A. Alinezhad

[ 1 ] - Portfolio Selection using Data Envelopment Analysis with common weights

The stock evaluation process plays an important role in portfolio selection because it is the prerequisite for investment and directly influences on the stock allocation. This paper presents a methodology based on Data Envelopment Analysis for portfolio selection, decision making units which can be stocks or other financial assets. First, DMUs efficiencies are computed based on input/output com...

[ 2 ] - A Hybrid Method of DEA and MODM in Grey Environment

DEA Classic models cannot be used for inaccurate and indeterminate data, and it is supposed that the data for all inputs and outputs are accurate and determinate. However, in real life situations uncertainty is more common. This article attempts to get the common weights for Decision-Making Units by developing DEA multi-objective models in the grey environment. First, we compute the privilege o...

[ 3 ] - Fuzzy Data Envelopment Analysis for Classification of Streaming Data

The classification of fuzzy uncertain data is considered one of the most challenging issues in data analysis. In spite of the significance of fuzzy data in mathematical programming, the development of the analytical methods of fuzzy data is slow. Therefore, the current study proposes a new fuzzy data classification method based on fuzzy data envelopment analysis (DEA) which can handle strea...

[ 4 ] - A Fuzzy Goal Programming Model for Efficient Portfolio Selection.

This paper considers a multi-objective portfolio selection problem imposed by gaining of portfolio, divided yield and risk control in an ambiguous investment environment, in which the return and risk are characterized by probabilistic numbers. Based on the theory of possibility, a new multi-objective portfolio optimization model with gaining of portfolio, divided yield and risk control is propo...

[ 5 ] - A New Fuzzy Method for Assessing Six Sigma Measures

Six-Sigma has some measures which measure performance characteristics related to a process. In most of the traditional methods, exact estimation is used to assess these measures and to utilize them in practice. In this paper, to estimate some of these measures, including Defects per Million Opportunities (DPMO), Defects per Opportunity (DPO), Defects per unit (DPU) and Yield, a new algorithm ba...

[ 6 ] - Sensitivity Analysis in the QUALIFLEX and VIKOR Methods

The sensitivity analysis for multi-attribute decision making (MADM) problems is important for two reasons: First, the decision matrix as the source of the results of a decision problem is inaccurate because it sorts the alternatives in each criterion inaccurately. Second, the decision maker may change his opinions in a time period because of changes in the importance of the criteria and in the ...

[ 7 ] - Evaluation of Effectiveness of Implementing Quality Management System (ISO9001:2000) Using BSC Approach in NIGC

The purpose of this research is to evaluate the effectiveness of implementation Quality Management System (ISO 9001:2000) in gas processing plants of National Iranian Gas Company using balanced scorecard approach. More specifically, we chose the balanced scorecard framework to examine five well-known gas processing plants in National Iranian Gas Company from four different perspectives in order...

[ 8 ] - Sensitivity Analysis of Simple Additive Weighting Method (SAW): The Results of Change in the Weight of One Attribute on the Final Ranking of Alternatives

Most of data in a multi-attribute decision making (MADM) problem are unstable and changeable, then sensitivity analysis after problem solving can effectively contribute to making accurate decisions. This paper provides a new method for sensitivity analysis of MADM problems so that by using it and changing the weights of attributes, one can determine changes in the final results of a decision ma...

[ 9 ] - Practical common weights scalarizing function approach for efficiency analysis

A characteristic of Data Envelopment Analysis (DEA) is to allow individual decision making units (DMUs) to select the factor weights which are the most advantageous for them in calculating their efficiency scores. This flexibility in selecting the weights, on the other hand, deters the comparison among DMUs on a common base. For dealing with this difficulty and assessing all the DMUs on the sam...

[ 10 ] - Ranking Iranian Accredited Laboratories with Proficiency Tests Using PR0METHEE Method

The rapid pace of changing technology is leading to high rate of import and export between different countries. In outsourcing governmental organizations duties to private sectors, it is a need to control sectors and they should be under assessment policy. This research has been developed to show how the accredited laboratories of Iranian standard (ISIRI) can be assessed for their technical ser...

[ 11 ] - تلفیق مدل تحلیل پوششی داده ها و درخت تصمیم به منظور ارزیابی واحدهای مبتنی بر تکنولوژی اطلاعات

In order to evaluate the performance and desirability of the activities of its units each organization needs an evaluation system to assess this desirability and it is more important for financial institutions, including information technology-based companies. Data envelopment analysis (DEA) is a non-parametric method to measure the effectiveness and efficiency of decision-making units (DMUs). ...

[ 12 ] - Presenting a Bi-objective Integrated Model for Production-Distribution Problem in a Multi-level Supply Chain Network

In this study, a bi-objective model for integrated planning of production-distribution in a multi-level supply chain network with multiple product types and multi time periods is presented. The supply chain network including manufacturers, distribution centers, retailers and final customers is proposed. The proposed model minimizes the total supply chain costs and transforming time of products ...

[ 13 ] - Development of Data Envelopment Analysis for the Performance Evaluation of Green Supply Chain with Undesirable Outputs

A fundamental problem is the use of DEA in multistep or multilevel processes such as supply chain, lack of attention to processes’ internal communications in a way that the recent studies on DEA in the context of serial processes have focused on closed systems that the outputs of one level become the inputs of the next level and none of the inputs enter the mediator process. The present study a...

[ 14 ] - New Product Development Risk Assessment in the Core Banking Using FMEA Combined with COPRAS Method and Grey Relations

The present study tries to investigate the existing risks in the new product development process in the core banking field. Due to its use after production, new product development with the fewest errors and risks is always the subject of discussion and investigation among the researchers of this field. This study aims to investigate the most important risks existing in the new product developm...

[ 15 ] - Ranking and Managing Stocks in the Stock Market Using Fundamental and Technical Analyses

Fundamental and technical analyses are two common methods for predicting the future behavior of the stock. Fundamental analysis focuses on the economic forces of supply and demand which cause stock prices change. On the other hand, technical analysis examines historical data relating to changes in the price and trading volume by using graphs and indicators as a primary tool to predict future pr...

[ 16 ] - A Hybrid Method of DEA and MODM in Grey Environment

DEA Classic models cannot be used for inaccurate and indeterminate data, and it is supposed that the data for all inputs and outputs are accurate and determinate. However, in real life situations uncertainty is more common. This article attempts to get the common weights for Decision-Making Units by developing DEA multi-objective models in the grey environment. First, we compute the privilege o...

[ 17 ] - Fuzzy Data Envelopment Analysis for Classification of Streaming Data

The classification of fuzzy uncertain data is considered one of the most challenging issues in data analysis. In spite of the significance of fuzzy data in mathematical programming, the development of the analytical methods of fuzzy data is slow. Therefore, the current study proposes a new fuzzy data classification method based on fuzzy data envelopment analysis (DEA) which can handle strea...

[ 18 ] - Application of Fuzzy Analytical Hierarchy Process and Quality Function Deployment Techniques for Supplier's Assessment

Abstract Vendor Selection Problem (VSP) has been considered in this paper as an integrated method of Fuzzy Analytic Hierarchy Process (FAHP) and Quality Function Deployment (QFD) in the pharmaceutical company. In QFD method, determining the importance of the "weights" for the customer requirements is an essential and crucial issue. FAHP has been used to determine the importance of the "we...