ali Mehrabi

Assistant Professor

Update: 2025-03-03

ali Mehrabi

دانشکده اقتصاد و علوم اجتماعی / گروه مدیریت

Master Theses

  1. اولویت‌بندی قابلیت های تکنولوژی صنعت ۴.۰ از منظر فرآیندهای زنجیره تامین (بررسی موردی: شرکت سیمان بهبهان)
    قدرت كریمپوربهبهان 1402
  2. تحلیل بلوغ مدیریت چرخه حیات محصول در شركت لوازم خانگی كن
    كوثر چلداوی 1402
  3. تحلیل موانع عملیات پایدار زنجیره تامین مبتنی بر رویکرد اقتصاد چرخه ای در بستر صنعت 4.0 (مورد مطالعه: بخش کشاورزی در استان خوزستان)
    زینب مهدی پور 1401
  4. ارزیابی وضعیت بلوغ صنعت ۴.۰ در شرکت لوازم خانگی کن
    امیر شریفی نسب 1401
  5. بررسی قابلیت‌های پذیرش فناوری بلاكچین در حوزه لجستیك و زنجیره تامین (مورد مطالعه: شركت روغن كشی نوید خلیج فارس)
    سمانه سینایی 1401
  6. رتبه بندی ریسک های زنجیره تامین 4.0 در شرکت ملی حفاری
    ناصر باجی 1401
  7. سنجش شاخص های نگهداری و تعمیرات پایدار در شرکت ملی حفاری ایران
    مجیر نریموسی 1400
  8. رتبه بندی استراتژی های توسعه صنعت 4.0 در شرکت گاز استان خوزستان با روش DANP
    حسین صانعی 1400
  9. تبیین الگوی پیشایندی استفاده و وفاداری کاربران در بانکداری همراه (مورد مطالعه: کاربران همراه بانک در استان خوزستان)
    لیلا تیماس 1400
  10. ارزیابی توانمندی تکنولوژیک و سطح بلوغ صنعت 4.0 در شرکت گاز استان خوزستان
    فردین بیگی 1399
  11. بررسی تمایل به استفاده از یادگیری سیار براساس مدلUTAUT و نظریه جریان (مورد بررسی : دانشجویان دانشگاه شهید چمران اهواز)
    فاطمه كروشاوی 1399
  12. ببررسی پیشایند های انگیزشی درونی و بیرونی استفاده از محصولات مبتنی بر اینترنت اشیا
    مریم غلامی ورنامخواستی 1399
  13. پایش وضعیت و تعیین الویت های پیاده سازی نگهداری و تعمیرات بهره ور فراگیر در شرکت آب و فاضلاب روستایی خوزستان
    سعیده جندكاری پور 1398
  14. بررسی پایداری ساخت و تولید در شرکت سیمان خوزستان
    سیدحسین حسینی فرد 1398
  15. تبیین الگوی ارتباطی عملکرد زنجیره تامین با هوشمندی فرهنگی و رقابتی (مورد مطالعه: شرکت های پتروشیمی منطقه ویژه ماهشهر)
    فرزانه بلوك حیدری 1397
  16. ارایه یک مدل تصمیم گیری برای رتبه بندی روش های تامین مالی زنجیره تامین (بررسی موردی: شرکت ملی حفاری ایران)
    نسترن مباركی پری 1396

     Supply chain financing (SCF) is a collection of financial instruments and methods for optimizing transactions, working capital and costs throughout the supply chain. The main objective of this research is to study and to rank the supply chain financing methods at National Iranian Drilling Company.
    To this end, based on a conceptual framework obtained from the literature, the determinants were categorized into four categories including approaches, goals, factors for success, and mentioned goals. Doing one-sample test on a survey from 35 expert of company by convenience sampling method, the final factors were determined in each category. Problem analyzed by a combined Analytical network process -Demetal model after distributing a pairwise questionnaire among 6 supply chain’s managers and experts of the studied company who were selected through purposive sampling method.
    Results show that the most important SCF methods in the National Iranian Drilling Company are:
    Standardized Payment terms, Vendor Managed Inventory, Consignment stock, Short payment terms and Dynamic Discounting.
    This research contributes to the SCF literature by addressing a less-studied field of supply chain management in a focal industrial company with a considerable supply chain network.


