Operations Research and Decisions最新文献_第6页

A slacks-based nonlinear DEA model with integer data: an application to departments of the Islamic Azad University, Karaj Branch in Iran 基于松弛的整数数据非线性DEA模型:在伊朗伊斯兰阿扎德大学Karaj分校系中的应用

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Operations Research and Decisions Pub Date : 2022-01-01 DOI: 10.37190/ord220306

Z. Moazenzadeh, S. Saati, R. F. Saen, R. Matin, Sevan Sohraee

引用次数: 0

Optimality conditions for preinvex functions using symmetric derivative 使用对称导数的前倒凸函数的最优性条件

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Operations Research and Decisions Pub Date : 2022-01-01 DOI: 10.37190/ord220406

Sachin Rastogi, Akhlad Iqbal, Sanjeev Rajan

引用次数: 0

Asset liability management for the Bank of Uganda defined benefits scheme by stochastic programming 基于随机规划的乌干达银行固定收益计划资产负债管理

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Operations Research and Decisions Pub Date : 2022-01-01 DOI: 10.37190/ord220207

Herbert Mukalazi, T. Larsson, Juma Kasozi, Fred Mayambala

引用次数: 0

On the characterization of X-Lindley distribution by truncated moments. Properties and application 截断矩对X-Lindley分布的表征。属性及应用

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Operations Research and Decisions Pub Date : 2022-01-01 DOI: 10.37190/ord220105

Farouk Metiri, Halim zeghdoudi, Abdelali Ezzebsa

引用次数: 1

Discussion on the transient behavior of single server Markovian multiple variant vacation queues 单服务器马尔可夫多变量休假队列暂态行为的讨论

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Operations Research and Decisions Pub Date : 2021-01-01 DOI: 10.37190/ORD210107

M. Vadivukarasi, K. Kalidass

引用次数: 3

An inventory model to study the effect of the probabilistic rate of carbon emission on the profit earned by a supplier 建立库存模型，研究碳排放概率率对供应商利润的影响

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Operations Research and Decisions Pub Date : 2021-01-01 DOI: 10.37190/ord210401

Nabajyoti Bhattacharjee, Nabendu Sen

{"title":"An inventory model to study the effect of the probabilistic rate of carbon emission on the profit earned by a supplier","authors":"Nabajyoti Bhattacharjee, Nabendu Sen","doi":"10.37190/ord210401","DOIUrl":"https://doi.org/10.37190/ord210401","url":null,"abstract":"The inventory of suppliers providing raw materials to industries producing green products faces two challenging problems. The first one is that raw materials are usually deteriorating items and the second one that they emit carbon-based gases during deterioration. Moreover, each item has its unique carbon emission rate and composition, called the pattern of carbon emission, which is a function of the rate of carbon emission. In this present research, we attempt to develop a stochastic inventory model with price, stock, and pattern of carbon emission-dependent demand to maximise the profit of a supplier selling a single product. The rate of deterioration is a function of the rate of carbon emission and effective investment in preservation. The cost of carbon emission is a function of green investment and the pattern of carbon emission. Holding costs and purchase costs are constant. We consider three patterns of carbon emission, and each pattern is defined by a negative exponential function. The rate of carbon emission is assumed to be probabilistic and follows one of the three probabilistic distributions: Uniform, Triangular, and Beta. Numerical validation is provided together with sensitivity analysis of the parameters for managerial insights. Analysis of the effect of carbon emission on the profit earned is made and results are interpreted. Particle swarm optimisation (PSO) and genetic algorithm (GA) are applied to solve the model, while statistical analysis and sensitivity analysis of the parameters of the algorithm are provided along with the graphical representation of convergence.","PeriodicalId":43244,"journal":{"name":"Operations Research and Decisions","volume":"89 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84919637","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Contagion effects on capital and forex markets around GFC and COVID-19 crises: A comparative study 全球金融危机和COVID-19危机对资本和外汇市场的传染效应:比较研究

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Operations Research and Decisions Pub Date : 2021-01-01 DOI: 10.37190/ord210203

