فصلنامه مهندسی تصمیم
پیاپی 7 (تابستان 1395)

The development of optimization and mathematical models for closed loop supply chain (CLSC) design has attracted considerable interest over the past decades. However, the uncertainties that are inherent in the network design are challenging the capabilities of the developed tools. In CLSC Uncertainty in demand is major source of uncertainty. The aim of this paper, therefore, is to present a Robust mathematical model for designing a CLSC network under uncertain customer demands that integrates the network design decisions in both forward and reverse supply chain networks. Two phase approach, is proposed for this purpose. In the first phase, due to extremely important task of Suppliers Selection in purchasing and supply chain management, a fuzzy method is utilized to evaluate suppliers based on quantitative and qualitative criteria. The output of this stage is the weight of each supplier according to each part which taken into account as input of next phase. in the second phase, we propose a Multi Objective Mixed-Integer linear Programming model to determine the optimal number of part and products in CLSC network. Results have revealed that the model is capable of controlling the network uncertainties as a result of which a robustness price will be imposed on the system.

Identification of stock liquidity indicators and surveying the status of each indicator leads to liquidity risk reduction and confidence for investors. As a result, more resources would be imported into the capital market. This research is about of liquidity stock indicator’s identification, analyzing their effects on each other, the expression of the independence or dependence of the indicators and survey of each indicator’s status in terms of problematic or problem solving ability with DEMATEL approach. This research is an applied research and we measure the effects of each indicator on each other by DEMATEL technique with the expert’s opinions gathering. DEMATEL has been used to prove the dependence between indicators and to obtain the amount of influence and influence power between indicators. The Statistical Society of this research consists of two parts: The first part is the experts who have been interviewed to complete the DEMATEL questionnaire. The number of experts in this section is 10 people and have been chosen as unpredictable and purposeful. The second part consists of three financial and bourse experts who have been selected as unpredictable and targeted and asked to complete the ANP questionnaire. Based on the survey carried out on the most important previous studies, Stock liquidity indicators of Capital market were identified. The results show that corporate governance factors, performance, capital structure, ownership structure and life cycle of the company and also systematic volatility of stock returns are capital market main factors and effect on other factors and must be solved. Among the factors mentioned, the performance of the company has the highest impact. Also information asymmetry factors, investment horizon, price per share, stock return and non-systematic volatility of stock return that solve the main problem are affected by other elements and must be prioritized. Also, stock return has the highest impressible. Then due to the lack of independence indicators, we have used Analysis Network Process for prioritizing indicators. In addition, results show that stock return is the first priority in experts’ ideas.

Supervising engineers are one of the most important actors in construction industry and have an important role in improving quality and increasing safety. However, assigning projects to these engineers in some cases are unjust and inefficient. Therefore, in this paper a recommender system is developed in which the competencies of engineers along with the features of the projects are considered. This is done in three phases: in the first phase, the key competencies are defined. The engineers are then classified into two classes and ranked in each class. In the second phase, the projects are evaluated and ranked based on the key features selected from the national and international standards. Finally, in the third phase, the projects are assigned to the respective engineers. In order to implement the developed system, Damghan construction engineering organization is selected and the obtained results are evaluated using an expert pannels. The results show that the recommendations are done accurately in about 87% cases.

Skype is one of the most powerful and high-quality chat tools that allows its users to use of many services such as: transferring audio, sending messages, video conferencing and audio for free. Skype traffic has a lot of Internet traffic. Hence, Internet service providers need to identify traffic to do the quality of service and network management. On the other hand, Skype developers have been attempting to encrypt Skype traffic because traditional methods like port-based and deep packet inspection can not identify Skype traffic. As a result, we use statistical methods to identify these types of traffic. Hence, in this study, we use unsupervised machine learning methods, which is a statistical method, to separate the various services of Skype. The algorithms used in this work are K-Means, EM and Density-based. The results show that the EM algorithm has better performance than other algorithms. Also, by comparing the proposed strategy with previous work, results indicate that algorithms detect traffic better than other.

This paper is investigated four subject with uses iranian economic data and using the Markov-Switching model during the period (1369: 3-1393: 4), So that: (a) were Examined impact of the positive and negative Fiscal shocks on Iran economic growth ( B) the Hypothesis impact of negative shocks is greater than a positive shock was tested. (C) were tested the impact of government expenditure (fiscal policy multiplier) on economic growth during the recession is greater than the boom period.( d) was determined property of cyclical or counter-cyclical fiscal policy aspects of government spending.The results of Markov switching model revealed that the impact of positive shocks on growth in boom is positive and the recession is negative also the impact of negative shocks on growth in boom is negative and the recession is positive .As well as the Hypothesis of effects a negative shock is larger than a positive shock in the iranian economy can not be rejected.The nature of government spending in iran economy is cyclical.The remain probability of regime one is 49 percent and The remain probability of regime two is 39 percent.The regime with negative growth (recession) more stable than the boom regime , in Iran's economy.

One of the global economic crisis is the price fluctuations of oil.Crude oil prices and exchange rates are two important factors in the oil-importing countries. This study examines the impact of real oil prices and exchange rates on the price of petroleum products in oil-importing countries1 using the data panel method, based on annual data provided by the World Bank site over the period 2000-2014. The results showed that fluctuations in the price of crude oil had a major impact on oil prices in different countries, especially oil importers. There is also a negative relationship between the exchange rate and the price of oil products in oil importing countries, and a positive relationship between oil prices and prices for oil products.

Nowadays Organizations consider ethical principles in the business environment as an advantage and seek to strengthen it. This requires a coherent, interactive and cognitive understanding of the parts of internal and external environment of organization, which leads to the realization of the rights of the beneficiaries of the organization. The purpose of this paper is prioritize the factors involved in the making of ethics in organizations in form of hierarchical model based on Interpretative Structural Modeling (ISM) and Principal Component Analysis (PCA). For this purpose, 88 experts and professors of the university based on survey method as a statistical society were questioned about relevant factors in the form of a questionnaire. With the analysis, it was found that the most important factors in the ethical organization are culture of organization, the organization's environment and the way employees perceive that these are strengthened by the style of managers and ethical infrastructures. Utilizing the proposed method, it leads to the reverse thinking, so can be explicitly attributed the present situation to its partial factors.