  17. ارزیابی مدیریت زنجیره تامین در شرکت قیر پارسیان انرژی بر اساس رویکرد LARG
    سعید شهریاری 1396

     The present study aims to evaluating supply chain management in bitumen industry Parsian Energy Company based on LARG approach. This is an applied research in terms of its purpose and in terms of data collecting its comsidered as a descriptive-exploratory. The statistical population of this research includes all senior managers of bitumen industry Parsian Energy Company, which has information and experience related to research variables. Using a targeted sampling method, 8 managers were selected and answered the questionnaire. In this research after identifying and extracting the indicators and key performance indicatiors of supply chain management ranking the criteria and KPIs are analyzed using the analysis network process. The results of the study showed that the "cost" indicator with a relative weight of 0.29 is in the first priority, and "service level", "quality of product" and "time" indicators are in the next order, respectively. In the group of KPIs factors, "responsiveness to urgent deliveries" with a relative weight of 0.35 is the first priority, and "order fulfillment rates" and "inventory cost" are ranked second and third respectively. At the end, research proposals and suggestions for future research are presented.


  18. تحلیل پیوندی بهبود یافته عصبی با استفاده از سه مکانیزم تحلیل بنیادی و تحلیل تکنیکال و حاکمیت شرکتی در بازار سهام تهران
    زینب سعیدی 1395

     This study is based of Neurally Enhanced Hybrid Analysis using Three Mechanisms of Fundamental Analysis, Technical Analysis and Corporate Governance in the Stock Market of Tehran. Trading signal returns generated by these rules have been evaluated. Sample prices data include all registered companies in Tehran stock exchange, from beginning of “2009 to the end of 2015” without referring to transaction costs. Whole Data have been filtered to find high frequency data and finally we found 13 companies which include our filters factors. First we used autoregressive test to evaluate market efficiency and t-test for comparing returns based on our indicators and market average return. However we use neural network programming to train our models and predict the future prices. According to the results in regular test only technical analysis has higher return in comparison to market average return and based on our programming hybrid methods include fundamental analysis and corporate governance can generate higher return than market average.


  19. بررسی اختلال و تاب‌آوری در سطح شبکه تأمین (مورد بررسی: شرکت پتروشیمی فجر)
    داود كریمی نژاد 1395

     Investigation of Disruption and Resilience at the Supply Network Level (Case Study: Fajr Petrochemical Company)
    Resilience is an interdisciplinary concept which includes the fields of ecology, engineering and psychology, but after the September 11 terrorist attacks it was added to the literature of supply chain as well. Due to the increasing importance and complication of the supply chain concept for organizations in the today's commercial environments which is full of various disruptions, forecasting and the realization of the resilience capabilities to cope or prevent any disruption in the activities of the organization will be an essential process. Recent studies about the resilience of the supply chain as a new topic it is stressed on the identification and the analysis of the supply chain vulnerabilities against potential disruption and attempting to identify and empower the resilience capabilities against vulnerabilities.
    The current study used SCARM model which was presented by Pettit et al (2013), determined the important indicators of the vulnerability and the resilience and analyzed the gap between the current situation and desired situation of the company using Importance-Performance (IP) analysis. Based in the theoretical relationships between vulnerability and resilience capabilities some strategies were suggested in order to increase the resilience and improve the current situation of the supply chain. The population included the managers and experts of the corresponding country in trade, production and operation, financial and logistic fields who were familiar with the supply chain processes. The most important indicators for the vulnerability of the supply chain of the studied company included turbulence, external pressures and connectivity. The results of the study confirmed the importance of the resilience capabilities such as effectiveness, recovery and adaptability and the overall situation of the resilience in the company was poor.


