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کاربرد نوع شرط:
- جایگاه : پژوهشی
- مجله: Transactions on Combinatorics
- نوع مقاله: Journal Article
- کلمات کلیدی: Defensive alliance,Alliances in graphs,Edge cut
- چکیده:
- چکیده انگلیسی: Let $ G = (V,E) $ be a graph. We say that $ S subseteq V $ is a defensive alliance if for every $ u in S $, the number of neighbors $ u $ has in $ S $ plus one (counting $ u $) is at least as large as the number of neighbors it has outside $ S $. Then, for every vertex $ u $ in a defensive alliance $ S $, any attack on a single vertex by the neighbors of $ u $ in $ V-S $ can be thwarted by the neighbors of $ u $ in $ S $ and $ u $ itself. In this paper, we study alliances that are containing a given vertex $ u $ and study their mathematical properties.
- انتشار مقاله: 27-12-1394
- نویسندگان: Hasan Kharazi,Alireza Mosleh Tehrani
- مشاهده
- جایگاه : پژوهشی
- مجله: Journal of Structural Engineering and Geotechnics
- نوع مقاله: Journal Article
- کلمات کلیدی: Image Processing,Porous media,Dispersion,disperssivity,least-squares criterion
- چکیده:
- چکیده انگلیسی: This paper presents a simple yet powerful original approach for approximating dispersivity in porous media. The key to this approach is both use of least-squares criterion and image processing technique. Two dimensional transparent models, including horizontal and vertical configurations, under different combinations of grain sizes and pore velocities, experimented. Concentration data were obtained on a 0.5×0.5 mm grid, which represents approximately 1.8×105 measuring points. Estimates of the longitudinal and transverse dispersivity are obtained for each experiment in three time step, and discussed. Acquired results revealed that presented procedure successfully determine dispersivity coefficients and the maximum error of estimation is 4 to 7%. Furthermore, calculated disperssivity varied from 0.001 to 0.003 m corresponding to grain sizes that agree with literature.
- انتشار مقاله: 22-01-1395
- نویسندگان: Mohammad Reza Fadaei Tehrani,Raheleh Feizy,Homayoun Jahanian
- مشاهده
- جایگاه : پژوهشی
- مجله: Journal of Optimization in Industrial Engineering
- نوع مقاله: Journal Article
- کلمات کلیدی: Data mining,clustering,Credit scoring,UTADIS
- چکیده:
- چکیده انگلیسی: In any country, commercial banks lay the groundwork for economic growth by collecting national resources and capitals and allocating them to different economic sectors. Optimal allocation of resources is especially important in achieving this goal. Banks with an effective and dynamic system of customer assessment can efficiently allocate their resources to customers regardless of their geographic area. Following[M1] a linear programming optimization approach, this research employs the UTilités Additives DIScriminantes (UTADIS) model for credit scoring of bank customers. The advantages of the proposed technique are high flexibility, mutual interaction with decision makers, and the ability to update under various macroeconomic conditions. The chosen environment is a branch of Bank Refah Kargaran, one of the popular banks in Iran. According to the experimental results, the proposed technique demonstrates high effectiveness. Also, the results indicate that the initial credit score and age of the applicants are the most influential factors for credit scoring of customers.
- انتشار مقاله: 26-06-1397
- نویسندگان: Abdollah Nazari,Mohammadreza Mehregan,Reza Tehrani
- مشاهده
- جایگاه : پژوهشی
- مجله: Iranian Journal of Finance
- نوع مقاله: Journal Article
- کلمات کلیدی: Minimum Spanning Tree,Network behavior of stock,Hierarchical clustering,Behavioral similarity
- چکیده:
- چکیده انگلیسی: Nowadays, financial markets in Iran have attracted the attention of many managers, investors and financial policymakers. Therefore, in order to make the optimal decision and reduce the risks in such a market, it is important to identify and analyze the network behavior of the financial markets at different times to obtain the optimal decision. The current study aims to answer the following research question; how is it possible to use the minimum spanning tree and hierarchical clustering in the network analysis of the Tehran Stock Exchange? The period examined was 2013 to 2018. The population consisted of all the companies accepted in Tehran Stock Exchange. The sampling was selected purposefully and contained the companies which had at least one trading day in the time span from the beginning of 2013 to the end of 2018. The stock of the investigated companies was considered as the vertexes of one graph and the coherent information criterion was considered as the weight of the edge. First, the minimum spanning tree of the graph was calculated. The results revealed that the stocks of DarooAbuReihan, DarooPakhsh and Alborzdaroo had a high influence on directing the prices of the other stocks. Furthermore, the results of hierarchical clustering classified the stocks of the companies into 8 clusters. This study presents a viewpoint about the modern method designed for the analysis of complex financial networks. Moreover, the study offers an analysis of Iran's stock market structure which can be the center of finance researchers and analysts' attention.
