فهرست مطالب روزبه قوسی

The capital market is one of the most influential institutions in the country when it comes to the economic improvement of society, and the optimal investment in this market has always been the main concern of investors and researchers in this field. Nowadays, a lot of research has been done to form an investment portfolio and various models have been introduced to optimize the investment portfolio. This study aims to investigate the performance of different investment portfolio optimization models under different scenarios in the insurance industry and pension funds as one of the main pillars of the capital market.

This study investigates the performance of different investment portfolio optimization models using variance, semivariance, standard deviation, semistandard deviation, conditional value at risk and conditional drawdown at risk under different scenarios. The optimized investment portfolio using the beta return-based mean-variance model and the CAPM model is also presented as an alternative consideration for investors with higher accuracy and as a basis for decision making. The data used for this research were collected from April to March 1401 on a daily basis from Tehran Stock Exchange.

Monthly stock returns indicate that the respective stocks were not stable and did not show a steady trend during the analyzed period. By forming an investment portfolio consisting of shares of insurance companies and pension funds, the return and risk of each investment model were determined, providing investors with comprehensive information. Depending on their risk appetite or risk aversion, investors can choose different investment strategies to maximize the benefits of their investment.

This research shows that the portfolio formed with the Conditional Drawdown at Risk measure has a return of 22%, the highest return among the analyzed models in the insurance industry in the Tehran Stock Exchange market.

Despite significant technological developments in today’s world, it is still plagued by all manners of natural and man-made disasters (such as earthquakes, floods, hurricanes, avalanches, war, terrorism, political unrest, etc.) which not only slow the process of sustainability development but also, when neglected, can inflict terrible and sometimes irreparable damage to a community’s well-being and prosperity. This issue requires an integrated logistics system that is scientifically and comprehensively designed to meet the needs of crisis management; a system with clear and predefined processes in which all components have predefined functions. Providing aid to the injured is one of the most important stages of crisis management, which must be planned before the accident because timely and efficient aid will greatly reduce human and financial losses. In order not to be surprised during natural crises, proper planning should be done in advance and under normal conditions.  Humanitarian logistics (HL) is considered one of the most important issues of disaster operations and management. However, the operations required for humanitarian logistics must be sustainable enough to function well under the uncertain and complex nature of disasters and crises. Many difficulties in the pre-disaster and post-disaster phases bring both human and economic losses, and practically ensuring the efficient design of humanitarian logistics operations seems essential. In this study, considering the importance of planning before disasters and also the mathematical optimization model for locating facilities and relief centers, articles published between the years 2004 and 2023 to examine optimization models in the field of humanitarian logistics have been studied. The purpose of the research is to familiarize with the current research process of humanitarian logistics, especially the optimization problem used to achieve various goals of the location of humanitarian logistics facilities and to provide future research directions.

In order to get an overview of the research fields and to know what articles exist in this field and who has done research in this field and other more comprehensive information, using the Web of Science website, the keywords that are considered in this research, have been searched. Regarding facility location issues, all types of resource location problems are included in this study, and the papers under study are classified into two categories based on deterministic and non-deterministic models.

In the deterministic models table, the type of objective function, decision variables, model type, and solution methods are included. In non-deterministic models, this study primarily covers the stochastic programming approach and robust optimization. Also, in the non-deterministic model’s table, the type of objective function, decision variables, non-deterministic parameters of the model, type of uncertainty, type of model, and solution methods are included. According to the reviewed articles and also by referring to the presented literature review table, it is possible to find the points that have not been addressed or have been addressed less.

Finally, this study can be useful for researchers in understanding the current trend of the optimization problem in humanitarian logistics and modeling techniques. Researchers can easily find out the research gap and help society through their research.

The vehicle routing problem (VRP) is one of the most well-known optimization problems. It has been the focus of extensive research on transportation systems planning in recent decades. The present aims to investigate the problem of routing vehicles from the pharmacy for the delivery of drugs at patients' homes. The problem of delivery of drugs required by patients is accompanied by a series of operational limitations. It is assumed that each patient receives drugs through a vehicle, and also drugs must reach the patients’ homes before a certain time. To balance the workload of drivers, the maximum number of homes that each vehicle can go to deliver medicines is predetermined. The presented model determines the number of vehicles, the routes of the vehicles and also the time at which drugs are delivered at each patient’ home. To solve the proposed model, in addition to GAMS optimization software, a genetic algorithm is proposed for large-scale instances. The computational results demonstrate that the proposed model can be used to make optimal decisions on the distribution of drugs from pharmacies to patients' homes.

