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Showing 8 results for Ebrahimi

Jafar Mahmudi, Soroosh Nalchigar , Seyed Babak Ebrahimi,
Volume 20, Issue 1 (IJIEPR 2009)

Selection of an appropriate set of Information System (IS) projects is a critical business activity which is very helpful to all organizations. In this paper, after describing real IS project selection problem of Iran Ministry of Commerce (MOC), we introduce two Data Envelopment Analysis (DEA) models. Then, we show applicability of introduced models for identifying most efficient IS project from 8 competing projects. Then, in order to provide further insight, results of two introduced models are compared. It is notable that using basic DEA models -CCR and BCC- decision maker is not able to find most efficient Decision Making Unit (DMU) since these models identify some of DMUs as efficient which their efficiency scores equal to 1. As an advantage, the applied models can identify most efficient IS (in constant and variable return to scale situations) by solving only one linear programming (LP). So these models are computationally efficient. It is while using the basic DEA models requires decision maker to solve a LP for each IS.
M. Ebrahimi, R. Farnoosh,
Volume 20, Issue 4 (IJIEPR 2010)

This paper is intended to provide a numerical algorithm based on random sampling for solving the linear Volterra integral equations of the second kind. This method is a Monte Carlo (MC) method based on the simulation of a continuous Markov chain. To illustrate the usefulness of this technique we apply it to a test problem. Numerical results are performed in order to show the efficiency and accuracy of the present method.
Rasoul Haji, Mohammadmohsen Moarefdoost, Seyed Babak Ebrahimi,
Volume 21, Issue 4 (IJIEPR 2010)

  This paper aims to evaluate inventory cost of a Two-echelon serial supply chain system under vendor managed inventory program with stochastic demand, and examine the effect of environmental factors on the cost of overall system. For this purpose, we consider a two-echelon serial supply chain with a manufacturer and a retailer. Under Vendor managed inventory program, the decision on inventory levels are made by manufacturer centrally. In this paper, we assume that the manufacturer monitors inventory levels at the retailer location and replenishes retailer's stock under (r, n, q) policy moreover, the manufacturer follows make-to-order strategy in order to respond retailer's orders. In the other word, when the inventory position at the retailer reaches reorder point, r, the manufacturer initiates production of Q=nq units with finite production rate, p. The manufacturer replenishes the retailer's stock with replenishment frequency n, and the complete batch of q units to the retailer during the production time. We develop a renewal reward model for the case of Poisson demand, and drive the mathematical formula of the long run average total inventory cost of system under VMI. Then, by using Monte Carlo simulation, we examine the effect of environmental factors on the cost of overall system under VMI .

Dr. Yahia Zare Mehrjerdi, Amir Ebrahimi Zade, Dr. Hassan Hosseininasab,
Volume 26, Issue 3 (IJIEPR 2015)

Abstract One of the basic assumptions in hub covering problems is considering the covering radius as an exogenous parameter which cannot be controlled by the decision maker. Practically and in many real world cases with a negligible increase in costs, to increase the covering radii, it is possible to save the costs of establishing additional hub nodes. Change in problem parameters during the planning horizon is one of the key factors causing the results of theoretical models to be impractical in real world situations. To dissolve this problem in this paper a mathematical model for dynamic single allocation hub covering problem is proposed in which the covering radius of hub nodes is one of the decision variables. Also Due to NP-Hardness of the problem and huge computational time required to solve the problem optimally an effective genetic algorithm with dynamic operators is proposed afterwards. Computational results show the satisfying performance of the proposed genetic algorithm in achieving satisfactory results in a reasonable time. Keywords: hub location problem, dynamic hub covering problem, flexible covering radius, dynamic genetic algorithm.


Hooman Abdollahi, Seyed Babak Ebrahimi, Ali Farmani,
Volume 27, Issue 3 (IJIEPR 2016)

Presently, emerging economies are acquiring singular positions all over the world. The complexities of nowadays economy have caused international companies and investors to be of a tendency towards emerging markets for more profitability and growth. This study aims to find the relationships between firm's profitability and growth in Iranian manufacturing industry consisting of Tehran Stock Market listed manufacturing firms covering 2005-2014. In order to understand the direction of causality between firm growth and profitability, we use system-GMM (Generalized Method of Moments) to estimate growth and profit regressions. The results obtained indicate that there is positively bilateral relationship between profitability and growth in the case of Iranian manufacturing firms. Also, we find the positive impact of current profit (growth) on current growth (profit) is stronger than the impact of the prior year.  

Seyed Babak Ebrahimi, Seyed Morteza Emadi,
Volume 27, Issue 4 (IJIEPR 2016)

Empirical studies show that there is stronger dependency between large losses than large profit in financial market, which undermine the performance of using symmetric distribution for modeling these asymmetric. That is why the assuming normal joint distribution of returns is not suitable because of considering the linier dependence, and can be lead to inappropriate estimate of VaR. Copula theory is basic tool for multivariate modeling, which is defined by using marginal and dependencies between variables joint distribution function. In addition, Copulas are able to explain and describe of complex multiple dependencies structures such as non-linear dependence. Therefore, in this study, by combining symmetric and asymmetric GARCH model for modeling the marginal distribution of variables and Copula functions for modeling financial data and also use of DCC model to determine the dynamic correlation structure between assets, try to estimate the Value at Risk of investment portfolio consists of five active index In Tehran Stock Exchange. The results demonstrate excellence of GJR-GARCH(1,1) with the distribution of t-student for marginal distribution. t-Copula model, estimates the Value at Risk model less than the Gaussian Copula in all cases.

Malieheh Ebrahimi, Reza Tavakkoli-Moghaddam, Fariborz Jolai,
Volume 30, Issue 2 (IJIEPR 2019)

Customization is increasing so build-to-order systems are given more attention to researchers and practitioners. This paper presents a new build-to-order supply chain model with multiple objectives that minimize the total cost and lead time, and maximize the quality level.  The model is first formulated in a deterministic condition, and then investigated the uncertainty of the cost and quality by the stochastic programming based on the scenario. The return policy and outsourcing are the new issues in a build-to-order supply chain by considering the cost and inventory. A Benders decomposition algorithm is used to solve and validate the model. Finally, the related results are analyzed and compared with the results obtained by CPLEX for deterministic and stochastic models.
Ramin Sadeghian, Maryam Esmaeili, Maliheh Ebrahimi,
Volume 31, Issue 3 (IJIEPR 2020)

Todays, the variety of new products will raise the competition between manufacturers. Product portfolio management (PPM) as a suitable tool can influence the customer’s taste and increase the profit of firms. In this paper, the factors of PPM, production planning and a two-player continuous game theory are considered simultaneously. Some constraints are also assumed such as the availability of raw materials and the demand of each product based on some criteria. Two firms have same offered products and compete with each other. The relationships between two producers will be modeled by a non-zero two- player game. A numerical example is presented too. The proposed model is single period that the inventory is equal to zero in the start and finish of period. The objective functions show the profit of products and the constraints are included the utility of products for each customer, the market's share as a function of the probability of customer selection for each section, the type of distribution function for sale quantity, the accessible quantity of the sum of used materials by two producers and etc.
The results shows that demand changing effects on the profit of two players, but effects more on the second player. Also the sale price changing effects on the profit of two players, but effects more on the first player. The obtained data shows that if extra sale price increase the profit of first player will increase while the profit of second player is constant approximately.

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