multi-objective sustainable model is presented to select and allocate the order to supplier in uncertainty conditions and in a multi-period, multi-source, and multi-product cases at two levels of supply chain with pricing considerations. First objective function considered in this study as the measures to evaluate the suppliers are the purchase, transportation, and ordering costs. Second objective function considered employment rate and third objective function considered pollution rate. Employment and pollution rate parameters in the model are considered as uncertain and random triangular fuzzy number. A case study in engine oil industry in Zanjan province considered and the epsilon-constraint method is used to solve the small size of this problem and sensitivity analysis is conducted to examine the accuracy and validity of the proposed method.

In this article, the results of special effects of privatization of Iranian Gas refining industry with Delphi-DEMATEL integrative approach are presented. According to the results of this research in Delphi technique base, all together, experts recognize 39 pivotal factors in privatization of the Gas refining companies. Then by the aids of DEMATEL technique, in previous step, according to experts view, effective abstract factors, were prioritized by graph theory. So, the terms among factors the way and intensity impact on their mutual affect of results. According to the result of this research, coherence and concordance among all political sections have the most affection of privatization from legislation to execution and supervisor and reliance and rived participation of private section, by glassiness, justice and preparing equal chance for all, have the highest impression ability.