Sharif Digital Repository

This research proposes a novel hybrid method for stock price index forecasting relying on technical analysis, the fundamental analysis of capital market, neural networks technology, and fuzzy logic. The new method shows a good performance comparing complicated and time-consuming forecasting methods. Several factors influence stock price; for example, an important one is the previous trend of stock price. Fortunately, by developing technical analysis and introducing the various indices of this method the maximum use of historical data is made in order to forecast future prices. Another kind of factors is macro-economic variables that their influence on the long-term trends of the stock... 

The healthcare industry collects huge amounts of healthcare data which, unfortunately, are not“mined” to discover hidden information for effective decision making. Discovery of hidden patterns and relationships often goes nexploited. Advanced data mining techniques can help remedy this situation. The diagnosis of diseases is a vital and intricate job in medicine. The recognition of heart disease from diverse features or signs is a multi-layered problem that is not free from false assumptions and is frequently accompanied by impulsive effects. Thus the attempt to exploit knowledge and experience of several specialists and clinical screening data of patients composed in databases to assist the... 

In this research a joint location- inventory problem is analyzed. We assumed two kinds of inventories: fast-moving and slow-moving goods. These two kinds of goods can be observed in after sales service systems. In the real world fast moving goods are stocked in all dealers but for slow moving goods there is no force to stock in all dealers. Therefore an important decision in these systems is where and how much we should stock the slow moving goods and how each dealer can supplies its demand for slow moving goods. In this research we model this problem as a joint location-inventory model which locates some warehouses in the network to stock the slow moving goods and assigns the dealers to... 

In this study hybrid classification models by combining genetic algorithm and classifiers such as neural network and decision tree are presented and efficiency of these models is tested on 5 different databases against other proposed models in this area. This comparison shows that the model obtained by combining genetic algorithm and neural network obtains better results than other models. Afterwards this model is used as a decision support system in diagnosis heart disease and in addition to determining the parameters of neural network such as the number of hidden layers and the number of neurons in each layer, efficient features in diagnosis heart disease are also determined. Among the... 

In this research, the location-inventory problem is developed in order to design a distribution center considering customers behavior. We consider two groups of customers who have different behavior on purchase. The customers may order the product via internet and receive it at their location or go to the nearest store and buy the product at the store center. We model the problem as a multi-objective programming model. The objectives are maximizing the profit as well as maximizing the market share. The model locates the distribution centers (DC) and allocates the customers to DCs. Two heuristic algorithms developed to solve the model: non- dominated Sorting Genetic Algorithm (NSGA-II) and... 

One of the main applications of revenue management is in healthcare industry. By combining these two concepts, subjects such as patient allocation and scheduling and no-show rates were developed in the literature. Up until now, allocation and scheduling were considered separately in the literature. Also, no-show rates were predicted using regression models and data mining tools and these predictions were rarely used in scheduling systems. In this thesis, we combined allocation based on patients’ insurance type with scheduling based on patients’ no-show rates. Also, patients’ no-show rates were predicted and these rates were used in the proposed scheduling model. Firstly, the integrated... 

In this thesis, the problem of the hotel revenue management with the customer choice behaiver has been studied . In this model , each customer has a preference order among the set of products. He purchased or booked his products according to his ordered list of preferences. Because the high number of hotel products are assumed, each customer can only choices different fare classes and the list of the preference customers is made up of different fare classes. Two different approaches have been used to solve this problem . The first approach is The linear programming model in which α percent of the capacity is allocated to business customers and the remaining capacity to leisuer customers... 

In this research we study multi-commodity inventory-location problem under disruption risk that is formulated to a nonlinear integer-programming model. The objective function of this model is minimization of inventory and location costs simultaneously under disruption risk. These disruptions may be caused by natural events such as earthquake, flood, fire and man-made sources like labor strike or terrorist attack. The structural design of a supply chain greatly affects how these kinds of disruption risks influence the network. In this regard, this study proposes a strategy to reduce the impacts of disruption risk by considering substitute commodity in the multi-commodity inventory-location... 

In this study, we consider a newsvendor problem. The newsvendor in addition to determine order quantities must also determine the selling price of each product. The demand of each product is of a stochastic nature and depends on the selling price. It is assumed that products are cross-elastic. We also assume that retailers want to apply mixed bundling strategy. It means that in addition to selling products separately, they sell them as bundles. Two types of two-steps algorithms (p-constant, q-constant) were proposed. First we applied these algorithms for newsvendor problem with 2 single products and 1 bundle. After demonstrating its efficiency, algorithms were developed for solving problems... 

The objective of this study is to investigate the effects of brand familiarity and product type on consumer responses to cause-related marketing (CRM). The construct of involvement is used to categorize products. Besides, the general reaction of consumers to CRM campaigns in low-CRM-awareness situation is assessed. A classical experimental design with 202 respondents is used and results are analyzed using repeated-measures ANOVA and paired t-tests. The results show that how the interaction of brand familiarity and product type can affect the consumer responses to cause-related marketing campaigns. Brand familiarity and interaction effect of familiarity and product type proved influential on... 

