The asset price bubble problem is not only the most concerned topic in financial circle, but also one of important research topics circle. In history, every time prices skyrocketed, bubbles were accumulated, and crash resulted a massive shrinking wealth, bankruptcy enterprises, economic recession. This paper based on theory investor behavioral bias finance theory, log-periodic power law (LPPL) ...

Leverage is strongly related to liquidity in a market and lack of liquidity is considered a cause and/or consequence of the recent financial crisis. A repurchase agreement is a financial instrument where a security is sold simultaneously with an agreement to buy it back at a later date. Repurchase agreements (repos) market size is a very important element in calculating the overall leverage in ...

There is a Local Public Broadcasting Institution (LPPL) that has the support of regional district head, where head been named who cares about broadcasting, because there are rarely heads or mayors care local public radio in their area. Apart from that, Head Communication and Informatics Service also gave his was elected as service concerned with broadcasting. The Kuningan FM frequency 100.5 MHz...

LPPL models have been widely used to describe the behaviour of stock prices during an endogenous bubble and to predict the most probable time of the regime switching. Although their utility has been proved in many papers, there is still a lack of consensus on the statistical robustness, as the estimators are obtained through a nonlinear optimization algorithm and they are sensitive to the initi...

این پژوهش با الهام گرفتن از نتایج یک طرح مطالعاتی کاربردی، رویکرد سلسله­‌مراتبی جهت پیگیری فرایند توسعه تأمین‌کنندگان و حمایت تصمیمات موجود در هر مراحل آن ارائه‌ می‌کند. ابتدا، زمینه‌های تأمین نیازمند سپس واجد شرایط هریک زمینه‌ها به کمک تصمیم‌گیری چندشاخصه بهترین-بدترین مشخص می‌گردند. معیارهای شناسایی نیز مرور مطالعات پیشین بهره‌گیری نظرات خبرگان حوزه‌ی خرید استخراج‌شده‌اند. درنهایت، مدل ریاضی ...

Bubbles are usually chaotic but can be predictable, provided their formation matches the log periodic power law (LPPL) with unique stylized facts. We investigated Green Bubble behaviour in stock prices of a selection stocks during COVID-19 pandemic, namely, those highest market capitalization from basket North American and European green energy or clean tech companies S&P Global Clean Energ...

در این مقاله یک مدل ریاضی برای مسئله سیستم تولیدی همکارانه ساخت بر اساس سفارش با رعایت انصاف تخصیص بار‌های تولید طراحی شده است. اهداف اصلی مدل، کمینه‌سازی هزینه‌‌های کل و حداکثر استفاده از منابع به‌منظور عادلانه شرایط عدم­قطعیت کنترل پارامتر‌های غیرقطعی روش برنامه‌ریزی فازی ‌شده نتایج نشان می‌دهد افزایش نرخ عدم‌قطعیت، می­یابد. ازآنجاکه ظرفیت کارخانه‌ها ثابت است، مقدار تقاضا، هر کارخانه نیز می­ی...

This paper presents an exclusive classification of the largest crashes in Dow Jones Industrial Average (DJIA), SP500 and NASDAQ in the past century. Crashes are objectively defined as the top-rank filtered drawdowns (loss from the last local maximum to the next local minimum disregarding noise fluctuations), where the size of the filter is determined by the historical volatility of the index. I...