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جستجوی مقالات مرتبط با کلیدواژه "machine learning" در نشریات گروه "صنایع"

تکرار جستجوی کلیدواژه «machine learning» در نشریات گروه «فنی و مهندسی»
  • Mirmohammad Musavi, Ali Bozorgi-Amiri *
    This study addresses the Hub Location-Routing Problem (HLRP) in transportation networks, considering the inherent uncertainty in travel times between nodes. We employed a method centered on data-driven robust optimization, utilizing Support Vector Clustering (SVC) to form an uncertainty set grounded in empirical data. The proposed methodology is compared against traditional uncertainty sets, showcasing its superior performance in providing robust solutions. A comprehensive case study on a retail store's transportation network in Tehran is presented, demonstrating significant differences in hub locations, allocations, and vehicle routes between deterministic and robust models. The SVC-based model proves to be particularly effective, yielding substantially improved objective function values compared to polyhedral and box uncertainty sets. The study concludes by highlighting the practical significance of this research and suggesting future directions for advancing transportation network optimization under uncertainty.
    Keywords: Robust Optimization, Hub Location, Machine Learning, Data-Driven Approach, Support Vector Clustering
  • Naser Abdali, Mohammad Vaezi, Masoud Rabani *, Amir Aghsami
    One of the constant problems that people with mental health conditions are faced with now is that they cannot establish a good relationship with their therapist, or the client's disease type is not in the therapist's specialty. These clients may not receive adequate treatment and stop the therapy before feeling well. Therefore, the classification of mental patients based on their disorder types and allocating a therapist with the same expertise to them could lead to better treatment and improve the quality of the therapy sessions. This paper will compare several machine learning (ML) algorithms to classify patients with mental conditions. Moreover, benefiting from the best ML algorithm, patients will be categorized into different classes based on their disorder types. Finally, a mathematical model will be developed to determine the allocation policy of therapists to each group of patients to maximize the summation of the utilization between therapists and patients. To explore the implementation of the proposed method, we have conducted a real-life case study to assess the validation of the model.
    Keywords: Mental Health, Data-Driven Decision-Making, Scheduling, Mathematical Modeling, Machine Learning, Patient Allocation
  • Mohammad Barzegar, Aliakbar Hasani *
    Customer churn is one of the challenges of business management in today's complex competitive environment. For this purpose, the organization must have an efficient system to detect and analyze the factors influencing customer churn. To conduct this research, an attempt has been made to build a hybrid model based on data mining approaches from information related to 5830 customers of a chain store (demographic information and information based on customer purchase records) with 17 qualitative and quantitative characteristics. The features of higher importance were identified to build the model in the first stage using the logistic regression algorithm. In the second stage, the support vector machine algorithm, a critical supervised learning algorithm, was used to classify the customers and rank the essential features. Finally, the proposed model has been implemented as a case study in the chain store industry. The results indicate the optimal efficiency of the proposed analysis method. This research has been done to identify the influential factors in customer churn and focus on providing new solutions to reduce churn in the retail industry. Also, the results show that age, marital status, and average monthly income from the set of demographic features and how to get to know the store, the share of online shopping, and special sales from the set of features related to customer transaction records are among the most important factors affecting customer churn. In addition, practical suggestions have been presented that can be used for tactical and strategic planning of chain stores to attract and retain customers.
    Keywords: Customer Churn, Data Mining, Logistic Regression, Support Vector Machine, Machine Learning
  • محراب تنهاییان*، فاطمه رئیسی، حمید صفاری
