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Hajialiakbari F.,Islamic Azad University at Zanjan | Gholami M.H.,Amirkabir University of Technology | Roshandel J.,Khatam Institute of Higher Education | Hatami-Shirkouhi L.,Islamic Azad University
Neural Computing and Applications | Year: 2013

This paper presents the integration of principal component analysis (PCA) and adaptive network-based fuzzy inference system (ANFIS) to assess the impact of bad loans on technical efficiency of banks. Bad loans or non-performing loans (NPLs) include past due loans, bankrupt and quasi-bankrupt assets and doubtful assets. Bad loans are considered as a bad output for calculation of the technical efficiency through PCA. ANFIS is used to model the relationship between bad loans and technical efficiency. ANFIS modeling is used to capture the nonlinearity and fuzziness existed in the modeling environment. In the ANFIS model, technical efficiency is considered as the output which is modeled with respect to bad loans, profit and costs. The results of the proposed model are illustrated through a case study in Iranian governmental banks. It is evidenced that the effects of bad loans on technical efficiency of banks are not linear but a nonlinear negative impact. © 2013 Springer-Verlag London.

This paper presents a combined principal component analysis-regression analysis (PCA-RA) model to study the effects of bad loans on the economic performance of banking systems. This model first applies PCA to calculate the overall technical efficiency of banks and then uses regression analysis to find the impact of bad loans on technical efficiency. Bad loans or Non-performing loans (NPLs) include: past due loans; bankrupt and quasi- bankrupt assets, and doubtful assets. The technical efficiency of banks is measured with reference to three input indicators: number of branches, deposits, and costs; and three output indicators: income, profit, and loans. Then technical efficiency is regressed on two explanatory variables of loans and bad loans. Results of a case study in governmental banks in Iran show that bad loans have negative impact on the technical efficiency of banks.

Shirafkan M.H.,Islamic Azad University at Garmsar | Akhtarkavan E.,Khatam Institute of Higher Education | Vahidi J.,Iran University of Science and Technology
Conference Proceedings of 2015 2nd International Conference on Knowledge-Based Engineering and Innovation, KBEI 2015 | Year: 2015

Steganography is art, a science or a practical attempt that through it some information can be hidden in a cover. The cover can be in audio, image, etc. formats. In this research, a new method for steganography based on lattice vector quantization and DWT is introduced that provides a suitable security level in addition to the hiding possibility as well as complete and accurate extraction of data and makes appropriate level of security by using error correction coding Reed-Solomon (63, 11). The proposed method, using the 3-level lifting wavelet transform and Blocking and then embedding in selected coefficients with using lattice vector quantization, greatly reduces the likelihood of success of mining hidden. The results show that the assessment indicators PSNR, MSE and SSIM better and more appropriate than the same methods and have the previous. © 2015 IEEE.

Mirabadi A.,Iran University of Science and Technology | Mirabadi A.,Iran Institute of Railway Research and Development IRRD | Sharifian S.,Iran University of Science and Technology | Sharifian S.,Iran Institute of Railway Research and Development IRRD | Sharifian S.,Khatam Institute of Higher Education
Safety Science | Year: 2010

The demand to travel by rail is ever increasing because it benefits both passengers and freight; therefore it is of utmost importance for railway administrators to carry passengers and freight safely to their destinations. Undergoing safety procedures and developing safety systems require awareness of what is causing unsafe conditions. This can be accomplished by learning from the past. This research has been performed to analyze the data from past accidents of the Iranian Railway (RAI) by applying association rules data mining techniques in order to discover and reveal unknown relationships and patterns among the data. By the application of CRISP-DM as the data mining methodology and utilizing Clementine 12.0 as the software tool, the mentioned objectives of this paper were fulfilled. For this research some 6500 accident records were selected from the accidents database from 1996 to 2005. The ultimate relationships and patterns extracted can been utilized to develop regulations and rules. This research considers accident conditions and relationships discovered among the most common accident factors (human error, wagon and track) with other fields of the database in order to prevent them from occurring in the future. © 2010 Elsevier Ltd.

Razavi Hajiagha S.H.,Khatam Institute of Higher Education | Akrami H.,No. 24 | Hashemi S.S.,Islamic Azad University at Kashan | Amoozad Mahdiraji H.,Islamic Azad University at Kashan
Engineering Economics | Year: 2015

Project management (PM) is one of the prominent fields in business and industry. Every task of an organization can be imagined as a project, being a coordinated set of activities toward a common goal. One important aspect of PM is analysing the information related to the optimum balance among the project’s objectives. Each project is a combination of different activities, being connected to each other and having several success criteria, among which the time, cost and quality of the project completion are more significant, due to their significant effect on obtained results. Accordingly, the time might lead to delay and penalty which means more cost; and cost may be underestimated than real required funds. They both will lead to failure in project management. On the other hand, quality is the final key which confirms the success. The aim of a time-cost-quality trade-off problem (TCQTP) is to select a set of activities and an appropriate execution mode for each activity; the cost and time of the project is minimized while the project quality is maximized. The purpose of this paper is to present a model for TCQTP in which these parameters are approximated by grey numbers. Since there are various modes to accomplish each activity, the trade-off problem is formulated based upon a multi-objective integer grey programming model. Afterwards, a goal programming- based approach is designed to solve this model. The model's results provide a framework for the project manager to manage his/ her project successfully, in acceptable time, with the lowest cost and the highest quality. The main originality of the proposed model is the approximation of time, cost and quality parameters of activities mode with grey numbers and the development of a two phase goal programming- based approach to solve this problem. Ultimately, the proposed model is applied in two different cases and results are illustrated to clarify the outstanding capabilities of the model. © 2014, Kauno Technologijos Universitetas. All rights reserved.

