فهرست مطالب a. saghaei

This paper studies, investment portfolio of two players in the banking system in a two-level game, and eventually determines the optimal portfolios of investors using the Markowitz model. This two-level game includes bank C as the leader of the game and customers of this bank as the game followers. The investment portfolios of the leader player include investment in competitor banks (A and B), foreign exchange market, real estate market, and stock. The data related to the mentioned assets covered 2010-2020, where the optimal investment portfolios of the players was first determined using GAMS and genetic meta-heuristic algorithm. Next, the problem was solved again using the meta-heuristic algorithms of PSO and IWO. Eventually, the optimal algorithm was chosen using TOPSIS multi-criteria decision-making. The results of 3 algorithms indicated that the optimal portfolio for the leader player consisted of investment in properties, securities, and competitor banks respectively.

Today, with the growth of technology, monitoring processes by the use of video and satellite sensors have been more expanded, due to their rich and valuable information. Recently, some researchers have used sequential images for defect detection because a single image is not sufficient for process monitoring. In this paper, by adding the time dimension to the image-based process monitoring problem, we detect process changes (such as the changes in the size, location, speed, color, etc.). The temporal correlation between the images and the high dimensionality of the data make this a complex problem. To address this, using the sequential images, a statistical approach with RIDGE regression and a Q control chart is proposed to monitor the process. This method can be applied to color and gray images. To validate the proposed method, it was applied to a real case study and was compared to the best methods in literature. The obtained results showed that it was more effective in finding the changes.