    رضایت شغلی منجر به افزایش بهرهوری و کارایی سازمانها می شود. با توجه به خطرات احتمالی که واحدهای نگهداری و تعمیرات با آن مواجه هستند، باید تمرکز خاصی بر تصمیمات و اقدامات کارکنان آنها باشد. این مطالعه از یک رویکرد یادگیری ماشین برای تقویت عملکرد و رضایت شغلی واحدهای نگهداری و تعمیرات از منظر رعایت نکات بهداشت، ایمنی، محیط زیست و ارگونومی (HSEE) استفاده می کند. در این پژوهش ابتدا یک پرسشنامه استاندارد برای جمع آوری داده ها طراحی شده است که پایایی آن با استفاده از ضریب آلفای کرونباخ ارزیابی می شود. در گام بعد مدل های مختلف سیستم استنتاج عصبی-فازی به منظور تخمین رضایت شغلی بر اساس اطلاعات مربوط به HSEE اجرا گردید. در گام بعد،کارایی هر یک از افراد با استفاده از خطای محاسبه شده تحلیل گردید. در شبکه استنتاج عصبی-فازی طراحی شده میانگین دسته های HSEE به عنوان ورودی مشخص و رضایت شغلی به عنوان خروجی در نظر گرفته شده است. نتایج حاکی از این است که افزایش رضایت شغلی کارکنان منوط به تمرکز روی بهبود مسائل مربوط به ارگونومی و محیط زیست می باشد.
    کلید واژگان: ایمنی, رضایت شغلی, یادگیری ماشین, سیستم استنتاج عصبی-فازی
    Mehrab Tanhaeean *, Fatemeh Raeisi, Hamid Saffari
    Job satisfaction plays a crucial role in enhancing productivity and reveals intriguing insights that impact the operational effectiveness of organizations. Due to the importance of maintenance units, special attention should be paid to their employees. This study employs a machine learning approach to enhance the performance and job satisfaction of maintenance units through the focus on health, safety, environment, and ergonomics (HSEE). A standardized questionnaire is developed for on HSEE data. Within the neural-fuzzy inference network, inputs such as health and safety protocols, environmental data collection, and its reliability is assessed using Cronbach's alpha coefficient. Subsequently, various adaptive neuro fuzzy inference system (ANFIS) models are utilized to predict job satisfaction based factors, and ergonomics are considered, while job satisfaction serves as the output. Following the selection of the optimal model, individual efficiency levels are assessed and scrutinized based on the calculated error. The findings suggest that enhancing employee job satisfaction relies on prioritizing the enhancement of ergonomics and the work environment.
    Keywords: Safety, Job Satisfaction, Machine Learning, Adaptive Neuro Fuzzy Inference System
  • زهرا سعیدی مبارکه، حسین عموزادخلیلی*
    این تحقیق به معرفی یک مدل بهینه سازی چندهدفه غیرخطی می پردازد که برای بهینه سازی هم زمان سود و رضایت مشتری در سیستم های تولیدی طراحی شده است. مساله مورد بررسی شامل بهینه سازی در شرایط پیچیده و نامطمئن تولید است که با محدودیت های منابع و زمان مواجه است. مدل پیشنهادی با به کارگیری توابع هدف غیرخطی و تحلیل دقیق شرایط عملیاتی، راه حل های بهینه ای را برای مدیران ارائه می دهد. این منطق فازی با الگوریتم های یادگیری ماشین نظیر شبکه های عصبی و یادگیری تقویتی ترکیب شده است تا مدلی هوشمند و انعطاف پذیر ایجاد شود که به طور موثری با تغییرات ناگهانی در محیط های پویا سازگار می شود. این مدل از ترکیب الگوریتم های ژنتیک مرتب سازی غیر مسلط چهارم (NSGA-IV) و شبکه انتخاب متغیر (VSN) در یک چارچوب ترکیبی بهره می برد و رویکردی پیشرفته و چندوجهی برای حل مسائل پیچیده بهینه سازی چندهدفه ارائه می کند. نتایج پارتو-بهینه حاصل از این مدل نشان دهنده عملکرد کارآمد و بهینه آن است. مدل پیشنهادی می تواند به عنوان منبعی عملی و راهبردی برای مدیران و تصمیم گیران در بهینه سازی تولید و ارتقاء رضایت مشتری در شرایط نامطمئن و پویا مورد استفاده قرار گیرد.
    کلید واژگان: بهینه سازی چندهدفه, منطق فازی, یادگیری ماشین, الگوریتم فرا ابتکاری ترکیبی چند هدفه
    Zahra Saeidi Mobarakeh, Hossein Amoozadkhalili *
    This research introduces a nonlinear multi-objective optimization model that is designed to simultaneously optimize profit and customer satisfaction in production systems. The investigated problem includes optimization in complex and uncertain conditions of production, which is faced with resource and time limitations. The proposed model provides optimal solutions for managers by using non-linear objective functions and detailed analysis of operating conditions. This fuzzy logic is combined with machine learning algorithms such as neural networks and reinforcement learning to create an intelligent and flexible model that effectively adapts to sudden changes in dynamic environments. This model uses the combination of non-dominant fourth sorting genetic algorithms (NSGA-IV) and variable selection network (VSN) in a hybrid framework and provides an advanced and multi-faceted approach to solving complex multi-objective optimization problems. Pareto-optimal results obtained from this model indicate its efficient and optimal performance. The proposed model can be used as a practical and strategic source for managers and decision makers in optimizing production and improving customer satisfaction in uncertain and dynamic conditions.
    Keywords: Multi-Objective Optimization, Fuzzy Logic, Machine Learning, Hybrid Multi-Objective Meta-Heuristic Algorithm
  • Arifa Khan*, Saravanan P

