در هنگام جستجو کلمه در قسمت عنوان میتوانید کلمات مورد جستجو را با کاراکتر (-) جدا کنید.
کاربرد نوع شرط:
- جایگاه : پژوهشی
- مجله: International Journal of Finance and Managerial Accounting
- نوع مقاله: Journal Article
- کلمات کلیدی: Systematic risk,CAPM,jumps,equity risk premium,High Frequency Data
- چکیده:
- چکیده انگلیسی: We decompose time-varying beta for stock into beta for continuous systematic risk and beta for discontinuous systematic risk. Brownian motion is assumed as nature of price movements in our modeling. Our empirical research is based on high-frequency data for stocks from Tehran Stock Exchange. Our market portfolio experiences 136 days out of 243 trading days with jumps which is a considerable ratio. Using 1200 monthly (5200 weekly) estimations, 100 stocks for 12 months (52 weeks), 2400 (10400) betas are calculated. No general trend or constancy has been seen in continuous or discrete betas, and no general correlation between them. Existence and importance of both continuous and discrete betas are demonstrated by related tests. Comparing continuous and discrete beta, show that, in addition to greater significance of discrete beta, the estimated jump beta is higher than the continuous beta almost 87% of the time; and on average jump betas are 180% higher than continuous betas. Both greater significance and greater values are resulted for discrete risk premium.
- انتشار مقاله: 17-02-1396
- نویسندگان: Ali Askarinejad Amiri,Mohammad E. FadaeiNejad
- مشاهده
- جایگاه : پژوهشی
- مجله: International Journal of Agricultural Management and Development
- نوع مقاله: Journal Article
- کلمات کلیدی: Social participation,Entrepreneurial Intention,Social Coherence,Social Confidence and Communication
- چکیده: The main aim of this study was to investigate the relationship of students' social capital components and entrepreneurship intention. The statistical population of this study consisted of all students of University College of Agriculture and Natural Resources, University of Tehran (N=2600) among which 155 students where accessed based on Cochran formula and through convenient sampling. Data were collected through a questionnaire face and content validity of which was approved by faculty members of Agricultural Management and Development Department of University of Tehran. Social capital was measured by four components (i.e. social participation, social coherence, social confidence and social communication). Reliability of the research instrument was measured by computing Cronbach’s alpha coefficient which ranged from 0.72 to 0.88. Path analysis technique employed to investigate the relationship of social capital components and entrepreneurial intention. Results revealed that social participation and social coherence had a direct effect on entrepreneurial intention while social confidence and social communication had an indirect effect on it.
- چکیده انگلیسی: The main aim of this study was to investigate the relationship of students' social capital components and entrepreneurship intention. The statistical population of this study consisted of all students of University College of Agriculture and Natural Resources, University of Tehran (N=2600) among which 155 students where accessed based on Cochran formula and through convenient sampling. Data were collected through a questionnaire face and content validity of which was approved by faculty members of Agricultural Management and Development Department of University of Tehran. Social capital was measured by four components (i.e. social participation, social coherence, social confidence and social communication). Reliability of the research instrument was measured by computing Cronbach’s alpha coefficient which ranged from 0.72 to 0.88. Path analysis technique employed to investigate the relationship of social capital components and entrepreneurial intention. Results revealed that social participation and social coherence had a direct effect on entrepreneurial intention while social confidence and social communication had an indirect effect on it.
- انتشار مقاله: 25-12-1392
- نویسندگان: Rasool Lavaei Adaryani,Mohammad Reza Akbari,Fatemeh Adel,Ali Amiri
- مشاهده
- جایگاه : پژوهشی
- مجله: Geotechnical Geology
- نوع مقاله: Journal Article
- کلمات کلیدی: zinc,lead,Isotope,Carbon,Oxygen,Ravar-Bafgh
- چکیده:
- چکیده انگلیسی: The carbonate-hosted zinc-lead deposits of Ravar-Bafgh area mainly contain non-sulfide ore. In this article, we have studied the variations of carbon and oxygen isotopic ratios from separated non-sulfide minerals. The range of δ13CPDB in the smithsonite varies from -1.456 to -7.248‰ and shows a good congruency with meteoric CO2. In the hemimorphite, 13CPDB values vary from -17.871 to -23.554‰ and show high enrichment of light carbon isotope. Vein-type aragonite associated with non-sulfide ore is formed under the same conditions as the smithsonite, but the calcite mineral associated with sulfide ore is formed under the same conditions as the limestone. The range of 18OSMOW and 18OPDB isotopic ratios is studied in the mentioned minerals. In the smithsonite, the δ18OSMOW values vary from +21.821 to +26.445‰, the values of δ18OPDB vary from -6.882 to -8.768‰, the values in the hemimorphite vary from +16.263 to +19.580‰ and from -10.876 to -14.160‰ for 18OSMOWand 18OPDB respectively. These values show that the non-sulfide minerals of these deposits are formed during the weathering of exposed sulfide ore and the fluids responsible for these processes are descending meteoric waters with minor amount of pore waters entrapped in the porosity of the carbonate host rocks.