- انتشار مقاله: 18-05-1398
- نویسندگان: Salman Abbasian-Naghneh,Reza Tehrani,Mohammad Tamimi
- مشاهده
- جایگاه : پژوهشی
- مجله: Iranian Journal of Finance
- نوع مقاله: Journal Article
- کلمات کلیدی: Technical Analysis,Monte-Carlo Technique,Random portfolio,Strategy-based portfolio
- چکیده:
- چکیده انگلیسی: Market participants use different tools basically technical or fundamental analysis to have a higher return in constructing a well-maintained portfolio. Examining the efficiency of technical strategies in creating a portfolio is the main objective of this study. Technical analysis is based on using historical trading data to launch selling and buying rules that maximize return and still control risks of loss. We use the adjusted trading data of 50 active stocks in the Tehran Stock Exchange as our sample which includes daily trading data from 2008 to 2019. We construct two types of portfolio; strategy-based portfolio versus random one. Then we calculate abnormal returns of each type of portfolio, applying the Monte-Carlo technique. Using Independent-Samples T-Test to compare means of the abnormal returns, our findings show that there is a significant positive abnormal return for both strategies applied in constructing a portfolio (0.057 and 0.062 mean difference for the first and second strategy, respectively), confirming the higher efficiency of applying technical strategies in portfolio management. Therefore, it is suggested to have and apply a strategy or combination of strategies for trading as an active participant, instead of constructing, rebalancing and maintaining one’s portfolio only by chance, since there will be undesirable results in the long-run.
- انتشار مقاله: 11-09-1398
- نویسندگان: Mohammad Bagher Karimi,Reza Tehrani,Mohammad Hossein Ghaemi,Seyyed Mojtaba Mirlohi
- مشاهده
- جایگاه : پژوهشی
- مجله: Iranian Journal of Finance
- نوع مقاله: Journal Article
- کلمات کلیدی: Liquidity Management,Asset-Liability Management (ALM),Goal Programing (GP)
- چکیده:
- چکیده انگلیسی: Asset-liability management (ALM) helps managers achieve their respective objectives by surveilling and controlling the ways through which resources are obtained and allocated. Furthermore, with the help of liquidity management, which sets the required cash by banks for fulfilling costs and other needs (e.g. the cash requested by depositors), ALM controls the risk. In addition, ALM helps managers realize profitability and efficiency of the bank through the application of goal programming (GP) whereby multiple objectives are simultaneously considered when making decisions.
In the present research, upon collecting the required data and information, acquiring opinions of experts at a sample bank, and investigating balance sheet of the bank while considering respective constraints, orders of priority of objectives were determined. The results indicated consistency of some items in the balance sheet, such as cash inventory and liability to Central Bank with those set by the model. On the other hand, when it came to some other items, including receivables from the government and credited facilities to public sector, the observed growth was in line with that anticipated by the model. In the meantime, for most items of the balance sheet, including termed deposits and other deposits, investments, and joint activities, the model suggested variable yet positive growths; the growth was higher in demand deposits which are known as less expensive resources, indicating facts about Iranian banking system and Iranian economy where communities are making greater deals of effort to attract this sort of resource.- انتشار مقاله: 11-10-1348
- نویسندگان: Tohid Jahandideh,Mohammad Esmaeil Ezazi,Reza Tehrani
- مشاهده
- جایگاه : پژوهشی
- مجله: Iranian Journal of Basic Medical Sciences
- نوع مقاله: Journal Article
- کلمات کلیدی: NMR,Thyroid cancer,Serum,Metabolomics,Multinodular goiter
- چکیده:
- چکیده انگلیسی: Objective(s): As the most prevalent endocrine system malignancy, papillary thyroid carcinoma had a very fast rising incidence in recent years for unknown reasons besides the fact that the current methods in thyroid cancer diagnosis still hold some limitations. Therefore, the aim of this study was to improve the potential molecular markers for diagnosis of benign and malignant thyroid nodules to prevent unnecessary surgeries for benign tumors.
Materials and Methods: In this study, 1H-NMR metabolomics platform was used to seek the discriminating serum metabolites in malignant papillary thyroid carcinoma (PTC) compared to benign multinodular goiter (MNG) and healthy subjects and also to better understand the disease mechanisms using bioinformatics analysis. Multivariate statistical analysis showed that PTC and MNG samples could be successfully discriminated in PCA and OPLS-DA score plots.
Results: Significant metabolites that differentiated malignant and benign thyroid lesions included citrate, acetylcarnitine, glutamine, homoserine, glutathione, kynurenine, nicotinic acid, hippurate, tyrosine, tryptophan, β-alanine, and xanthine. The significant metabolites in the PTC group compared to healthy subjects also included scyllo- and myo-inositol, tryptophan, propionate, lactate, homocysteine, 3-methyl glutaric acid, asparagine, aspartate, choline, and acetamide. The metabolite sets enrichment analysis demonstrated that aspartate metabolism and urea cycle were the most important pathways in papillary thyroid cancer progression.