    Optimizing production in the plastic extrusion industry is a pivotal task for small scale industries. To enhance the efficiency in today’s competitive market being a small-scale manufacturer over their peers is challenging. With the limited resources, having constraints on manpower, capital, space, often facing fluctuations in demand and production, simultaneously maintaining high quality became very important for the success. Among the plethora of KPIS used in manufacturing, Overall Equipment Effectiveness (OEE) stands out as corner stone. In this study, we collected real-world data from a plastic extrusion company. i.e., an HDPE Pipe manufacturing company. It serves as the backdrop for our study, this is based on the plastic extrusion sector and set out a goal of enhancing OEE through a comparative investigation of various ML models.  To forecast and estimate OEE values, we used various Machine Learning models and examine each algorithm’s performance using metrics like Mean Squared Error (MSE) and model comparisons using the Akaike Information Criterion (AIC) and Bayesian Information Criterion (BIC), creating a comprehensive picture of each algorithm’s strength which enables the small businesses to make informed decisions and empowers them to stay agile and adapt to the changes in the manufacturing environment.

    Keywords: Machine Learning, Overall Equipment Effectiveness, Deep Learning, Akaike Information Criterion, Bayesian Information Criterion
  • Seyed Emadi, Abolfazl Sadeghian *, Mozhde Rabbani, Hassan Dehghan Dehnavi
    We consider a continuous model of the optimal control of the customer dynamics based on marketing policies as a non-autonomous system of ODEs. The model tracks the history of the simultaneous changes from the beginning to the current time for the evolution of the company's regular, referral, and potential customers. We then present a new supervised machine-learning algorithm for the numerical simulation of the problem. The proposed learning algorithm implements a polynomial kernel to simplify the formulation of the method. To avoid computational complexity, the Bernstein kernels are used to get a simple optimization marketing strategy by using the Support Vector Regression (SVR) in a least-squares framework. Some numerical experiments are carried out to support the proposed model and the method. The method provides approximate numerical results with high accuracy by kernels of polynomials of low degree. The running time of the technique is also illustrated versus the increasing number of training points to see the polynomial behavior of the running time.
    Keywords: Optimal Control, Machine Learning, Customer Dynamics, Marketing Models, LS-SVR
  • Yas Ghiasi, Mehdi Seifbarghy, Davar Pishva *

    This paper considers an accurate and efficient diabetes detection scheme via machine learning. It uses the science of data mining and pattern matching in its diabetes diagnosis process. It implements and evaluates 4 machine learning classification algorithms, namely Decision tree, Random Forest, XGBoost and LGBM. Then selects and introduces the one that performs the best towards its objective using multi-criteria decision-making methods. Its results reveal that Random Forest algorithm outperformed other algorithms with higher accuracy. It also examines the details of features that have a greater effect on diabetes detection. Considering that diabetes is one of the most deadly, disabling, and costly diseases observed today, its alarmingly increasing rates, and difficulty of its diagnosis because of many vague signs and symptoms, utilization of such approach can help doctors increase accuracy of their diagnosis and treatment schemes. Hence, this paper uses the science of data mining as a tool to gather and analyze existing data on diabetes and help doctors with its diagnosis and treatment process. The main contribution of this paper can therefore be its applied nature to an essential field and accuracy of its pattern recognition via several analytical approaches.

