aboosaleh mohammadsharifi; Kaveh Kahlili-Damghani; farshid abdi; soheila sardar
Abstract
Recently, Bitcoin as the most popular cryptocurrency, has attracted the attention of many investors and economic actors. The cryptocurrency market has experienced a sharp fluctuation, and one of the challenges is to predict future prices. Undoubtedly, creating methods to predict the price of bitcoin ...
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Recently, Bitcoin as the most popular cryptocurrency, has attracted the attention of many investors and economic actors. The cryptocurrency market has experienced a sharp fluctuation, and one of the challenges is to predict future prices. Undoubtedly, creating methods to predict the price of bitcoin is very exciting and has a huge impact on determining the profit and loss from its trading in the future. In this study, in order to predict the price of Bitcoin, a combination of the ARIMA model and three types of deep neural networks including RNN, LSTM, and GRU have been used. The main purpose of this study is to determine the effect of deep learning models on the performance of predicting the future price of Bitcoin. In the proposed model, first, the linear components in the data set are separated using ARIMA and the resulting residues are transferred separately to each of the neural networks. The results show that the ARIMA-GRU model has better results for RMSE and MAPE criteria than other models. Combined models also perform better than the traditional ARIMA model in forecasting.
Seied davoud Mirhabibi; Hasan Frsijani; Mahmoud Modiri; Kaveh Kahlili-Damghani
Abstract
Today, the organization and industries are facing with global competition. Organizations should manufacture their products in a world class level to become successful in global competition and they have to be more integrated at the level of organization partners as well as supply chain. In this article, ...
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Today, the organization and industries are facing with global competition. Organizations should manufacture their products in a world class level to become successful in global competition and they have to be more integrated at the level of organization partners as well as supply chain. In this article, World Class Manufacturing (WCM) factors have been identified by using fuzzy Delphi Method. Dimensions and components related to integrated supply chain have also been extracted from subject literatures. They include: internal integration, supplier integration and customer integration. Importance Performance Analysis (IPA) has been used to categorize and characterize the priorities related to improvement of supply chain integration (SCI) for achieving (WCM). We used opinions of 200 experts comprising managers and politicians of Iranian domestic appliance industry as well as research final model to identify optimal strategies for managing all factors. According to the outputs of IPA matrix, final ranking of all SCI factors were identified to help managers optimally allocate resources. Results show that having stable purchasing system with main suppliers, integrated system among internal departments, level of sharing information with suppliers and information sharing systems with customers are all considered as the most important factors to improve SCI for achieving WCM in the selected industry
peiman ghasemi; Kaveh Khalili; Farshid Abdi
Abstract
Today, vital infrastructure of security systems, are at risk of deliberate attacks and to provide the necessary preparations and an appropriate response to the attacks, strengthening the vital infrastructure is considered. In this paper, a special type of strengthening the vital infrastructure is discussed ...
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Today, vital infrastructure of security systems, are at risk of deliberate attacks and to provide the necessary preparations and an appropriate response to the attacks, strengthening the vital infrastructure is considered. In this paper, a special type of strengthening the vital infrastructure is discussed that in which before they are constructed, there would be planning about strengthening them. The case is formulated as a two-level planning that in high level, the defender is looking for minimizing the total cost, considering which facilities are built, and each facility, in terms of pre-attack, services which costumer and in terms of post-attack, how many defenders assigned to each facility. While at a low level, (the attacker) is looking for imposing the maximum cost to the system considering which facility and at what level of severity, is attacked. To resolve the case, a meta-heuristic ways based on simulated annealing method suggested and by solving an example and compare its results with the results of the exact solution, the effectiveness of the method has been tested.
Peiman Ghasemi; Kaveh Khalili Damghani; Ashkan Hafezalkotob; Sadigh Raissi
Abstract
In this paper, decisions about different phases of crisis management cycle are modeled in the form of an integrated mathematical programming model based on the assumption of the real situation of the crisis. Goals are minimizing the number of injured people who are not serviced and minimizing the cost ...
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In this paper, decisions about different phases of crisis management cycle are modeled in the form of an integrated mathematical programming model based on the assumption of the real situation of the crisis. Goals are minimizing the number of injured people who are not serviced and minimizing the cost of relief supplies in affected areas. Simultaneous optimization of locating problems of relief bases, allocation of resources, distribution and delivery of relief supplies and evacuation of injured (pre and post-crisis situations) are among the innovations of this research. Therefore, scenarios based on existing faults (four faults) in region one of city of Tehran are considered. In this study, first, we present a binary integer programming model. To validate the model, the Epsilon Constraint method in software environment of GAMS with the CPLEX solver has been used to solve the problem in small scale. To solve the problem in large scale, we have investigated a case study using the data of relief bases in region one of Tehran city. The case study was also investigated using non-dominant sorting Genetic approach. The results of the research show that the non-dominant sorting Genetic approach can solve the model with the least error than the exact solution and in less time.
Mohammad Hossein Tahmasebi; Kaveh Khalili Damghani; Vahidreza Ghezavati
Abstract
One of the most important problems facing distribution companies is to find the best locations for depots and also proper routes for transportation vehicles in order to optimize their supply network. This study aims to examine the problem of location-routing for post offices in Tehran. To achieve this, ...