Conclusion: The study results demonstrated that serum metabolic fingerprinting could serve as a viable method for differentiating various thyroid lesions and for proposing novel potential markers for thyroid cancers. Obviously, further studies are needed for the validation of the results.- انتشار مقاله: 15-12-1396
- نویسندگان: Reyhaneh Farrokhi Yekta,Mostafa Rezaei Tavirani,Afsaneh Arefi Oskuie,Mohamad Reza Mohajeri Tehrani,Ahmad Reza Soroush,Alireza Akbarzadeh Baghban
- مشاهده
- جایگاه : پژوهشی
- مجله: Iranian Journal of Basic Medical Sciences
- نوع مقاله: Journal Article
- کلمات کلیدی: NMR,Thyroid cancer,Serum,Metabolomics,Multinodular goiter
- چکیده:
- چکیده انگلیسی: Objective(s): As the most prevalent endocrine system malignancy, papillary thyroid carcinoma had a very fast rising incidence in recent years for unknown reasons besides the fact that the current methods in thyroid cancer diagnosis still hold some limitations. Therefore, the aim of this study was to improve the potential molecular markers for diagnosis of benign and malignant thyroid nodules to prevent unnecessary surgeries for benign tumors.
Materials and Methods: In this study, 1H-NMR metabolomics platform was used to seek the discriminating serum metabolites in malignant papillary thyroid carcinoma (PTC) compared to benign multinodular goiter (MNG) and healthy subjects and also to better understand the disease mechanisms using bioinformatics analysis. Multivariate statistical analysis showed that PTC and MNG samples could be successfully discriminated in PCA and OPLS-DA score plots.
Results: Significant metabolites that differentiated malignant and benign thyroid lesions included citrate, acetylcarnitine, glutamine, homoserine, glutathione, kynurenine, nicotinic acid, hippurate, tyrosine, tryptophan, β-alanine, and xanthine. The significant metabolites in the PTC group compared to healthy subjects also included scyllo- and myo-inositol, tryptophan, propionate, lactate, homocysteine, 3-methyl glutaric acid, asparagine, aspartate, choline, and acetamide. The metabolite sets enrichment analysis demonstrated that aspartate metabolism and urea cycle were the most important pathways in papillary thyroid cancer progression.
Conclusion: The study results demonstrated that serum metabolic fingerprinting could serve as a viable method for differentiating various thyroid lesions and for proposing novel potential markers for thyroid cancers. Obviously, further studies are needed for the validation of the results.- انتشار مقاله: 15-12-1396
- نویسندگان: Reyhaneh Farrokhi Yekta,Mostafa Rezaei Tavirani,Afsaneh Arefi Oskuie,Mohamad Reza Mohajeri Tehrani,Ahmad Reza Soroush,Alireza Akbarzadeh Baghban
- مشاهده
- جایگاه : پژوهشی
- مجله: International Journal of Advanced Studies in Humanities and Social Science
- نوع مقاله: Journal Article
- کلمات کلیدی: Liquidity,Stock Returns,risk assessment,sale,business risk,Central indicators,Capital Markets
- چکیده:
- چکیده انگلیسی: Tehran Stock. Based on data analysis based on a correlation test and descriptive test run. Descriptive statistics including measures of central tendency and dispersion are independent variables include sales, liquidity and business risk and stock return is the dependent variable According to the findings, investors and capital market participants to sell the sample firms and liquidity ratios have responded. The market capitalization of the company's business risk, and may not, other criteria can be considered in the risk assessment of companies.
- انتشار مقاله: 16-12-1397
- نویسندگان: Mahdi Bagheri,Abolghasem Gholamreza Tehrani,Elham Niromand Vojdani Aval
- مشاهده
- جایگاه : پژوهشی
- مجله: Advances in Mathematical Finance and Application
- نوع مقاله: Journal Article
- کلمات کلیدی: Petrochemical Industry,Exchange Rate Movements,ARFIMA-FIGARCH framework,Long Memory property,Fractal Market Hypothesis
- چکیده:
- چکیده انگلیسی: The present study models the risk of investment in the petrochemical industry considering the impacts of exchange rate (US dollar to Iran's Rial) movements using the time series data from November 2008 to March 2019 and ARFIMA-FIGARCH framework. The empirical results prove the existence of the Fractal Market Hypothesis, FMH, and the Long Memory property in both the risk and return of the petrochemical stock index. These findings can be culminated in reaching a reliable and significant model to evaluate the investment risk in the petrochemical industry. In line with this, to analyze the idea whether considering the exchange rate movements matter for assessing the risk management in the petrochemical industry, the effects of exchange rate movements as a crucial source of systematic risk in Iran has been taken into consideration in the process of modelling the risk of investment in that industry. Our results demonstrate that the exchange rate movements have had a direct and significant effect on the investment risk of that industry so that if, on average, one percent change occurs in the exchange rate, the investment risk in this industry changes by 57% in the same direction.
- انتشار مقاله: 28-03-1398
- نویسندگان: Alireza Khosrowzadeh,Aboutorab Alirezaei,Reza Tehrani,Gholamreza Hashemzadeh Khourasgani
- مشاهده