In the present work we describe HPEC (High Performance Eigenvalues Computation), a parallel software for the evaluation of some eigenvalues of a large sparse symmetric matrix. It implements a Block Lanczos algorithm efficient and portable for distributed memory multicomputers. HPEC is based on basic linear algebra operations for sparse and dense matrices, some of which have been derived by ScaL...

In this paper we propose a Multi-Agent system architecture to simulate and analyse Competitive Electricity Markets combining bilateral trading with power exchange mechanisms. This Multi-Agent environment includes several heterogeneous and autonomous intelligent agents representing the different independent entities in Electricity Markets. Agents are endowed with historical information about the...

through the history and since 1933, the iranian rial has declined from 11.2 rials per dollar to almost 8600 rials per dollar today in the parallel or black market. at the same time the official rate has been kept at artificial level most of the time, not consistent with other macro conditions of the country. historically, however, the central bank has adjusted the official rate and brought it i...

in this study, we focused on tehran stock exchange market analysis based on applying moving average rules. the tehran stock exchange in the middle east has evolved into an exciting and growing marketplace where individual and institutional investor trade securities of over 420 companies. in an attempt to examine the ability to earn excess return by exploiting moving average rules, the average a...

We study the problem of computing equilibrium prices in a Fisher market with linear utilities and linear single-constraint production units. This setting naturally appears in ad pricing where the sum of the lengths of the displayed ads is constrained not to exceed the available ad space. There are three approaches to solve market equilibrium problems: convex programming, auction-based algorithm...

the main purpose of this paper is theoretically to design the optimal intervention in the foreign exchange market in iran, which has not been investigated by previous studies. the economic fundamentals are strongly affected by the optimal foreign exchange intervention, the consistency of foreign exchange intervention with other policies and political authorities' beliefs about the interven...

Since the 1970s, services marketing has grown into a major sub discipline of marketing. It is constantly claimed – but is refuted in the article – that services are now the dominant economic activity in developed countries and keeps growing while the two traditional goods sectors, manufacturing and agriculture, are declining. In today's competitive world, having expertise, knowledge and marketi...

The behavior of exchange rate in various exchange markets is not seemingly predictable, while there are different forecasting methods to do so. One of these methods is to use fractals to identify exchange rate behavior. This paper has made attempts to explore the properties of fractals in Iran’s exchange market in order to it can predict and analyze the trend of exchange rate. Accordingly, th...

Noise traders as one of the key elements of the market play a significant role in determining the market volatilities, returns, and stock market mispricing. Hence, this study attempts to scrutinize the role of noise trading in capital asset pricing. Therefore, by using daily data, samples including 14105 data of 200 companies listed on stock exchange were selected and noise trading index was es...