    Keywords: Diabetes, Data Mining, Machine Learning, Multi-Criteria Decision-Making, MCDM, Tree-Based Algorithms
  • کامران بالانی، حسین صدر*، سید احمد عدالت پناه، مهناز منطقی پور، مژده نظری
    با توجه به بازار رقابتی صنعت بیمه و اشباع آن، حفظ مشتریان از مهم ترین اهداف کارگزاران بیمه به حساب می آید. زیرا برای جذب مشتری جدید علاوه بر ایجاد رابطه با بیمه گذار و جلب اطمینان وی، مستلزم صرف هزینه زیادی می باشد ، به طوری که هزینه جذب مشتریان جدید بسیار بیشتر از حفظ مشتریان موجود است. بر این اساس، استراتژی های بازاریابی، از محصول مداری تغییر کرده و بسیاری از شرکت ها به مدیریت ارتباط با مشتریان روی آورده اند.تعداد زیادی از شرکت ها و سازمان ها دریافته اند که حفظ و نگهداری مشتریان فعلی شان به عنوان گرانبهاترین سرمایه، ارزش بسیار بالایی دارند. استراتژی شرکت های بیمه ابتدا حفظ مشتریان فعلی و سپس جذب مشتریان جدید می باشد. در این راستا، شناسایی فاکتورهای موثر در رویگردانی مشتریان از اهمیت های بالایی برخوردار است. در این مقاله از روش های داده کاوی برای پیش بینی عوامل موثر در رویگردانی مشتریان استفاده شده است. بر اساس تجزیه و تحلیل نتایج بدست آمده مشخص شده است که کانال جذب مشتری، سابقه خرید و کاربری مکان بیمه شده به ترتیب از عوامل مهم در رویگردانی مشتریان در صنعت بیمه است.
    کلید واژگان: صنعت بیمه, استراتژی های بازاریابی, رویگردانی مشتری, داده کاوی, یادگیری ماشین
    Kamran Balani, Hossein Sadr *, Ahmad Edalatpanah, Mahnaz Manteghipour, Mojdeh Nazari
    Given the competitive market of the insurance industry, customer retention is one of the most important goals of insurance brokers. As a matter of fact, attracting a new customer as well as establishing a relationship with the insurer and gaining his trust requires a lot of money. However, the cost of attracting new customers is much more than retaining existing customers. Accordingly, marketing strategies have shifted from product-oriented and many companies have turned to customer relationship management.Companies and organizations have found that retaining their current customers as their most valuable asset is highly important. Therefore, the strategy of insurance companies is to first retain existing customers and then attract new customers. In this regard, identifying the effective factors in customer turnover is essential. In this paper, data mining methods are used to predict the factors affecting customer dissatisfaction. Based on the empirical results, it has been determined that the customer attraction channel, purchase history and place of insurer are important factors affecting customers dissatisfaction in the insurance industry, respectively.
    Keywords: Insurance Industry, Marketing Strategies, Customer Dissatisfaction, Data Mining, Machine Learning
  • سپیده چهره*، علی سرآبادانی

    ریزش مشتری یک اصطلاح مالی است که به از دست دادن مشتری اشاره دارد؛ امروزه با توجه به تعداد زیاد بانک ها، ریزش مشتریان از یک بانک به بانک دیگر تبدیل به دغدغه جدی برای بانک های مختلف شده است. بنابراین در این مقاله که برای مشتریان یک بانک گردآوری شده است، می توان با توجه به رفتار و ویژگی های مشتریان قبل از وقوع ریزش، به شناسایی مشتریانی که احتمال ریزش بالایی دارند پرداخت و با ارائه پیشنهادهایی آن ها را حفظ نمود. در بازاریابی همه بر این امر توافق دارند که حفظ یک مشتری از جذب یک مشتری جدید بسیار کم هزینه تر است، از این رو این مقاله به معرفی فازهای مختلف رویکرد پیش بینی مشتری ریزشی با کمک یادگیری ماشین پرداخته است. روش پیشنهادی ترکیبی از الگوریتم های جنگل تصادفی و بهینه سازی جایا می باشد و ریزش مشتری را بر اساس ویژگی های مختلف مشتری مانند سن، جنسیت، جغرافیا و موارد دیگر پیش-بینی می کند. نتایج حاصل از مدل پیشنهادی در مقاله به ترتیب در معیارهای Precision ، Recall و Accuracy برابر مقادیر91.41 درصد، 95.66 درصدو 93.35 درصد می باشد.