  20. شناسایی معیارهای ارزیابی تامین‌کنندگان با دو رویکرد ترکیبی مسئولیت اجتماعی شرکتی و مدیریت زنجیره تامین پایدار (مورد مطالعه: شرکت ملی حفاری ایران)
    سوسن كمایی بهمیی 1395

     Today with business becoming more competitive, supplier evaluation are increasing important as a vital factor in supply chain section. The aim of this research is that the supplier evaluation criteria are investigated two approaches combined with supply chain sustainability and corporate social responsibility. In this study tried to identify supplier's evaluation criteria through interview with experts of the national Iranian drilling company and subject's literature study. Based on, criteria classified in ten dimensions (social, economic, Environmental, Under age labor, pollution , Safeguarding mechanisms in CSR, feminist labor issues , Organizational Legal responsibilities, Human Rights Issues, Long working hours). Identified criteria compared and finally fragmentized with questionnaire codification and expert's survey. Then data with using interpretive structural modeling techniques(ISM) analyzed with EXCEL and SPSS software. The rights of stakeholders criteria, work safety and labor health , Information disclosure, price of products , flexibility in products presentation , financial capability , Technology capability, Production facilities , delivery , presented service's level to customers , environmental cost , green product , innovation( in the event of environment protection), dangers resulted from corporation's operation , trust , applying from brand and reputation effects , co2 emissions are placed in the first level and paying tax, society's political issue's observation , payment of customs duties ( salaries) are placed in the second level.


  21. شناسایی مدل پایداری کسب وکار در صنایع نیشکر خوزستان
    احمد حیدری 1395

    One of the key concepts in the field of business sustainability is sustainable reporting. Now in Iran the standard and specified model for this report expressed in various industries such as sugar cane does not exist. Therefore, given the importance of this subject, the need to explain the concept of business sustainability model in the form of a causal model is necessary. In this study, by using cognitive mapping approach and making use of decision explorer software, experts were selected to model the mental content in the sugarcane industry in Khuzestan province. Then by using Ucinet software the correlation between maps of different experts, analyzed and if approved, the plans of these experts to achieve consensus maps of agro-industrial of province have been integrated. The following map difference of 60, 70 and 100 percent consensus of experts, as well as to determine the relationship between them is provided. At the end of the analysis modules test the validity of this classification is confirmed


  22. بررسی موانع اجرای مدیریت زنجیره تامین سبز در صنایع بسته بندی مواد غذایی شهر اهواز
    سجاد علیمرادی 1395

    The present study aimed to analyze barriers to implementation of green supply chain management in the food packaging industry in the city of Ahvaz. In this study, after reviewing the literature review and interviews with industry executives to analyze barriers to using packaging techniques were Dymtl. The samples include all managers and industry professionals Food packaging Ahvaz that by 5 using purposive sampling of executives who were qualified were selected. The results showed that the results of the analysis of the causal Dymtl, eco-friendly packaging cost barriers, lack of training / consulting / educational institutions, supervision / coaching for improvement in every industry, lack of organization. After these five obstacles, barriers of indifference senior managers in implementing green supply chain management, Lack of customer awareness and pressure on green supply chain management, Green system nebulous problem for professionals and suppliers of packaging materials in order to protect the environment were the next priorities. Also, the barrier of lack of access to technology, convenient and environmentally friendly processes and materials for adopting green supply chain as influential And prevent the risk of hazardous materials in stock and the high cost of hazardous waste disposal was recognized as the richest barrier between other obstacles.


