This study examines the impacts of real exchange rate fluctuations on the companies' strategic investments in Iran. The data of 92 listed companies in Tehran Stock Exchange during the period of 2002-2015areused. First, the volatility of exchange rate is estimated by the Generalized Autoregressive Conditional Heteroskedasticity (GARCH). The model is estimated by GMM and system GMM methods. The r...

W develop stochastic models of time-dependent arrivals, with focus on the application to call centers. Our models reproduce three essential features of call center arrivals observed in recent empirical studies: a variance larger than the mean for the number of arrivals in any given time interval, a time-varying arrival intensity over the course of a day, and nonzero correlation between the arri...

BACKGROUND Utilizing a computer algorithm, information from calls to an ambulance service was used to calculate the risk of patients being in a life-threatening condition (life threat risk), at the time of the call. If the estimated life threat risk was higher than 10%, the probability that a patient faced a risk of dying was recognized as very high and categorized as category A+. The present s...

Call admission control with two classes of users is investigated via a nonlinear stochastic knapsack model. The feasibility region represents the subset of the call space, where given constraints on the quality of service have to be satisfied.Admissible strategies are searched for within the class of coordinate-convex policies. Structural properties that the optimal policies belonging to such a...

The random access channels and traffic channels are utilized, respectively, for call establishment and information transmission in the uplink direction (from mobile to base station) of the Global System for Mobile communications (GSM) networks. A call is either rejected or blocked depending on its inability to succeed either in the random access channels or in the traffic channels. The optimum ...