    کلید واژگان: الگوریتم جنگل تصادفی, بهینه سازی جایا, ریزش مشتری, یادگیری ماشینی
    Sepideh Chehreh *, Ali Sarabadani

    Customer churn is a financial term that refers to the loss of a customer; Today, due the large number of banks , the loss of customers from one bank to another has become a serious concern for different banks. Therefore, in this article, which has been compiled for the customers of a bank , it is possible to identify customers who have a high probability of falling by considering the behavior and characteristics of the customers before the fall occurs and to keep them by providing suggestions. In marketing, everyone agrees that keeping a customer is much less expensive than attracting a new customer, this article introduces the different phases of the approach of predicting customer churn with the help of machine learning. The proposed method is a combination of random forest algorithms and Jaya optimization, and customer dropout is based on different characteristics. Customer like age, Gender, graphs and cases It predicts more . The results of model in the article are 91.41%, 95.66% and 93.35% respectively in Precision , Recall and Accuracy criteria.

    Keywords: customer churn, Machine Learning, random forest algorithm, site optimization
  • Iwa Kustiyawan*, Mas Rahman Roestan, Catur Riani

    This research aims to identify the initial OEE (Overall Equipment Efficiency) values on automated packaging machines with a 2d barcode track and trace system. Quantitative research methods used to obtain the OEE value, analysis of factors affecting the OEE values, developing a strategy to make improvements, and evaluate these strategies on the level of machine productivity. The results showed that the OEE value of the automatic packing machine with 2d barcode track and trace system was 30.49%. The value is still far below the company’s standard of 85%. Availability (av) and the rate of quality (rq) are quite high. However, the performance rate (pe) is still low until the OEE value is low. Based on six big loss analysis, the biggest loss that leads to low OEE value is decreasing speed. Machine is operated at speeds that do not match design (ideal); usually, the real speed is lower than the ideal speed, that can be caused by small product batch sizes. Based on average OEE after a problem solving of 67.67 %. An increase in value gained by 37.18 % of previous achievements. To sum up, this study contributes to the development of best practices and strategies for optimizing machine productivity and improving overall equipment effectiveness in various manufacturing contexts.

    Keywords: Machine productivity, Machine learning, Overall Equipment Efficiency, Packing machine, Track, trace system
  • Fatemeh Kheildar, Parvaneh Samouei *, Jalal Ashayeri
    During the crisis, relief supply chain management (also known as humanitarian supply chain management) has received great attention these days. The core questions facing many humanitarian organizations are: where are their strengths/weaknesses? Are they positioned to be effective in their supply chain system? What challenges do you need to overcome? What do they need to do to take advantage of the technological opportunities offered nowadays? These questions have been addressed them extensively during the past two decades. This paper tries to review and classify some of the papers carried out in key areas of the humanitarian supply chain such as location, certainty and uncertainty, relief teams and injured (patient) classification, machine learning, queue theory, the employed research methods, solution methods, and the type of objective functions. The paper begins first to define what the “humanitarian” ecosystem may include, and which actors play important roles. After, certain critical views of the humanitarian relief supply chain are examined. The critical views of the humanitarian relief supply chain would help researchers to introduce further research orientations and areas to overcome crises in the real world.
    Keywords: Humanitarian Supply Chain, Location, Machine Learning, Patient Classification, Queue theory, Relief Team, Patient Classification
  • Jamilu Yahaya Maipan-Uku *, Nadire Cavus, Boran Sekeroglu
    Tuberculosis (TB) remains a significant public health concern in Europe, necessitating effective disease management and resource allocation. Predicting short-term TB incidence rates using machine learning algorithms offers a data-driven approach to aid policymakers and healthcare professionals in making informed decisions. Machine learning (ML) algorithms are essential for prediction tasks due to their ability to establish a relationship for data sequences. In this study, three machine learning algorithms, namely, Decision Tree (DT), Random Forest (RF), and Artificial Neural Network (ANN), are implemented to predict the tuberculosis incidence rates and to compare the efficacy of ML algorithms for tuberculosis incidence rates prediction for 2025, among Europe. Even though all models achieved considerable results, DT obtained superior prediction rates for the future TB incidence rate with MSE, MAE, and R2 of 0.000555, 0.01506, and 0.96430 while RF 0.000882, 0.01781, and 0.94329, and ANN 0.000767, 0.02315, and 0.95066. The prediction results showed that a significant decrease in TB incidence rates is expected for 2025 form 49,752 in 2019 to 38,509 in 2025, except Finland and Malta.
    Keywords: Tuberculosis Incidence Rates, Europe, Machine Learning, Decision tree, Random forest, ANN
  • Mirmohammad Musavi, Ali Bozorgi-Amiri *
    This study addresses the Hub Location-Routing Problem (HLRP) in transportation networks, considering the inherent uncertainty in travel times between nodes. We employed a method centered on data-driven robust optimization, utilizing Support Vector Clustering (SVC) to form an uncertainty set grounded in empirical data. The proposed methodology is compared against traditional uncertainty sets, showcasing its superior performance in providing robust solutions. A comprehensive case study on a retail store's transportation network in Tehran is presented, demonstrating significant differences in hub locations, allocations, and vehicle routes between deterministic and robust models. The SVC-based model proves to be particularly effective, yielding substantially improved objective function values compared to polyhedral and box uncertainty sets. The study concludes by highlighting the practical significance of this research and suggesting future directions for advancing transportation network optimization under uncertainty.
    Keywords: robust optimization, Hub Location, Machine Learning, data-driven approach, support vector clustering
  • سامان هراتی زاده*، فاطمه رضایی
    هدف