  23. ارزیابی و تحلیل بلوغ زنجیره تامین در شرکت پالایش نفت آبادان
    ثریا نقدی 1395

     In the current competitive situation, proper performance of supply chain plays a key role in the success of an organization and achievement to its objectives, and in particular its profitability. For being a constant source and competitive advantage, the supply chains must have innovation through continuous improvement, which in turn depends on accurate and comprehensive evaluations of them. To this end, it is necessary to evaluate the supply chain performance and extract its performance criteria. In the recent years, various researchers have presented their own models, with respect to the important challenges of the performance evaluation, with different viewpoints, to meet the challenges. Among the evaluation models used in organizations are the Maturity Models. In this study, we introduces 10 maturity models of supply chain and after comparing them, we select the “S(CM)²“ model. This model classifies the capabilities of seven perspectives of the supply chain in the five levels of maturity. We have distributed the seven-part questionnaire of the model among seven experts of Abadan Oil Refining Company. After analyzing the results, we see that the views of customers, suppliers and product are in the first level of maturity, while the views of performance-measurement systems, inventory and information and technology systems are in the second level of maturation. The human resources are also in the third level of maturity. Then, by recognizing strengths and weaknesses and improvement opportunities, we propose solutions to promote each of views to higher levels.


  24. بررسی تاثیر یکپارچه سازی اطلاعات زنجیره تامین با توجه به نقش پیچیدگی محصول و بازار
    منا رحیمی یادكوری 1395

     One of the most important topics in the field of supply chain management, is supply chain integration concept. in the supply chain integration process Three streams of information, physical and financial integrated That because of the importance of information as an asset for enterprises to achieve cost benefits and services in SCM And the importance of coordination of activities within the supply chain And considering that the proper management of information in the supply chain will lead to greater coordination. The focus of this research is the integration of information in the supply chain. Purpose This study is investigating the effects of supply chain information integration on the operational performance and cost performance considering the roles of product and market complexities. The research community is wholesale companies located in the city of Ahwaz. The data were collected using questionnaire, And relationship among the variables were examined using structural equation modeling. The sample of the study was composed of 142 wholesale companies. The sampling method used is simple random sampling. The results showed that supply chain information integration have significant and positive impact on operational performance and cost performance. And the role of moderating the complexity of the product and the market has not been confirmed in this study. The levels of product complexity and market complexity does not moderated the effects of supply chain information integration on operational performance and cost performance.


  25. شناسایی شاخص های پیش بینی درماندگی شرکتهای فعال و غیرفعال پذیرفته شده در بورس اوراق بهادار تهران با استفاده از مدل الگوریتم ژنتیک
    سمیرا بخشایی فر 1394

     The main purpose of this study is an optimal subset of helplessness prediction criteria using genetic algorithm. Statistical population consists of all companies listed in Tehran Stock Exchange during 2001-2013. Sampling method in this study has been systematic sampling. In this study, companies with desired features have been selected as sample by that year and relevant data of them have been applied for the study. Other members have been automatically excluded. In this study, all qualified companies for desired test were divided to two groups of financial helpless companies and healthy companies (non-helpless). The aim by helpless companies is those companies that are included in article 141 of Commerce Law according to Tehran stock exchange; it means that their accumulated losses are more than 50% of total capital. In this study after programming the model used in MATLAB environment, using genetic ToolBox, this model was solved and the results were analyzed. The results obtained from solving the model in Excel environment were further analyzed. Based on obtained results from running Genetic Algorithm, predicted partial and total models of extended insolvency model were evaluated and verified. The verified models, totally use 10 indicators to predict insolvency, which can indicate the most important indicators of insolvency forecast in Tehran Stock Exchange.