In order to achieve the organizational goals, there must be a macro framework that can be used as a basis for monitoring and referred to in performance management processes. However, organizations often have difficulty using performance evaluation models. Many of these problems are due to differences in organizations and the need to recognize different dimensions of various types of organizations. In this paper, based on a qualitative-quantitative research method using grounded theory, a performance reference model is presented for organizations active in information technology. Unlike many performance evaluation frameworks that focus on measuring organizational results, the framework presented in this research was designed based on the idea that the results are, in fact, the consequences of the implementation of processes. Therefore, the layers of this model were formed from process components. For this reason, the researchers called it the Process-Oriented Performance Reference Model (PPRM). Each layer of the model is broken down hierarchically into two levels of measure domains and measures. Finally, the measures are prioritized based on group decision-making using the ARAS method. The definition of the measure domains and the prioritization of the measures were developed based on the data obtained from an Iranian company active in banking software development. The data were collected using structured interviews. In addition to the performance reference model with the proportions of the target organization, insights that were obtained from analysis and proposed to the studied organization for better performance management can be seen as the other results of the present study.

Working in financial institutions and the capital market is one of the most stressful and sensitive jobs in the world. Given the importance of the role of human resources in the performance and events of the capital market, in this study, an attempt has been made to provide a model for analyzing and measuring the critical risks of human resources based on fuzzy FMEA and Pareto principle in the capital market. For this purpose, in the first step, multiple dimensions of risk were identified by semi-structured interviews with HR experts in the capital market, and factors affecting HR risk were identified and fitted to the model by using structural equation modeling method with Smart-PLS software. In the next step, the risk factors of RPN number were determined by FMEA method, which also used the concept of fuzzy logic to solve this deficiency in order to eliminate the weaknesses of FMEA method and to avoid uncertainty. Finally, human resource risks were measured and identified by Pareto Critical Risks based on the fuzzy FMEA method. The results indicate that the critical human resource risks are unethical behaviors (financial fraud), poor leadership, and inadequate rules and policies in the capital market, respectively.

Facility location is one of the most important strategic decisions for each organization. Regarding the development of knowledge, accelerating the global economy, and change in the customers’ taste, one of the key success factors in the current global society is to consider the competition and the reaction of competitors. Customers choose the facility that fulfills their concerning utility. These factors have led organizations to pay much attention to the problem of competitive facility location and utility determination to reach their goals. This study has firstly studied and introduced the competitive facility location and classified the competitive location as paramount criteria. Then a literature review (2012-2020) was conducted in the field of competitive facility location. The central difference of this study with previous ones is the classification of papers into two groups, namely, competitive facility location and competition at the supply chain level. Also, the classification of papers has been performed based on the competition type and type of competition characteristics to investigate the studies more accurately. Based on the studies, although further attention has been paid to the competitive supply chain in recent years, the number of studies in this field is still lower than that in the field of competition at a supply chain level and mere facility location. Furthermore, due to the high computational complexity of competitive problems, authors have sought heuristic and metaheuristic algorithms in their studies to enhance efficiency, speed, and accuracy of the solution of different types of competitive location problems.

Many safety accidents in various industries are caused by poor safety culture of employees. Therefore, safety training can play an essential role in reducing workplace accidents and any damage to students. According to the importance of university workshops, the purpose of this study was to identify and assess the safety and health risks of the foundry and machinery workshops of Iran University of Science and Technology.

This descriptive study was conducted at Iran University of Science and Technology in the 2018. After identifying risks, the Fuzzy Failure Modes and Effect Analysis (FMEA) technique was used to identify and assess the RPN number of risks which is calculated by multiplying of Severity x Occurrence x Detection and all risks were prioritized based on the calculated RPNs. Finally, corrective actions are presented to reduce injury risks.

The RPN range of 10 potential hazards in the machinery workshop calculated from 5.8 to 230.3, and the RPN range of 19 potential hazards in the foundry workshop calculated from 1.3 to 665.3. The danger of " throwing lathe chuck wrench " with RPN=230/33 in machinery workshop and "melt throwing due to air retention in metal parts " with RPN=665/33 in foundry workshop received the top priorities.

Based on the calculated results, it is expected that the implementation of proposed corrective actions and the development of educational programs to promote students' safety culture can reduce the level of existing risks significantly.

Global logistics includes transportation in land and sea side. In land, trains and trucks are used to transport goods. The design of the transportation network and connection between land and sea includes determining the location of distribution centers and their connections with the maritime ports. Determining the optimal location and capacity of distribution centers and type of transportation means for the delivery of goods between sea ports, distribution centers and customer nodes, has a high importance in the distribution network's efficiency. In this research, a two-objective math programming model is proposed for locating distribution centers in which multimodal transport is used to connect the port and hinterland. In this model, the internal and external supply and demand flows of each node are intended to determine the location of distribution centers or terminals in hinterland, with the aim of minimizing the transport costs as and pollution caused by vehicles. In this study, the modified Epsilon method has been used to solve the problem. The results of the research showed that the construction of distribution centers and the development of transportation modes should be in the range of 96 to 106 billion dollars. Also, the amount of carbon dioxide produced in each of these investments will be about 40 to 56 million tons a year.