    انتخاب سهام برای قرار گرفتن در یک سبد سهام و هم چنین تخصیص میزان مناسبی از سرمایه به هر یک از سهام درون سبد، چالش های جدی سرمایه گذاری در بازار سهام هستند. تاکنون در پژوهش های متعددی از روش های پیشرفته یادگیری ماشین برای انتخاب سهام درون سبد سهام استفاده شده است، استفاده از ظرفیت های یادگیری ماشین در فرآیند تخصیص کارآمد سرمایه میان سهام سبد کم تر موردتوجه قرار گرفته است و معمولا وزن یکسان به سهام سبد تخصیص داده می شود یا از روش های سنتی ارزیابی ریسک برای تقسیم سرمایه میان سهام سبد استفاده می شود. نقطه ضعف مشترک این روش ها این است که در همه آن ها از مکانیزم های ساده و انعطاف ناپذیر برای تخمین کارایی یک سبد سهام استفاده می شود. در این مقاله ما برای نخستین بار نشان می دهیم که با استفاده از یادگیری ماشین می توان مکانیزم موثرتری برای این تخمین کارایی ساخت که منجر به تخصیص پربازده تر سرمایه به سهام سبد می شود.

    روش شناسی پژوهش: 

    چارچوب پیشنهادی ما موسوم به  Per-Learner از دو مدل پیش بینی مبتنی بر یادگیری ماشین استفاده می کند. در گام 1 با استفاده از اطلاعات تاریخی سهام در یک مدل پیش بینی بازده سهم، سهام مناسب سبد انتخاب می شود و در گام 2 به کمک یک مدل پیش بینی مجزا سعی می شود با در نظر گرفتن هم زمان سود پیش بینی شده در مدل اول و ریسک مورد انتظار هر یک از سهم های سبد، بازده سبد در آینده پیش بینی شده و بر این اساس ترکیب وزن مناسب برای سهام سبد انتخاب و پیشنهاد گردد.

    یافته ها

    مقایسه بازده تجمعی سبدهای تنظیم شده با این مدل و سبدهای تنظیم شده با سایر روش های بهینه سازی سبد سهام، برتری مدل پیشنهادی را نشان می دهد.

    اصالت/ارزش افزوده علمی: 

    در این مقاله با بهره گیری از مدل های یادگیری ماشین، فرآیند انتخاب سهام سبد و تخصیص سرمایه مناسب میان سهام سبد به صورت خودکار انجام شده است و تاثیر آن در کارایی سبد به وضوح دیده می شود.