  26. ارزیابی بلوغ هوش تجاری در صنعت بانکداری با استفاده از یک مدل ترکیبی مطالعه موردی: بانک پارسیان
    علی حسینی-رضا 1394

    Business intelligence is one of the newest concepts in business management, which is in fact a set of methodologies that allow individuals at all levels of the organization to analyze data for business management and It gives you effective exploitation of data and information. The rapid increase in the volume of data, and the lack of tools and facilities for analyzing these data, today is one of the main concerns of managers and activists of various businesses. This research, while fully analyzing the concept of business intelligence, focuses more on the issue of evaluating business intelligence maturity, with the aim of identifying an appropriate method for assessing the maturity of business intelligence. This research can be considered an applied research which has a qualitative and quantitative approach and is done in a case study. Our review, along with the results of the latest research in this field, showed that none of the existing models have all the required standards for a business intelligence assessment model. These standards, as discussed in the second chapter, are: comprehensiveness, adequate clarity, and theoretical basis. In addition to the aforementioned shortcomings, we define the importance or relative weight of the dimensions of business intelligence in its growth, as another weakness of previous models, and surveyed by experts and managers in business And various organizations, as well as academic experts, have tried to explain the relative importance of the dimensions of business intelligence. In this research, a comprehensive and applied model for assessing business intelligence maturity is presented, which is in fact an appropriate combination of existing models.


  27. سنجش آمادگی اجرای رایانش ابری در بانک اقتصاد نوین(مورد مطالعه: کارکنان شعب شهر تهران)
    عرفان نواح 1394

     Computing systems are largely being completed to meet the human needs and problems of various scientific applications, commercial, social, etc. This evolution has taken place in many dimensions. The power of computing and information processing, information storage capacity, the availability of more resources is different aspects of computing systems developed. Cloud computing is a new computing approach that in recent years much attention has been and is increasingly expanding. Electronic preparation and measurement tools available to policy-makers the opportunity to put the micro and macro levels to identify strengths and weaknesses of their organizations and communities and provide the context of the adoption of these technologies. It is true that the hardware is great progress in our world, but researchers think this is the computer world to the resources of a large, not small .Today, the concept as used in the world of cloud computing is that the big companies in the field of the Internet with the theory that all information that is not personal for many people in the world, rather than storing and processing is done on the server


  28. بررسی تاثیر یکپارچه سازی زنجیره تامین بر رضایت مشتری و عملکرد مالی در شرکت های تولیدی بزرگ استان خوزستان
    صادق راشدی صفت 1394

    : In the last two decades, different viewpoints from different researchers in the field of management of supplying chain have been studied. One of the key issues is the integration of supplying chain. Along increasing competition in the world of commerce and application of new technologies, lots of companies have tended to move toward integration. The purpose of supplying chain integration is accessing to influential and efficient flows of productions and services, decisions and the most possible value with the lowest cost and the highest speed. The present study investigates the impact of supplying chain integration on customer’s satisfaction and financial performance. The study included active and great companies of Khuzestan. Using questionnaires, the data were gathered. The relationship among the variables was ascertained employing SPSS and PLS. The sample of the study was composed of 123 companies. The sampling method used is simple random sampling. Result showed that internal integration affects the integration with costumer and supplier. Also, the influence of integration with supplier on costumer’s satisfaction, financial performance and influence of integration with costumer on costumer’s satisfaction proved as significant. The influence of costumer’s satisfaction and integration with costumer on financial operations was not significant as well


  29. بررسی عوامل تأثیرگذار بر وفاداری مشتریان شرکت های پتروشیمی استان خوزستان (منطقه ویژه اقتصادی ماهشهر)
    نیك نژاد - فرزاد 1393

