2007
3
5
5
60
1

Portfolio selection through imprecise Goal Programming model: Integration of the manager`s preferences
http://jiei.azad.ac.ir/article_511077.html
1
In the portfolio selection problem, the manager considers several objectives simultaneously such as the rate of return, the liquidity and the risk of portfolios. These objectives are conflicting and incommensurable. Moreover, the objectives can be imprecise. Generally, the portfolio manager seeks the best combination of the stocks that meets his investment objectives. The imprecise Goal Programming model will be utilized to build the most satisfactory portfolio. The concept of satisfaction functions will be utilized to integrate explicitly the preferences of the portfolio’s manager. The developed model has been applied to portfolio selection within the Tunisian stock exchange market.
0

1
8


N
Mansour
Assistant Professor, Faculté des Sciences Economiques et de Gestion de Mahdia, Mahdia, Tunisia
Iran


A
Rebai
Professor, Institut Supérieur d’Administration des Affaires de Sfax, Sfax, Tunisia
Iran


B
Aouni
Professor, Decision Aid Research Group, School of Commerce and Administration, Faculty of Management,
Laurentian University, Sudbury (Ontario) P3E 2C6, Canada
Iran
Portfolio Selection
Imprecise goal programming
Satisfaction function
Manager’s preferences
1

Numerical modeling of economic uncertainty
http://jiei.azad.ac.ir/article_511078.html
1
Representation and modeling of economic uncertainty is addressed by different modeling methods, namely stochastic variables and probabilities, interval analysis, and fuzzy numbers, in particular triple estimates. Focusing on discounted cash flow analysis numerical results are presented, comparisons are made between alternative modeling methods, and characteristics of the methods are discussed.
0

9
18


H
SchjærJacobsen
Professor, Copenhagen University College of Engineering, Denmark
Iran
Economic uncertainty
Modeling
stochastic
Probability
Interval
fuzzy number
Triple estimate
Discounted Cash Flow
1

Fuzzy model for risk analysis
http://jiei.azad.ac.ir/article_511079.html
1
The goal of this paper is to show how the concept of fuzzy logic can be used to establish a degree to which an investment project belongs to a class of risk. Also, the probability of the fuzzy event is presented and is applied to calculate the probability of the fuzzy event “the project X is a good investment”. This process has to enable the decision maker to compare several alternative investments from the fuzzy logic perspective and, in this way, allows him to include the uncertainty that comes with the problem in reality. Moreover, by experiments with the proposed fuzzy model the user can obtain new knowledge for investment risk analysis.
0

19
26


F
Luban
Professor, Academy of Economic Studies from Bucharest, Romania
Iran
fuzzy numbers
fuzzy logic
Fuzzy probability
Risk analysis
1

A new Simulated Annealing algorithm for the robust coloring problem
http://jiei.azad.ac.ir/article_511080.html
1
The Robust Coloring Problem (RCP) is a generalization of the wellknown Graph Coloring Problem where we seek for a solution that remains valid when extra edges are added. The RCP is used in scheduling of events with possible lastminute changes and study frequency assignments of the electromagnetic spectrum. This problem has been proved as NPhard and in instances larger than 30 vertices, metaheuristics are required. In this paper a Simulated Annealing Algorithm is proposed, and his performance is compared against other techniques such as GRASP, Tabu Search and Scatter Search. In the classic instances of the problem our proposal method which gives the best solutions at this moment.
0

27
32


M.A
GutiérrezAndrade
Titular Professor, Departamento de Ingeniería Eléctrica, Universidad Autónoma Metropolitana – Iztapalapa, Av. San
Rafael Atlixco No. 186, Col. Vicentina, Del. Iztapalapa, México, D.F., C.P. 09340
Iran


P
LaraVelázquez
Associate Professor, Departamento de Sistemas, Universidad Autónoma Metropolitana – Azcapotzalco. Av. San Pablo No.
180, Col. Reynosa Tamaulipas, Del. Azcapotzalco, México, D.F., C.P. 02200
Iran