    کلید واژگان: انتخاب سبد سهام, بهینه سازی سبد سهام, یادگیری عمیق, یادگیری ماشین
    Saman Haratizadeh *, Fatemeh Rezaee
    Purpose

    Selection of the best stocks for the portfolio as well as allocating the optimal amount of capital per stock in the portfolio are serious challenges in investing in the stock market. The use of machine learning capacities in the process of optimal capital allocation among portfolio assets has received less attention and usually, the same weight is assigned to portfolio stocks or traditional risk assessment methods are used to divide capital between portfolio stocks. The common disadvantage of these methods is that they all use simple and inflexible mechanisms to estimate the performance of a set. The purpose of this paper is to show for the first time, that machine learning can be used to create a more effective mechanism for estimating performance, which leads to a more efficient allocation of capital to portfolio stocks.

    Methodology

    Our proposed framework, uses two predictive models based on machine learning. In the first step, stocks historical information is used in a return forecasting model, then based on the predicted returns, the appropriate stocks of the portfolio are selected. In the second step, a separate forecasting model predicts portfolio returns by taking into account both the forecasted returns in the first model and the expected risk of the stocks. At the end based on the predicted return of the numerous random portfolios, the appropriate weight for each asset is selected.

    Findings

    Comparing the returns of adjusted portfolios with this model and adjusted portfolios with other portfolio optimization methods shows the superiority of the proposed model.

    Originality/Value: 

    In this paper, by using machine learning models, the process of selecting the appropriate stock of the portfolio and allocating capital among the candidate stocks is done optimally.

    Keywords: Portfolio selection, portfolio optimization, Deep Learning, Machine Learning
  • Farzaneh Salami, Ali Bozorgi-Amiri *, Reza Tavakkoli-Moghaddam
    Feature selection is the process of picking the most effective feature among a considerable number of features in the dataset. However, choosing the best subset that gives a higher performance in classification is challenging. This study constructed and validated multiple metaheuristic algorithms to optimize Machine Learning (ML) models in diagnosing Alzheimer’s. This study aims to classify Cognitively Normal (CN), Mild Cognitive Impairment (MCI), and Alzheimer’s by selecting the best features. The features include Freesurfer features extracted from Magnetic Resonance Imaging (MRI) images and clinical data. We have used well-known ML algorithms for classifying, and after that, we used multiple metaheuristic methods for feature selection and optimizing the objective function of the classification. We considered the objective function a macro-average F1 score because of the imbalanced data. Our procedure not only reduces the irreverent features but also increases the classification performance. Results showed that metaheuristic algorithms could improve the performance of ML methods in diagnosing Alzheimer’s by 20%. We found that classification performance can be significantly enhanced by using appropriate metaheuristic algorithms. Metaheuristic algorithms can help find the best features for medical classification problems, especially Alzheimer’s.
    Keywords: Metaheuristic Algorithm, Alzheimer’s disease, MRI, Machine Learning, Feature selection, Data mining
  • MohammadJavad Jafari, M. J. Tarokh *, Paria Soleimani

    Customer churn prediction has been gaining significant attention due to the increasing competition among mobile service providers. Machine learning algorithms are commonly used to predict churn; however, their performance can still be improved due to the complexity of customer data structure. Additionally, the lack of interpretability in their results leads to a lack of trust among managers. In this study, a step-by-step framework consisting of three layers is proposed to predict customer churn with high interpretability. The first layer utilizes data preprocessing techniques, the second layer proposes a novel classification model based on supervised and unsupervised algorithms, and the third layer uses evaluation criteria to improve interpretability. The proposed model outperforms existing models in both predictive and descriptive scores. The novelties of this paper lie in proposing a hybrid machine learning model for customer churn prediction and evaluating its interpretability using extracted indicators. Results demonstrate the superiority of clustered dataset versions of models over non-clustered versions, with KNN achieving a recall score of almost 99% for the first layer and the cluster decision tree achieving a 96% recall score for the second layer. Additionally, parameter sensitivity and stability are found to be effective interpretability evaluation metrics.

    Keywords: Machine Learning, customer churn prediction, Interpretability, Clustering, Classification
  • Mohammad Sheikhalishahi, MohammadAmin Amani, Ayria Behdinian

    Selection of the most influential factors to improve the performance of organizations has consistently been a significant task for project managers. These underlying factors aim to prevent the failure of the project and to improve the performance of employees. The success of the organization's projects is directly correlated to customer satisfaction, time, cost, and product quality at the time of project completion. In this paper, after reviewing the literature on the elements influencing the project's success, the extent to which each factor affects the project's success is accessed. A practical data evaluation method to predict the most underlying item is a machine learning algorithm, a perfect contributory method for project managers to examine the influential factors. After identifying the component with the highest effect on the project success, validating the selected items in a real-world practice paves the way for assessing that factor's effectiveness. In this study, after selecting the Agile approach as the most notable, the simulation models were utilized to measure the proportion of organizational performance improvement. Agile Management, which is considered in the actual case, signifies implementing the Scrum method and all the definitions and phases related to this method in the organization. The analyzed Agile practice (Scrum) for the case study decremented the project cost and time substantially and enhanced the service and product quality.

