Stochastic resonance in a statistical model of a time-integrating detector.

Effects of integrating physical and financial flows through a closed-loop supply chain network under uncertain demand and return

The impact of financial challenges on the profit of a supply chain, have caused the researcher to model the supply chain network by considering the operational and financial dimensions. Also, the establishment of a closed loop supply chain (CLSC) network has a high effect on economic profit. So, the purpose of this study is to design a stochastic closed loop supply chain network by considering ...

Statistical Analysis of Stochastic Resonance in a Threshold Detector

Simulation of Long-term Returns with Stochastic Correlations

This paper focuses on a nonlinear stochastic model for financial simulation and forecasting based on assumptions of multivariate stochastic correlation, with an application to the European market. We present in particular the key elements of a structured hierarchical econometric model that can be used to forecast financial and commodity markets relying on statistical and simulation methods. The...

Designing a new multi-objective fuzzy stochastic DEA model in a dynamic ‎environment to estimate efficiency of decision making units (Case Study: An Iranian Petroleum Company)

This ‎paper presents a new multi-objective fuzzy stochastic data envelopment analysis model          (MOFS-DEA) under mean chance constraints and common weights to estimate the efficiency of decision making units for future financial periods of them. In the initial MOFS-DEA ‏model, the outputs and inputs are ‎characterized by random triangular fuzzy variables with normal distribution, in which ...

A New Dynamic Random Fuzzy DEA Model to Predict Performance of Decision Making Units

Data envelopment analysis (DEA) is a methodology for measuring the relative efficiency of decision making units (DMUs) which ‎consume the same types of inputs and producing the same types of outputs. Believing that future planning and predicting the ‎efficiency are very important for DMUs, this paper first presents a new dynamic random fuzzy DEA model (DRF-DEA) with ‎common weights (using...