     Nowadays, organizations try to meet customers’ expectations beyond their basic needs. To do this, creating a long-term reciprocal and profitable relationship which could enhance customers’ loyalty is an inevitable factor. Moreover, in today’s competitive market where the most innovative services are imitated quickly by competitions, the big challenge is to grab customers’ attention with something out-of-the-box. Considering huge gas and oil resources in Iran, Petrochemical industry is regarded as one of the major divisions of economic developments. In recent years, customers’ loyalty has been in center of focus for Petrochemical industry. This research attempts to identify, prioritize, and analyse the effective factors in order to provide a better understanding of the problem and deliver practical solutions. These factors are generally evaluated in two different categories namely customer-related and service-related factors. In order to collect information, a questionnaire consisting of 21 questions is designed based on 5-Likert scale. Pool of the research includes customers of Petrochemical Companies located in Khouzestan and 384 participants are selected randomly. Validity of data is approved with the help of experts of the field and reliability is also confirmed through Cronbach’s Alpha method (where alpha=0.938). On the other hand, Findings of Kolmogorov and Smirnov test shows that data does not follow a normal distribution, thus, Spearman's rank correlation coefficient and Friedman Two Way Analysis of Variance are utilized in order to analyze the collected data. The average of customers’ loyalty in Petrochemical Industry of Khouzestan is 3.48 (out of) which is higher than the median. Furthermore, Regression test illustrates that customers’ satisfaction and trust, loyalty programs, perceived values, quality of products, and brand popularity could enhance customers’ loyalty. In conclusion, considering the calculated Beta coefficient, the importance of each factor is assessed and solutions are discussed accordingly.


  30. مدل سازی مکان یابی شعب بانک با استفاده از سیستم‌های اطلاعات جغرافیایی (GIS)
    سلیمانی-رسول 1393

    Location is an important issue in all kinds of business. Regarding its strategic importance, deciding about the location of bank’s branches is an important phase in a bank life cycle. The present study was carried out to develop a model to Refah’ bank branches location in Ahvaz, southwest of Iran. The effective factors have been determined with respect to purpose of the study by literature review and interviews with bank managers. Fuzzy Decision Making Trial and Evaluation Laboratory (FDEMATEL) method was used to determine the possible relationships between determined factors, and then by using a new combined DEMATEL-ANP (Analytic Network Process) method the relative weights of the factors are calculated. Our findings show that the most important factors are the proximity to branches (competitor banks) and the proximity to urban utilities. Based on the influence radius of criteria, the calculated weights have been used to spatial modeling and zoning based on GAMMA method in Geographic Information System (GIS). According to the results, 5 sites proposed for constracting or displacing the bank branches. The proposed sites were prioritized based on their scores at each criterion. Aimed to validate our results, proposed sites are also prioritized by Refah’ bank's specialists and the results show high similarities between our results and the opinions of Bank's specialists.


  31. تعیین قیمت فروش، هزینه بازاریابی و مقدار سفارش با استفاده از یک الگوریتم بهینه سازی در شرایط پس افت
    مرادی مورزی - رضوان 1393

    Demand is assumed constant in the classical economic order quantity (EOQ) model. However, in the real world, the demand is dependent on many factors such as the selling price, warranty of product and marketing effort. In addition pricing and ordering quantity decisions are interdependent for a seller when demand for the product is price sensitive in the inventory models. These types of models are very popular in the literature as joint pricing and order quantity models. Many researchers consider these models under some conditions such as quantity discount, trade credit and marketing effort. So In this paper, we propose a new inventory model for the optimal pricing and order, economic models and marketing expenses


  32. بررسی رابطه انتقال دانش و عدم اطمینان محیطی با انعطاف پذیری زنجیره تأمین و عملکرد مالی در شرکتهای تولیدی استان خوزستان
    پوربقال-فاطمه 1393

     Regarding the importance of supply chain for better responding to customer and ultimately greater financial profitability, nowadays managers make more attention to supply chain management. Environmental uncertainty and global complexity are the most important features of today’s business environment; therefore, creating the frameworks enabling flexibility for responding to changing customer’s demands and environmental uncertainties is necessary for companies. In new economy, knowledge is an important factor in the supply chain's performance, leading to competitive advantage. The Purpose of this paper is to investigate the relationship between knowledge transfer and environmental uncertainty with supply chain flexibility and financial performance. The research sample contains 108 main manufacturing companies of Khuzestan province in Iran, selected by stratified random sampling. Data have been collected using questionnaire and analyzed using SPSS and PLS software. The results show that knowledge transfer and environmental uncertainty have significant relationships with financial performance and supply chain flexibility. Furthermore, the supply chain flexibility has significant relationships with financial performance of the companies.