- انتشار مقاله: 02-07-1399
- نویسندگان: Ali Amiri,Iraj Rassa
- مشاهده
- جایگاه : پژوهشی
- مجله: Earth Observation and Geomatics Engineering
- نوع مقاله: Journal Article
- کلمات کلیدی: Multi-objective optimization,Particle Swarm Optimization (PSO),Rational Function Models (RFMs),ill-posedness and over-parameterization phenomena
- چکیده:
- چکیده انگلیسی: The existence of both ill-posedness and overparameterization phenomena in the rational function model (RFM), makes it difficult to determine rational polynomial coefficients (RPCs). In this regard, Meta-heuristic algorithms have been widely used. Despite the extensive efforts in this field, it is still challenging to find optimum structures of RFM due to the above-mentioned phenomena. The existing meta-heuristic methods focus on overparameterization and try to remove some unnecessary RPCs using binary particles. Although solving overparameterization can automatically address the ill-posedness phenomenon, meta-heuristics do not achieve desired results by solely focusing on overparameterization. Therefore, it seems necessary to consider both ill-posedness and overparameterization phenomena to achieve an optimum structure of the RFM. Accordingly, in this study, a bi-objective particle swarm optimization (PSO) algorithm, namely BOPSO-RFM, is proposed to determine the optimum RFM structure. This method has two objective functions that should be minimized: 1) the Root Mean Square Error (RMSE) over some of the ground control points (GCPs), and 2) the maximum Pearson correlation coefficient between the columns of the design matrix, each of which corresponding to one of RPCs. While binary meta-heuristic algorithms mostly address the overparameterization phenomenon by considering binary particles and calculating the RMSE over some GCPs, the added objective function tries to address ill-posedness. Experiments conducted on three high-resolution datasets show that the proposed method has led to average improvements of 95% and 29% in terms of accuracy and RMSE values and 99% and 76% improvements in terms of stability, over well-known PSORFO and the state-of-the-art PSO-KFCV method, respectively. Moreover, the analysis of the final design matrix obtained from the final RFM structure revealed that the average of condition numbers corresponding to the BOPSO-RFM results had been 1.14e+9 and 7.39e+4 times lower than those of PSORFO and PSO-KFCV.
- انتشار مقاله: 13-07-1397
- نویسندگان: Saeid Gholinejad,Amin Alizadeh Naeini,Alireza Amiri-Simkooei
- مشاهده
- جایگاه : پژوهشی
- مجله: Earth Observation and Geomatics Engineering
- نوع مقاله: Journal Article
- کلمات کلیدی: Linear programming problem,L1 norm minimization,Data snooping procedure
- چکیده:
- چکیده انگلیسی: L1 norm adjustment is a powerful technique to detect gross errors in geodetic observations. This paper
investigates the results of two formulations that provide the L1 norm adjustment of a linear functional model.
The usual method for implementation of the L1 norm adjustment leads to solving a linear programming (LP)
problem. The formulation of the L1 norm minimization is presented based on the LP problem for a rank
deficient linear(ized) system of equations. Then, an alternative technique is explained based on the least
squares residuals. The results are tested on both linear and non-linear functional models, which confirm the
efficiency of both formulations. The results also indicate that the L1 norm minimization, compared to the
weighted least squares method, is a robust technique for the detection of blunders in geodetic observations.
Finally, this contribution presents a data snooping procedure to the residuals obtained by the L1 norm
minimization method.
- انتشار مقاله: 14-08-1396
- نویسندگان: Alireza Amiri-Simkooei,Alireza Amiri-Simkooei,Alireza Amiri-Simkooei,Alireza Amiri-Simkooei
- مشاهده
- جایگاه : پژوهشی
- مجله: Avicenna Journal of Phytomedicine
- نوع مقاله: Journal Article
- کلمات کلیدی: oxidative stress,Urtica dioica,Hydro-alcoholic extract,Type2 diabetes
- چکیده:
- چکیده انگلیسی:
Objective: Oxidative stress plays an important role in the development of diabetic complications including metabolic abnormality-induced diabetic micro-vascular and macro-vascular complications. Urtica dioica L. (U. dioica) has been traditionally used in Iranian medicine as an herbal remedy for hypoglycemic or due to its anti-inflammatory properties. The aim of the present study was to evaluate the effects of hydro-alcoholic extract of U. dioica on blood lipids, hepatic enzymes and nitric oxide levels in patients with type 2 diabetes mellitus.