    Keywords: Agile project management, Genetic algorithm, Machine learning, Scrum, Simulation
  • Akbar Abbaspour Ghadim Bonab, Mahdi Yousefi Nejad Attari *
    The Markov chain is widely used in state-dependent inventory control of spare parts because of its ability to model the gradual degradation process of components and predict their condition. Also, according to previous studies, considering system information causes a significant reduction in costs. Therefore, the present study tries to extract the system information using a machine learning algorithm and provide it as a transition matrix to the Markov decision process (MDP) to determine the future states of the critical spare parts inventory system. In the presented method, the machine learning algorithm, here Adaptive Neuro-Fuzzy Inference System (ANFIS), is in charge of the training data. The Markov chain uses the trained data to predict the future states of the inventory system. For this purpose, four states have been considered, each representing a level of tension and demand in the inventory system. Applying the model to the data collected for a critical component showed that the model has good accuracy in predicting the following states of the system. Also, the presented model offers a lower error rate, RMSE, and MAPE, compared to the ARIMA model for predicting the next state of the inventory system
    Keywords: MDP, Machine learning, state-dependent spare parts, ANFIS, inventory
  • هائد توکلی مقدم، سید حسام الدین ذگردی*، محمدرضا امین ناصری

    در این مقاله، پس از به دست آوردن مدل یادگیری تقویتی زمانبندی با در نظر گرفتن نت پیشگویانه، چندین رویکرد ابتکاری برای ارزیابی مدل مطرح شده است. برای اینکه یک مدل یادگیری تقویتی آموزش داده شود، باید تابع پاداش و زیان آن با توجه به شرایط محیط کارگاه، تعیین شود. یکی از نوآوری های مقاله ارایه تعریف تابع پاداش برای مسیله مورد نظر می باشد. این مدل یادگیری در حالت های مختلف ورود کار به کارگاه مورد بررسی قرار گرفته و نتایج به دست آمده از روش های دیگر زمانبندی، خروجی های بهتری را از خود نشان می دهد. مدل نت پیشگویانه، با چهار روش مدل سازی یادگیری مورد ارزیابی و کیفیت مدل ها مورد بررسی قرار می گیرد. با انتخاب و اضافه کردن بهترین مدل خرابی ماشین به مدل یادگیری تقویتی زمانبندی، کارهای بلادرنگ وارد شده به کارگاه، به ماشین ها تخصیص داده می شوند. با مقایسه روش مطرح شده و روش های پیشین مشخص شد که بهترین عملکرد را از خود نشان داده است.

    کلید واژگان: نگهداری و تعمیرات پیشگویانه, زمانبندی کار کارگاهی بلادرنگ, یادگیری ماشین, یادگیری تقویتی
    Haed Tavakkoli-Moghaddam, Seyed Hesamoddin Zegordi *, MohammadReza Amin-Nasseri

    This paper proposes several innovative approaches to model evaluation after obtaining the reinforcement learning model of scheduling with predictive maintenance. To train this model, its reward and loss function must be determined according to the conditions of the workshop environment. One of the innovations of this paper is to provide a definition of the reward function for the issue. This learning model is examined in different modes of work entry into the workshop and the results obtained from other scheduling methods show better outputs. The predictive maintenance model is evaluated by four learning methods and the quality of these models is examined. By selecting and adding the best machine failure model to the scheduling reinforcement learning model, the instant tasks entered into the workshop are assigned to the machines. By comparing the proposed method with the previous ones, the best performance is found and shown.

    Keywords: Real-time scheduling, Predictive Maintenance, Machine Learning, Reinforcement Learning, Data mining
نکته
  • نتایج بر اساس تاریخ انتشار مرتب شده‌اند.
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