S.G
delosCobosSilva
Titular Profesor, Departamento de Ingeniería Eléctrica, Universidad Autónoma Metropolitana – Iztapalapa, Av. San
Rafael Atlixco No. 186, Col. Vicentina, Del. Iztapalapa, México, D.F., C.P. 09340
Iran
Robust coloring problem
Graph coloring
Heuristics
Simulated Annealing
1

Correlation coefficient of intuitionistic fuzzy sets
http://jiei.azad.ac.ir/article_511081.html
1
Based on the point of view of geometrical representation of an intuitionistic fuzzy set, we take into account all three parameters describing intuitionistic fuzzy set, propose a kind of new method to calculate correlation and correlation coefficient of intuitionistic fuzzy sets which is similar to the cosine of the intersectional angle in finite sets and probability space, respectively. Further, we discuss some of their properties and give three numerical examples to illustrate our proposed method reasonable.
0

33
40


W
Zeng
Professor, College of Information Science and Technology, Beijing Normal University, Beijing, 100875, China
Iran


H
Li
Professor, School of Mathematical Sciences, Beijing Normal University, Beijing, 100875, China
Iran
Intuitionistic fuzzy set
fuzzy set
Correlation
Correlation Coefficient
1

A fuzzy approach to the evaluation of human factors in ultrasonic nondestructive examinations
http://jiei.azad.ac.ir/article_511082.html
1
Human factors are among the main elements affecting the reliability of nondestructive examinations (NDE). In a manmachine system, human reliability is affected by many factors (performance shaping factors) whose influence on reliability cannot be easily expressed quantitatively. This paper identifies and ranks 59 performance shaping factors by using a fuzzy reasoning method and proposes a procedure to measure them. This will determine the Quality Standard (QS) for a NDE system so that human reliability in ultrasonic nondestructive examinations can be qualitatively evaluated.
0

41
52


J
Domech Moré
Professor, Universidade de Ensino “Estácio de Sá”. Avenida Presidente Vargas, Rio de Janeiro  RJ  Brasil
Iran


A.S
Guimarães
Professor, Universidade Federal de Rio de Janeiro, Cidade Universitária, Centro de Tecnologia, COPPEPEMM, Caixa
Ilha do Fundão, Rio de Janeiro  RJ  Brazil
Iran


G
Bonorino Xexéo
Professor, Universidade Federal de Rio de Janeiro, Cidade Universitária, Centro de Tecnologia, COPPEPEMM, Caixa
Ilha do Fundão, Rio de Janeiro  RJ  Brazil
Iran


R
Tanscheit
Profesor,Universidade Católica de Rio de Janeiro, Departamento de Engenharia Elétrica , PUCRio. Rua Marquês de São
Vicente, 225. CEP 22453900 Gávea  Rio de Janeiro  RJ  Brazil
Iran
Human reliability
Ultrasonic nondestructive examinations
fuzzy sets
Human Factors
Performance shaping factors
1

Comparison of the performances of neural networks specification, the Translog and the Fourier flexible forms when different production technologies are used
http://jiei.azad.ac.ir/article_511083.html
1
This paper investigates the performances of artificial neural networks approximation, the Translog and the Fourier flexible functional forms for the cost function, when different production technologies are used. Using simulated data bases, the author provides a comparison in terms of capability to reproduce input demands and in terms of the corresponding input elasticities of substitution estimates. The results suggest that ANN provide a better approximation than other traditional functional forms only when a single technology is used. However, when elasticities of substitution are calculated, the Translog approximate batters the true technology in both single and mixed technology.
0

53
60


R
Feki
Maitre Assistant, High Institute of Commerce of Sfax, University of Sfax, P.O.Box 10813018, Sfax, Tunisia
Iran
Artificial Neural Networks
Cost function
Flexible functional forms