Krzysztof Brania, H. Gurgul

{"title":"Contagion effects on capital and forex markets around GFC and COVID-19 crises: A comparative study","authors":"Krzysztof Brania, H. Gurgul","doi":"10.37190/ord210203","DOIUrl":"https://doi.org/10.37190/ord210203","url":null,"abstract":"This paper studies the spread of crises across the financial and capital markets of different countries. The standard method of contagion detection is based on the evolution of the correlation matrix for the example of exchange rates or returns, usually after removing univariate dynamics with the GARCH model. It is a common observation that crises that have occurred in one financial market are usually transmitted to other financial markets/countries simultaneously, and that they are visible in different financial variables, such as returns and volatility which determine probability distribution. The changes in distributions can be detected through changes in the descriptive statistics of, e.g., returns characterised by expected value, variance, skewness, kurtosis, and other statistics. They determine the shape of the distribution function of returns. These descriptive statistics display dynamics over time. Moreover, they can interreact within the given financial or capital market and among markets. In this article, we use the FX currency cluster represented by some of the major currencies and currencies of the Višegrad group, namely EUR/USD, EUR/CHF, USD/CHF, EUR/HUF, EUR/PLN, EUR/CZK, USD/CZK, USD/HUF, USD/PLN, CHF/PLN, CHF/PLN, CHF/CZK, CHF/HUF, PLN/CZK, and PLN/HUF. In analysing capital markets in terms of equity indexes, we chose developed markets, such as DAX 30, AEX 25, CAC 40, EURSTOXX 50, FTSE 100, ASX 200, SPX 500, NASDAQ 100, and RUSSEL 2000. Our aim is to check the changes in descriptive statistics, matrices of correlation with respect to exchange rates, returns and volatility on the basis of the data listed above, surrounding two crises: the global financial crisis (GFC) in 2007-2009 and Covid 2019.","PeriodicalId":43244,"journal":{"name":"Operations Research and Decisions","volume":"30 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80377085","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 3

Detecting congestion in DEA by solving one model 通过求解一个模型来检测DEA中的拥塞

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Operations Research and Decisions Pub Date : 2021-01-01 DOI: 10.37190/ORD210105

Maryam Shadab, S. Saati, Reza Farzipoor-Saen, M. Khoveyni, A. Mostafaee

{"title":"Detecting congestion in DEA by solving one model","authors":"Maryam Shadab, S. Saati, Reza Farzipoor-Saen, M. Khoveyni, A. Mostafaee","doi":"10.37190/ORD210105","DOIUrl":"https://doi.org/10.37190/ORD210105","url":null,"abstract":"Presence of input congestion is one of the key issues that results in lower efficiency and performance in Decision Making Units (DMUs). So, determination of congestion is of prime importance, and removing it improves performance of DMUs. One of the most appropriate methods for detecting congestion is Data Envelopment Analysis (DEA). Since the output of inefficient units can be increased by keeping the input constant through projecting on the weak efficiency frontier, it is unnecessary to determine the congested inefficient DMUs. Therefore, in this case we solely determine congested vertex units. Towards this aim, only one LP model in DEA is proposed and the status of congestion (strong congestion and weak congestion) obtained. In our method, a vertex unit under evaluation is eliminated from the production technology, and then, if there exists an activity that belongs to the production technology with lower inputs and higher outputs compared with omitted unit, we say vertex unit evidences congestion. One of the features of our model is that by solving only one LP model and with easier and fewer calculations compared to other methods, congested units can be identified. Data set obtained from Japanese chain stores for a period of 27 years is used to demonstrate the applicability of the proposed model and the results are compared with some previous methods.","PeriodicalId":43244,"journal":{"name":"Operations Research and Decisions","volume":"16 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"91047158","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

Pattanaik’s axioms and existence of preferred with probability at least half winners Pattanaik的公理和存在的优先与概率至少一半的赢家

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Operations Research and Decisions Pub Date : 2021-01-01 DOI: 10.37190/ord210205

S. Lahiri

引用次数: 1

A literature review of interval-valued intuitionistic fuzzy multi-criteria decision-making methodologies 区间值直觉模糊多准则决策方法的文献综述

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Operations Research and Decisions Pub Date : 2021-01-01 DOI: 10.37190/ord210405

Melda Kokoç, S. Ersöz

{"title":"A literature review of interval-valued intuitionistic fuzzy multi-criteria decision-making methodologies","authors":"Melda Kokoç, S. Ersöz","doi":"10.37190/ord210405","DOIUrl":"https://doi.org/10.37190/ord210405","url":null,"abstract":"Multi criteria decision-making (MCDM) is one of the most popular problems handled by researchers in the literature. Since the interval-valued intuitionistic fuzzy set (IVIFS) theory generates as realistic as possible evaluation of linguistic expressions, researchers have been expanding traditional MCDM methods to the IVIF environment, especially in the last decade. This study provides a literature review of the relevant articles from several academic databases on applications of IVIF-MCDM methods. The review of 131 publications addresses specific research questions. To understand the research publication trend, this review offers a visual analysis that examines the studies from different perspectives, such as application areas, IVIF-MCDM methods, citations, most relevant journals, and validation methods. One of the most remarkable results of the literature review is that most publications in this field are published in SCIE indexed journals. Another noteworthy issue is that China is the country that produces the most articles in this field. In addition, English journals are mostly selected for the publication of articles. While it is seen that the investment selection problem is chosen mostly as the application area, the TOPSIS method is preferred mostly in the applications. This study stands out as the most comprehensive one that compiles publications containing extended traditional MCDM methods for IVIF sets. This review will be an important reference for future researchers and decision-makers involved in advancing MCDM methods considering vagueness and ambiguity.","PeriodicalId":43244,"journal":{"name":"Operations Research and Decisions","volume":"124 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87853482","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 4