Modarres M.,Sharif University of Technology | Zaefarian T.,Khatam Institute of Higher Education | Sharifyazdi M.,Chalmers University of Technology
International Journal of Advanced Manufacturing Technology | Year: 2012

In the literature, although a few studies can be found regarding the application of revenue management to special cases of Make-to-Order manufacturing systems with stochastic capacity, there is not any study when capacity or demand (or both) are random variables with general distribution function. Therefore, in this paper, an approach is developed to study a more general case of Make-to-Order manufacturing systems based on the concept of revenue management. Due to the random nature of capacity and demand, the exact size of capacity to satisfy the orders is not known at the time of arriving orders. Consequently, the vital decision is either to accept or reject an order at the time of arrival. If an order is accepted but later rejected due to the lack of capacity, a penalty has to be paid to the customer. On the other hand, an order can be rejected by anticipating the capacity shortage at the time its arrival, while there will be some unused capacity at the processing stage. Then, this also results in the loss of revenue. We assume there are two classes of customers. The price paid by the customers of each class or the penalty paid to them is different from those of the other class customers. Although the objective function which represents the expected total revenue is not necessarily concave, this study demonstrates that it has unimodal property and as a result the existence of an optimal solution is guaranteed. This property has been proved previously for special cases where demand or capacity is continuous random variable. This study confirms this property also holds in more general cases. The proposed approach for a variety of scenarios, discrete and mixed random variables, is investigated by simulation techniques. © 2011 Springer-Verlag.

Rabbani M.,University of Tehran | Manavizadeh N.,KHATAM Institute of Higher Education | Aghozi N.S.H.,University of Tehran
Assembly Automation | Year: 2015

Purpose - This paper aims to consider a multi-site production planning problem with failure in rework and breakdown subject to demand uncertainty. Design/methodology/approach - In this new mathematical model, at first, a feasible range for production time is found, and then the model is rewritten considering the demand uncertainty and robust optimization techniques. Here, three evolutionary methods are presented: robust particle swarm optimization, robust genetic algorithm (RGA) and robust simulated annealing with the ability of handling uncertainties. Firstly, the proposed mathematical model is validated by solving a problem in the LINGO environment. Afterwards, to compare and find the efficiency of the proposed evolutionary methods, some large-size test problems are solved. Findings - The results show that the proposed models can prepare a promising approach to fulfill an efficient production planning in multi-site production planning. Results obtained by comparing the three proposed algorithms demonstrate that the presented RGA has better and more efficient solutions. Originality/value - Considering the robust optimization approach to production system with failure in rework and breakdown under uncertainty. © Emerald Group Publishing Limited.

Rabbani M.,University of Tehran | Sadri S.,University of Tehran | Manavizadeh N.,Khatam Institute of Higher Education | Rafiei H.,University of Tehran
Engineering Optimization | Year: 2015

This article addresses advanced available-to-promise (AATP) in mixed-model assembly line sequencing problems. In the developed framework, customers are prioritized with respect to 11 defined criteria using the technique for order of preference by similarity to ideal solution (TOPSIS) method, and order quantities are calculated using a nonlinear mathematical program. Next, a mixed binary nonlinear mathematical program is developed to determine the optimum sequence of the optimized order quantities to minimize the total lateness. Since the proposed models are intractable, a hybrid genetic algorithm-simulated annealing method is also developed. Finally, an industrial case study is reported, the results of which validate the developed AATP framework. © 2014 Taylor and Francis.

Manavizadeh N.,KHATAM Institute of Higher Education | Rabbani M.,University of Tehran | Radmehr F.,University of Tehran
International Journal of Advanced Manufacturing Technology | Year: 2015

Mixed model production is the practice of assembling different and distinct models in a line without changeovers responding to sudden demand changes for a variety of models. In this paper, to achieve a combination of balancing of the tasks and sequencing of models, both the balancing and sequencing problems are considered simultaneously. Three objective functions including: minimizing the cycle times, minimizing the wastages in each station, and minimizing the work overload by considering a multiple objective in both sequencing and balancing problem are investigated. One of the characteristics of this study is minimizing the wastages. The combination of those objectives in such problems has not been studied yet. Also, we propose a new heuristic algorithm and indicate that our results can be improved in the algorithm from the initial solution. Finally, the straight lines and U-lines in our problem are investigated; therefore, a decision maker can decide about the shape of assembly lines and compare the results in these cases. © 2015, Springer-Verlag London.

Jamali M.A.,Khatam Institute of Higher Education | Voghouei H.,Khatam Institute of Higher Education | Md Nor N.G.,National University of Malaysia
NETNOMICS: Economic Research and Electronic Networking | Year: 2014

This paper intends to unravel the theoretical literature about the relationship between information technology (IT) and survival of firms through assessing and comparing the existing literature about both concepts. A selective review of relevant theoretical literature is embarked upon. In this regard, first some theories about the survival of firms such as product life cycle theory, transaction cost theory and traditional economic theory are reviewed, then the paper explores a relationship between them and information technology theories. It is observed that IT through increasing profit, learning, and expected value of firms and decreasing uncertainty, minimum efficient scale and transaction and fixed costs could affect the survival of firms. © 2014, Springer Science+Business Media New York.

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