فصلنامه مطالعات مدیریت صنعتی
پیاپی 61 (تابستان 1400)

The employee scheduling seeks to find an optimal schedule for employees according to the amount of demand (workload), employee availability, labor law, employment contracts, etc. The importance of this problem in improving the quality of service, health and satisfaction of employees and reducing costs, including in hospitals, military or service centers, has encouraged researchers to study. In this regard, nurse rostering problem is a scheduling that determines the number of nurses required with different skills and the time of their services on the planning horizon. In this research, by adding the nurses' shift preferences and number of consecutive working days constraints, an attempt has been made to make the problem more realistic. The objective function of the problem is to minimize the total cost of allocating work shifts to nurses, the cost of the number of nurses required to reserve, the cost of overtime from a particular shift, the cost of underemployment from a particular shift, the cost of overtime on the planning horizon, the cost of underemployment on the planning horizon and the cost of absence shift-working and non-working days preferred by nurses. To solve problem, after modeling the problem as a mixed-nteger program and due to the complexity of the problem, the differential evolutionary algorithm is used with innovation in its crossover operator. To validate the proposed algorithm, its output was compared with the genetic algorithm. The results show that the differential evolutionary algorithm has good performance in problem-solving. Keywords: Nurse Rostering Problem, Deferential Evolution Algorithm

Given the importance of financing small and medium-sized manufacturing companies in order to provide working capital and their profitability, this study has presented a mathematical model for financing these companies by factoring in the supply chain. Factoring is one of the most important ways to finance the business world, especially for small and medium-sized enterprises. Therefore, considering the relationship between the enterprise and the bank, suppliers and buyers based on the integration of financial and physical flows in the supply chain, this research has financed the enterprise in the above-mentioned method. In order to analyze the validity of financing methods, goals, parameters and important variables in modeling, the perspective of experts based on the index of content validity ratio has been used. The goals of modeling are to maximize profits and achieve the desired liquidity in time periods, and in order to solve the model, goal programming has been used and in order to cover uncertainty conditions, interval programming has been used. Finally, the model was solved using GAMS software and CPLEX solver, and the results, in addition to proposing appropriate financial and physical flows in the supply chain, have proposed an appropriate factoring financing program to small and medium-sized manufacturing enterprises to provide the necessary liquidity in each period and increase profitability.

Although the construction industry, especially because of its relationship with other economic sectors, is one of the most important sectors that plays a key role in a country's economic growth, the construction supply chain has been considered less attention. Therefore, construction supply chain network design is of great importance for not only the companies but also governments. Thus, presenting an original mixed integer linear programming model, this paper introduces an optimal framework for a multi-project multi-resource multi-supplier construction supply chain network design for large construction companies with a decentralized procurement strategy. The main objective is to design a reliable supply chain model based on the quality of projects under the certain predefined budget, considering the entire supply chain as a single entity. Using a bi-objective approach to formulate the chain and the Lp-metric approach to solve the problem, make it possible to obtain a single-objective structural framework to reliability-quality trade-off consideration. To solve the problem in small and medium scales, GAMS software is employed, and a hybrid algorithm based on Genetic Algorithm (GA) and Simulated Annealing (SA) algorithm is developed to solve the large-scaled problem. The results show the capability of the model to attain optimal size of the chain as well as the quality-reliability trade-off considering a pre-specified budget. And, to the best of authors knowledge this is the first to obtain such a structured integrated framework in the construction supply chain.

Due to the high sensitivity in applying of electronic and mechanical equipment, creating any conditions to increase the reliability of a system is always one of the important issues for system designers. Hence, making academic models much closer to the real word applications is very attractive. In the most studies in the reliability area, it is assumed that the failure rates of the system components are constant and have exponential distributions. This distribution and its attractive memory less property provide simple mathematical relationships in order to obtain the system reliability. But in real word problems, considering time-dependent failure rates is more realistic to model processes. It means that, the system components do not fail with a constant rate during the time horizon; but this failure rate changes over the time. One of the most useful statistical distributions in order to model the time-dependent failure rates is the Weibull distribution. This distribution is not a memory less one, so it was impossible to apply simple and explicit mathematical relationships as the same as exponential distributions for the reliability of a system. Therefore, researchers in this field have used simulation technique in these circumstances which is not an exact method to get near-optimum solutions. In this paper, for the first time, it is tried to obtain a mathematical equation to calculate the reliability function of a system with time-dependent components based on Weibull distribution. Also, in order to validate the proposed method, the results compared with exact solution that exists in literature.

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.

The purpose of this study is to design supply chains' upstream structure evaluation model in the automotive industry with spectral clustering based on the theory of complex adaptive systems. In this research, a method for evaluating the intersectionalities related to the structural complexity (horizontal, vertical, and spatial) of supply chains by considering the functional characteristics of its components based on the resilience paradigm is presented. In this regard, a set of algebraic calculations and computational algorithms have been adapted to evaluate the structural design from the perspective of complex components. In the structural design evaluation model through spectral clustering, it is possible to enter information about supply chains in terms of interactions between components in the form of a network as a comprehensive model called similarity graph. According to the field findings, supply chain characteristics in terms of complexity can have interaction with component processing performance. This means that according to the concept of entanglement, the lack of a favorable environmental structure in supply chains can also negatively affect the resilience performance of its components. Findings from the perspective of achieving a supply chain evaluation model as an integrated whole have provided a suitable practical tool for evaluation and pathology of supply chains from the perspective of risk management.

The capital market, especially the stock market, is as risky as any other investment activity and is affected by overflow fluctuations and instabilities from other markets. In the face of other macroeconomic variables, this causes instability in the stock market. In the present study, using conditional turbulence method, the factors affecting on instability index in basic metals industry sector of Tehran Stock Exchange was investigated and presented. For this purpose, monthly data from April 2009 to April 2020 were used. The results of the present study indicate that fluctuations in the industrial sector are caused by factors such as political conflicts and international problems in Iran and are strengthened by fluctuations in parallel markets such as oil, gold and currency. According to the results of the research, factors outside the stock market industry due to the underdevelopment of the stock market in Iran; From the point of view of the analyzes performed, the most important effect and factor causing fluctuations is the section of political tensions and international relations in Iran, which has effects. It is uncontrollable on parallel markets in Iran and ultimately the effect of all of them is reflected in the stock market.