  33. سنجش عملکرد زنجیره تامین بر مبنای اهداف استراتژیک مالی در شرکت پالایش نفت آبادان
    ناصری محرزی-الهام 1393

    The main aim of this research is to develop a performance measurement method which links supply chain (SC) processes’ performance to Abadan Oil Refinery Company financial strategy through demonstrating and utilising the relationship between SC processes’ performance and company’s financial performance.
    This method enables companies to connect SC processes’ performance to the company’s short-term financial strategic objectives through evaluating current SC strategy and then formulating the new SC strategy based on the priorities of the financial performance in the short-term for achieving improvement in the company’s profitability as the primary long-term financial goal.
    The Fuzzy Analytical Hierarchy Processes (SAHP) model is employed to link SC processes’ performance to the company’s financial performance through determining the relative importance weights of SC performance measures with respect to the priorities of financial performance.
    The research r also introduces a Supply Chain Financial Link Index (SCFLI) to test the extent to which SC processes’ performance is linked to the company’s financial strategic objectives. This index offers an effective supply chain management (SCM) tool to provide continuous feedback on SC performance and identify the appropriate corrective actions. Analysing this index offers opportunities for detailed evaluation of SC processes’ performance and enables companies to trace SC processes that need improvement, resulting in more control on daily SC operations.
    The proposed method allows the evaluation, monitoring, and control of SC processes’ performance to enhance SC strategy for better alignment with the company’s financial strategy.
    Linking SC processes’ performance to the company’s financial strategic objectives enables companies to gain competitive advantages and formulate strategies for improved SCM through linking such strategies to the focus area of enhancing the financial performance.
    After data analysis, the results of the study showed that the most suitable supply chain strategy to align with this financial strategic objective is to focus on enhancing the
    processes to which cost and Asset management performance measures correspond.
    According to Company’s strategic priorities, the main goals of its SC strategy should be managing SC costs and SC Asset management.
    And financial strategies Company in relation the SC criteria in Two parts of Profitably and Efficiency is in good condition. Because the weight range obtained is in good condition.

     


  34. انتخاب پرتفوی با یک مدل ترکیبی فازی مبتنی بر بهینه سازی پارامترها و انتخاب ویژگی های مدل با استفاده از الگوریتم ژنتیک
    شهزادشیرازی - الهه 1393

    In the areas of investment research and applications, feasible quantitative models include methodologies stemming from soft computing for prediction of financial time series, multi-objective optimization of investment return and risk reduction, as well as selection of investment instruments for portfolio management, etc. Among all these, stock selection has long been identified as a challenging and important task. This line of research is highly contingent upon reliable stock ranking for successful portfolio construction. Recent advances in machine learning and data mining are leading to significant opportunities to solve these problems more effectively. In this study, we aim at developing a methodology for effective stock selection using fuzzy models as well as genetic algorithms (GA).
    We first devise a stock scoring mechanism using fundamental variables and apply fuzzy membership functions to re-scale the scores properly. The scores are then used to obtain the relative rankings of stocks and top-ranked stocks can be selected to form a portfolio. On top of the stock scoring model, we employ GA for optimization of model parameters and feature selection for input variables simultaneously.We will show that the investment returns provided by our proposed methodology significantly outperform the benchmark. Based upon the promising results obtained, we expect that this hybrid fuzzy-GA methodology can advance the research in soft computing for finance and provide an effective solution to stock selection in practice.
     


  35. بررسی تاثیر قابلیت های شبکه میان سازمانی در زنجیره تامین بر پاسخگویی به مشتریان
    روزبه مددی 1392
  36. بررسی تأثیر ساختار مالکیت و حاکمیت شرکتی بر عملکرد شرکتهای پذیرفته شده در بورس اوراق بهادار تهران
    سودابه رهنما 1391