The problem of portfolio optimization has made many advances since Markowitz proposed an average-variance-based optimization. It can be said that the most important achievement of the Markowitz model was the introduction of variance as a risk indicator and indeed, the introduction of a quantitative benchmark into it. This research is a model for predicting value at risk. This model extends the ...

Natural disasters, such as earthquakes, affect thousands of people and can cause enormous financial loss. Therefore, an efficient response immediately following a natural disaster is vital to minimize the aforementioned negative effects. This research paper presents a network design model for humanitarian logistics which will assist in location and allocation decisions for multiple disaster per...

The outcome of the ab-initio crystal structure solution process by Direct Methods depends on not only the quality of the extracted integrated intensities but also the experimental resolution [1]. In fact, the limited experimental resolution distorts the Fourier synthesis even at atomic resolution: when the resolution is larger than 1 Å, the electron density map is an imperfect representation of...

We consider how programming-in-the-large diiers from programming-in-the-small. We then focus on resolving a critical connict that arises when building large software systems. Large systems have both the requirement to be adequately eecient in execution and suuciently exible to be maintainable in a changing world. For our purpose their scale is assumed to be such that multiple processors, multip...

in this study, modeling and optimization of coagulation and flocculation processes in cod removal of galvanized wastewater treatment plant of mobarakeh steel complex (msc) were studied. experiments of this study were designed using response surface method which is one of the most efficient methods in experimental design. the variables assessed in this study, are four factors including ph, input...

the multivariate exponentially weighted moving average (mewma) control chart is one of the best statistical control chart that are usually used to detect simultaneous small deviations on the mean of more than one cross-correlated quality characteristics. the economic design of mewma control charts involves solving a combinatorial optimization model that is composed of a nonlinear cost function ...

In this paper, 2D seismic data and petrophysical logs of the Pabdeh Formation from four wells of the Mansuri oil field are utilized. ΔLog R method was used to generate a continuous TOC log from petrophysical data. The calculated TOC values by ΔLog R method, used for a multi-attribute seismic analysis. In this study, seismic inversion was performed based on neural networks algorithm and the resu...