Materials and Methods: 50 women with type 2 diabetes participated in this study and were randomly divided into two groups namely, control and intervention groups. Control group received placebo and intervention group received hydro-alcoholic extract of U. dioica. Before and after 8 weeks of continuous treatment, some biochemical serum levels including FPG, TG, SGPT, SGOT, HDL, LDL, SOD and NO were measured.
Results: The results indicated that after 8 weeks, in the intervention group, FPG, TG, and SGPT levels significantly decreased and HDL, NO and SOD levels significantly increased as compared to the control group.
Conclusion: Our results encourage the use of hydro-alcoholic extract of U. dioica as an antioxidant agent for additional therapy of diabetes as hydro-alcoholic extract of U. dioica may decrease risk factors of cardiovascular incidence and other complications in patients with diabetes mellitus.- انتشار مقاله: 09-04-1394
- نویسندگان: Alidad Amiri Behzadi,Hamid Kalalian-Moghaddam,Amirhossein Ahmadi
- مشاهده
- جایگاه : پژوهشی
- مجله: Advances in Industrial Engineering
- نوع مقاله: Journal Article
- کلمات کلیدی: Disaster management,Scheduling,Location of shelters,Routing
- چکیده:
- چکیده انگلیسی: After natural disasters and unexpected events, one of the most vital actions of disaster response phase is to transport evacuees from disaster areas to safe places. In this paper, decisions of the location of shelters and routing and scheduling of relief vehicles at the same time are modeled for a two-level network including depots of vehicles, affected areas, and shelters. In the evacuation operation, the possibility of servicing to evacuees in each affected area by several vehicles, existence of multiple depots of heterogeneous vehicles and time window constraints are considered. To solve the proposed model and demonstrate its efficiency, a numerical example was solved by exact method, and it was done the sensitivity analysis on the problem main parameters. Results show that the number of shelters to locate evacuees and capacity of relief vehicles effects on total times for vehicles to get to affected areas and shelters.
- انتشار مقاله: 25-05-1394
- نویسندگان: Fateme Sabouhi,Ali Bozorgi-Amiri,Mahdi Heydari
- مشاهده
- جایگاه : پژوهشی
- مجله: Advances in Industrial Engineering
- نوع مقاله: Journal Article
- کلمات کلیدی: Disaster management,Scheduling,Location of shelters,Routing
- چکیده:
- چکیده انگلیسی: After natural disasters and unexpected events, one of the most vital actions of disaster response phase is to transport evacuees from disaster areas to safe places. In this paper, decisions of the location of shelters and routing and scheduling of relief vehicles at the same time are modeled for a two-level network including depots of vehicles, affected areas, and shelters. In the evacuation operation, the possibility of servicing to evacuees in each affected area by several vehicles, existence of multiple depots of heterogeneous vehicles and time window constraints are considered. To solve the proposed model and demonstrate its efficiency, a numerical example was solved by exact method, and it was done the sensitivity analysis on the problem main parameters. Results show that the number of shelters to locate evacuees and capacity of relief vehicles effects on total times for vehicles to get to affected areas and shelters.
- انتشار مقاله: 25-05-1394
- نویسندگان: Fateme Sabouhi,Ali Bozorgi-Amiri,Mahdi Heydari
- مشاهده
- جایگاه : پژوهشی
- مجله: Advances in Mathematical Finance and Application
- نوع مقاله: Journal Article
- کلمات کلیدی: DEA two-step,fuzzy multi-objective,value creativity,profitability,managerial ability
- چکیده:
- چکیده انگلیسی: The aim of this study is to investigate the relationship between managerial ability and firm performance. First, we introduce a new two-stage DEA model with a fuzzy multi-objective programming approach for evaluating the performance of companies listed on the Tehran Stock Exchange. In this regard, the stable operation of companies, into two sub-process, have divided, which includes the profitability (first phase) and the value, creativity (the second phase), that is, the outputs of the first stage are inputs for the second stage, which can be used to identify the status of the company's operations and potential for future growth. Second, In order to measure the ability of managers, we use the model provided by Demerging. Finally, the relationship between managerial ability and firm performance are also investigated by means of the truncated-regression model. The results show that there is a positive relationship between the ability of management and firm performance. It means that managerial ability to be significantly related to the performance of the company. In this sense, the performance of the company improves by increasing managerial ability to better use resources and consequently increase overall efficiency.
- انتشار مقاله: 09-10-1397
- نویسندگان: Mohammad Reza Ravanshad,Ali Amiri,Hojjatallah Salari,Davood Khodadadi
- مشاهده