Working under non-ergonomic situations can cause physical damage. It's compulsory for the students of almost every engineering discipline to do parts of their training activitiy in various workshops including welding workstations; needless to say, the paucity of appropriate situations in such workshops may lead to physical injuries. On the other hand, ergonomic design of workstations can be considered a way to keep human health. The purpose of this study is an investigation onthe application of ergonomic solutions in the design of workstations and Working situation improvement in oxy gaseous welding workshops.

In this study, workstations of the welding workshops in one of the public universities were selected as the case studies. To carry out a more accurate evaluation of the workshop environment, assessment of the work environment (FIOH MSD) has been used as method. The critical indicators of the current status of workstations were analyzed, using the CATIA V5 R21 software, the RULA method, and the proposed solutions.

The results of the RULA clearly indicate a serious need to workstations's reform and Improve their level of safety. The Risk levels for the left and right hands were 6 and 7, which were decrease to 3 and 4 after redesigning the workplace and reforming its situations.

Studies and assessment indicate that during welding activities, postures of people cause serious injuries to various parts of the body, especially the spine and neck. Therefore, workplace redesigning that is based on sit-stand workstation standards can be a suitable solution to correct the posture of people in oxy gas welding workshops.Workstation redesigned involve some features such a increasing the dexterity and delicacy during welding and the proper use of Inclusive Design factors to adjust the height of table, chair and the angle of table surface.

Using Data Mining techniques, the committed violations by Tehran Bus Company have been analyzed and consequently the hidden knowledge among data has been discovered in this research. First, the data from committed violations by Tehran Bus Company within 2012 to 2015 have been gathered and made ready for the program. The next stage is to extract knowledge through the algorithms of Association Rules and Decision Tree. Identifying the companies with poor performance and high rate of violations and considering the obvious correlation between them in different seasons are among the noteworthy results which are the outputs of the above-mentioned algorithms. The chief managers of organizations should use the Decision Support Systems (DSS) to make decisions in case of uncertainty. The results of the research help managers make decisions about achieving the ultimate organizational goal which is the satisfaction of people. Finding the root of the violations and determining the frequent seasons and months in which the violations are committed can be the cause of instructions and procedures which obligate contractors to precise implementation of regulations, decrease of committed violations and on the whole, improvement in Bus Company. It is a fact, attention to customer satisfaction as a significant and effective factor is essential for achieving stable and sustainable states in all production and industrial units and services firms such as research case study

Over the past years, with the rising cost of health care in most countries and the importance of proper functioning of health centers due to their close relation with human life, much attention has been paid to various parts of hospital performance. The main goal of this article was improving the quality of health services by measuring the performance of hospital rapid emergency department using lean principles in order to improve the effectiveness in this sector. To achieve comprehensive lean concepts in a health system, Goodson’s method has been developed for emergency department. This method uses an expert team and a questionnaire and a rating sheet as measuring tools. The developed method was evaluated in one of the major emergency centers in Tehran City, Iran. Lean principles were defined based on special features and dynamic environment of emergency department. Moreover, according to the Goodson’s method, a specific questionnaire was designed as the measuring tool. Fast measurement by this model helps administrators of health sector to identify lean implementation problems in
the minimum amount of time without wasting resources. This method is a parallel and complementary approach to other
evaluating methods

decision-making,is the most important duty of managers. In the new era , decision-making process has many difficulties and delicacies; so that decision-making without the use of new technologies and information analysis , the objectives will not be achieved as desired. Efficient management in addition to knowledge & experience management, needs to know how to use information systems. decision support system(DSS) is one of these systems that support decision-making process for managers. In this paper , at first we review the literature of decision support systems; then data mining as a tool to extract information and knowledge from organizational raw data is introduced. This extracted knowledge, may contain concepts and informations that are neglected in organization up to now, so this knowledge can help managers in Decision-making process. Eventually, The findings of this study has been used to help managers and vicars in their decisions at Iran University of Science and Technology(IUST).