Assortment planning considers the problem of product classification in order to maximize the profit by considering related constraints. Integrating the assortment planning with inventory management plays an essential role in retail optimization. The importance of integrating these problems is related to customer behavior in substituting the products in case of shortage. The customer checks the availability of products in order of his/her priorities and buys a product if available otherwise leaving the store without purchase if he/she cannot find a product according to his/her preferences. Customer preferences are modeled through the definition of consumer types, where a type is a ranking of... 

Nowadays, competition in supplying the requirement of the customer having become so important and curtail between the companies, so marketing plays an important role in the progress of the firms. Therefore, business and marketing concept is one the important tools to achieve their potential goals in the target markets. For Esfahan Steel Company because of their product’s quality, marketing is so significant. With respect to put the third forge will be put into operation perfectly in this company, the production will be increased and reach to 3.7 million tones per year. In this research, we develop a Marketing Plan for the products of this company in the international target market  

Growing concerns towards social and environmental issues besides economic in supply chain causes that the sustainable supply chain become one of the most important concepts in a supply chain. Likewise, a supply chain network design which is profound influence on long-run economic, environmental, and social decisions is one of the key and strategic topics in a supply chain. In this study, we represent an integrated approach for a three-layer sustainable supply chain network design with routing and different transportation modes, the objectives of which are minimizing total costs, a minimizing 〖CO〗_2 emissions of transportation, and maximizing total values of social purchasing. In this... 

Consider a production system with a single product which is demanded by n different customer classes and each customer class has a Poisson demand with rate of λ_i for class i customer class. The important note is that different customer classes have different values for the system and they have different lost sales cost for the system. Therefore, the optimal decision is not necessarily satisfying the customer which arrived sooner. The main idea in this thesis is that for this problem which needs rationing in stock out situations, we can use pricing in line with rationing.
First, we have formulated the problem for the case of two customer classes and two available prices. We formulated... 

In the research, the order acceptance and scheduling problem is integrated with pricing in order to maximize the net profit. Two mixed linear integer programming models have been proposed for the problem. A two level tabu search algorithm is proposed to solve the model. The suitable structure is determined for the algorithm based on numerical experiments. Based on experimental design results, the hybrid of random initial solutions and swap move in neighborhoods determination is the best structure for the algorithm. Numerical analysis shows the reasonable performance of proposed algorithm  

In the aftermath of mass-casualty events, main resources may be overwhelmed by the sudden jump in demand. To ration these resources with considering the patients priority for help, mean triage. For prioritizing the patient for help, the limitation of resources should be considered. These resources can be different. This thesis at the first step investigates how the priority assignment can be done in a clearing system and what the potential benefits would be when there are same resources in the system. At the next step, the difference between resources is considered. So in this thesis, the problem of priority assignment of patients in an emergency system is modeled and analyzed at first with... 

Pricing and Revenue Management in systems that offer services in subscription as well as pay-per-use format simultaneously is one of the most significant challenges in service companies. One of the main criteria in these systems is keeping the loyal customers and attracting more subscribers. Pricing and capacity allocation are decisions to be made in such systems considering customer’s behavior. In this research, we consider a service system with subscription and pay per use options to analyze the price and capacity allocation based on customer’s bahvior. The Loss Aversion theory is assumed for customer’s behavior and its effect on decisions is analyzed. A greedy algorithm as well as a smart... 

Cross docking is a novel docking method which importance in supply chain management has been underlined in recent decades. Two main operations of regular docking centers, including storage and picking up are eliminated in cross docking facilities in order to decrease inventory holding costs, shorten lead times and at the same time increase service level. Although inbound and outbound flow at each cross dock are determined by the flow of shipments through the network, overwhelming majority of papers in this field have addressed each of local and network-wide cross docking problems mutually in isolation. That being so, the problem dealt with in this research, is to how determining the flow of... 

In this research, the inventory – routing problem considering discount is studied. The problem consists of a supplier and several retailers who form a network of demand and supply points. In this research, offering discount to retailers is considered as an appropriate policy for reducing total costs of the supply chain. The supplier can augment the utility of her trucks by offering discounts and incentives to the retailers and delivering them amounts of product beyond their economic ordering quantity. This way, the supplier can have full truck-loads instead of lower than full truck-loads while delivering the demands of the retailers. This, can result in a decrease in transportation costs and... 

The main purpose of this thesis, is the scrutiny of social influences on products sales and prices. That is what probable effects can be imposed on the amount of sale and price of products as a result of customer's satisfaction or dissatisfaction. In this research pricing of a new product is considered which is produced and supplied through market in a monopolized manner for a specific time period. At the first period, people purchase the product given factors such as price, quality, etc. a part of whom, put comments about their experience regarding the product quality on social networks. In following periods, alongside with aforementioned factors, new purchasers also consider positive or...