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One of the most important problems facing distribution companies is to find the best locations for depots and also proper routes for transportation vehicles in order to optimize their supply network. This study aims to examine the problem of location-routing for post offices in Tehran. To achieve this, a bi-objective location-routing problem is proposed. In order to make the problem more realistic, time constraints are taken into account. A suitable solution procedure on the basis of customized goal programming is developed to solve the proposed model. The proposed model and solution procedure are applied in post offices in Tehran, Iran. The results of proposed model show considerable savings in time and cost of planning in comparison with the current planning in the case. The proposed model can be applied in other cases such as location of garbage bins in city and routing of collecting vehicles. Other significant parameters in urban planning can be considered as uncertainty in this model in the future research. This model can be customized for whole of Iran and therefore, meta-heuristic methods can be used to solve the instances in large scale
Amineh Hosseini; Kaveh Khalili-Damghani; Ali Emami Meibodi
Volume 14, Issue 42 , October 2016, , Pages 123-167
Abstract
In this paper, a methodology is proposed to measure the efficiency ofnational energy sector in IRAN. The technical and environmentalperformance of the oil refineries in IRAN as a major producer of energy andfuel are evaluated based on data from years 2010 to 2013. In this study, afuzzy multi-objective ...
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In this paper, a methodology is proposed to measure the efficiency ofnational energy sector in IRAN. The technical and environmentalperformance of the oil refineries in IRAN as a major producer of energy andfuel are evaluated based on data from years 2010 to 2013. In this study, afuzzy multi-objective multi-period common weight network dataenvelopment analysis approach is proposed and customized to evaluate theperformance of oil refineries. A certain scenario, called food-production inwhich a refinery is assumed as a decision making unit (DMU) consuminginputs to produce outputs, is considered to evaluate the technical andenvironmental performance in presence of undesirable outputs. The maincontribution of this study are summarized as: (1) Proposing a multiobjectivecommon weight DEA model in order to determine the weights ofinputs and outputs in a single run; (2) Calculating the long term efficiencyscores during a multiple-periods of planning incorporating dynamic natureof inputs and outputs; (3) Handling a compromise solution using fuzzymathematical programming to address multi-objective mathematicalprogramming; (4) Proposing a linear mathematical programming to achievethe global optimum solutions; (5) Enhancing the discrimination power of theDEA models; (6) Reducing the computational time of modeling and solutionprocedure; (7) incorporating effective criteria in the modeling procedure.The analysis of case study presents the efficacy and applicability ofproposed method in comparison with existing classic models.
Kaveh Khalili Damghani; Mohammad TaghaviFard; Kiaras Karbaschi
Abstract
The main goal of this paper is to evaluate the relative efficiency of each level of customer services in MELLI bank branches. A three stage process is defined as consecutive results of service provision to the customers. This process consists of sub-process such as customer expectations, customer satisfaction, ...
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The main goal of this paper is to evaluate the relative efficiency of each level of customer services in MELLI bank branches. A three stage process is defined as consecutive results of service provision to the customers. This process consists of sub-process such as customer expectations, customer satisfaction, and customer loyalty. A hybrid method based on Multi-criteria Satisfaction Analysis (MUSA) and network Data Envelopment Analysis (DEA) is proposed to evaluate the relative efficiency of 30 branches. In this way, first the customer satisfaction was measured through a direct questionnaire based on customers perceptions analysis and quantified using MUSA method. Then, the customer satisfaction scores and the other important evaluating criteria such as number of employees, average evaluation scores of staff, operating costs, the amount of deposits, total credit facilities, the number of new checking accounts, expectations and customer loyalty were considered in DEA model as inputs and outputs. A three-stage DEA model was used to evaluate the efficiency of bank branches. The proposed DEA model was based on multipliers perspective, output-oriented with constant return to scale. The proposed three-stage DEA model quantified and assessed the efficiency of customer expectations, customer satisfactions, and customer loyalties in branches. The results showed that the mean relative efficiency of selected branches in three sub-processes namely customer satisfaction, operational results and customer loyalty were 83%, 94%, and 90%, respectively. The mean efficiency of the overall process is 89%.And four branches (about 13% of sample) were placed on efficient frontier for all sub-processes. Based on research findings, the branches which have been efficient in customer expectations were also efficient in other sub-processes and the main process.
Kaveh Khalili,; Maryam Tajik Khavh
Volume 13, Issue 37 , July 2015, , Pages 91-121
Abstract
Performance of supply chain usually is measured through multiple-criteria. In this paper, an integrated model is proposed to plan a supply chain with three-echelons of supply, production, and distribution considering both logistic costs and service level, concurrently. A mixed-integer linear mathematical ...
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Performance of supply chain usually is measured through multiple-criteria. In this paper, an integrated model is proposed to plan a supply chain with three-echelons of supply, production, and distribution considering both logistic costs and service level, concurrently. A mixed-integer linear mathematical programming model with two objective functions, including minimizing logistic costs, and maximizing service level is developed. Goal programming method is used to solve the proposed multi-objective mathematical programming. Finally a real case study is analyzed in order to check the applicability of proposed model and the solution approach