Municipal is a public institution that independent, non-governmental, to the nature of the state and local performance that has the duty of the city and serve the citizens and tourists to be responsible, and as one of the principles of management, use of local resources to its task-focused. Effective accountability and improve the efficient activities of a variety of municipal needs assessment. Evaluating the performance of the corporate sector is usually synonymous with the effectiveness of activities. One of the methods used to assess is fast evaluate. And other quantitative performance Assessment methods, data is envelopment analysis that relative to assessment of performance pay. Given the importance of evaluating the performance of municipalities, this study provides a combination of performance assessment using data envelopment analysis and rapid assessment are discussed. For this purpose, in the first chapter the words of the issue has been discussed and explained the objectives and research questions. In the second chapter the research literature and research methods described in Chapter III. In the fourth chapter the index has been developed for the rapid assessment to evaluate areas of the municipality. And by providing rapid assessment of tick box of municipalities was discussed. Which formed DEA model to evaluate the relative performance of municipalities and the number of performance in each region were determined. Then by sensitivity analysis on the model input data envelopment analysis to prioritize rapid assessment indicators, and then use the same method to determine the priority region of the municipality was the ideal option. After the above steps, in the rapid assessment survey regions 6, 11 and 12, respectively ranked first and the third & in evaluating the performance of the municipal regions of the DEA BCC using the input, the number of functional regions, including six regions units 4, 5, 8, 13, 14 and 15 were identified and in combination with problem solving method returns to scale the number of functional regions, including four units, the regions 4, 5, 8, 13, 14 and 15 were determined. After sensitivity analysis of the input variables in BCC, The effect of varying complexity and diversity management practices and continuous improvement and effective management also vary in SBM 's been more than others. The results of the rapid assessment approach by prioritizing organizational units similar to the ideal option indicated that the municipal zone 11 has a minimum distance with the ideal option and has earned first place and then in the region 6 won the second prize.

There are many limitations in doing things in today's world. Common constraints such as time, place, and especially financial constraints have led individuals and companies and countries to a specific choose. Research and development in any organization that seeks to produce or use world-class products is an important topic, but the important subject is that an organization, according to the number of research subjects, which topics they need to work on and how they prioritize them. In this research, using a technological foresight model, a model has been developed to determine the research priorities of technology. The developed model is based on the critical technology method. To develop this model, the literature of two areas of R & D and technology strategy compilation and prioritization methods has been reviewed. Also, due to the need of Iran in the field of renewable energy, especially solar energy, this methodology has been implemented to prioritize the process of production of silicon photovoltaic modules.

The important role of food industries in promotion of the various health and economic indicators in the countries persuaded the industries involved in this affair to enforce fundamental reviews in the management approaches to enable them to perform the most efficient methods for utilizing the limited available recourses to improve the society’s health and economic growth. The balanced scorecard, as one of the successful tools in performance evaluation system, does not show the importance degree for the perspectives and the indicators under each perspective. To eliminate this deficiency the fuzzy analytic hierarchy process method is used in this research for weighting the perspectives and balanced scorecard indicators. In this study, first a list of performance evaluation indicators based on balanced scorecard approach was prepared and then the pairwise comparison was gained through field study and the standard AHP questionnaire with compatibility rate lower than 0.1. At the end the rate of balanced realization was evaluated for each. Regarding the pairwise comparison among perspectives done by the experts the customer perspective weighting 0.328 showed the maximum importance degree among other perspectives. The finance perspective weighting 0.290, the internal business process perspective weighting 0.239, and the learning and growth perspective weighting 0.143 were ranked as second to forth level respectively. According to the obtained certain weights, the added income comparison to the previous year weighing 0.121 was ranked in first level. The number of customer complains weighting 0.094, the customer satisfaction weighting 0.086 were ranked in second to fifth levels respectively.

The concepts of risk and accident are professional and complicate topics that can create serious problems for industrial managers. Nowadays fuzzy logic is a powerful tool that with entering to various expertise fields, has created various scientific views and in some cases, noticeable effect on scientific results in applicable research can be applied. This new approach has caused, those managers in risk and accident fields make decisions with stronger scientific support and higher reliability. In this paper, research methodology with fuzzy approach in forecasting of work related accident’s possibility about transportation equipments and production machinery has reviewed as a case study with mentioned approach. By using fuzzy rules in various accidents’ Scenarios, with regarding to the all variables of research problem, an uncertain space in this topic study can be minimized and better possibility of forecasting in comparing with classic binary situation or zero one state is achieved. This is a real, the uncertain and probabilistic condition in field of risk and accident is affect on possibility of forecasting and prevention of accident beside adverse outcomes, and using this approach and proposed methodology can be helpful in this regard.

Training employees is one of the most important parameters for continuous improvement for industries. The main goals for the managers of any industry are to determine the training contexts and methods, to identify employees at risk and to develop learning activities. So it is essential to have a training guideline in order to help employers to develop the learning activities. In this article the guidelines provide the employers with a model for designing, conducting, evaluating, and revising training programs. We tried to study lift truck as one of the main vehicles in material handling, because using transportation means has an important role in industries, and efficiency would decrease without using them.