Sharif Digital Repository

Market share of some private insurance companies in Iran has demonstrated upward and then downward trends over the years . Due to the similarity of conditions among all companies, the internal structure of companies is the main reason for the creation such trends. The operation of insurance companies has a lot of feedback mechanisms and delay relationships. In this research for purpose of modeling a holistic and comprehensive view and understanding the structure of private insurance companies in Iran, feedbacks and delay relations System dynamics approach is used. The developed model structure consists of five interconnected modules, each representing a relatively detached sphere of... 

Risk is always related to all banking activities and attention to it, is the key to any banking operation. Due to exposure to credit risk, banks have always had many problems and long recognized that, credit risk is of paramount importance and should be monitored, recognized, controlled and measured. For this reason, effective credit risk management has become an essential element of the risk management approach. This approach will be particularly relevant in assessing the long-term success of banks. Today, banks are seeking to ensure that they have sufficient funds to face any kind of credit risk. In order to obtain this certainty, scientifically and accurately, approaches considering time,... 

The design and planning of resilient supply chains is a major challenge due to the increasing complexity of these systems that operate in a global market and therefore are more exposed to disruptions. Present work aims to apply principle of resiliency in a supply chain by simulation. A case study of Shahab Company is used to illustrate the effect of redundancy and agility on its resiliency. We simulate the relationships of Shahab Company with its suppliers, and the suppliers with their sources and investigate the effects of disruptions in the model. Shahab Company has two main supplier and they own sources. To evaluate the designed model, two performance measures were defined, inventory and... 

Every year, a lot of costs are incurred to dairy production sets for new product production or product improvement.cosidering to the high amount spent on this sector so if there is not any cost management and cost planning based on life cycle of projects , costs will increase .As a result today considering of life cycle in cost management is a Essential principle . In this study we consider kalleh dairy company as a case study and resuls of this study will be a complete economic model for cost management based on the life cycle of dairy projects  

Nowadays, Information Security is one of the most challenging issues in organizations. With the development of technology and the Internet, people insist on greater access to information and data. In addition to creating value-added for the organization, collecting a huge amount of data in the organization's database and using IT tools threat it by losing the funds and credibility obtained from customer confidence in different ways. Therefore, managing information security is necessary due to the current competitive environment. In spite of the advancement of technology, the existence of many complexities in this subject led to the growth of security incidents. Hence, the organizations’... 

In today’s competitive market, IT development, increasing customers’ expectations, economic globalization and other modern competitive priorities, made organizations change. Need to respond to better customers’ demands, competition changing condition, and increasing environmental noises are the motivations to notice resiliency. Moreover, to increase competitiveness in such a changing business environment, companies should cooperate with their customers and providers to not only conduct the operation simply and effectively but also to reach a level of rapidity and resiliency which companies can’t get through solely. Supply chains are effective. However, they are complicated since they have... 

This paper studies sub game perfect Nash equilibrium of a price competition in an oligopoly market with perishable assets. Sellers each has one unit of a good that cannot be replenished, and they compete in setting prices to sell their good over a finite sales horizon. Buyers each demand one unit of the good in each period and the number of buyers coming to the market in each period is random. All sellers’ prices are accessible for buyers, and search is costless. Using stochastic dynamic programming methods, the best response of sellers can be obtained from a one-shot price competition game regarding remained periods and the current-time demand structure. Assuming a binary demand model, we... 

The purpose of this study was to investigate the effect of political-economic shocks on the demand for foreign tourism in the country. In order to achieve this goal, tourism demand was simulated with the dynamics of systems. After validating the simulated model, the forecast of tourism demand of the country was carried out in three areas of cultural-historical tourism, pilgrimage and business. The results were measured according to the tourist attraction document of Iran for 2025. The results show that reaching 16.3 million tourists by 2025 cannot be achieved if the performance of the state's private and public entities in each sector of the tourism industry continues to meet current... 

Today with the development of big cities and also increase in the population, the problem of school routing problem and drivers rout is in essential importance. In this research first literature review is completed on the subject of routing problems to find research gaps, and then a model and algorithm based on time and traffic will be presented. It has to be noticed that, we consider assumption to simulate the real-world problem. In the second phase of research all of the model components will be introduced, and then we will solve the short version of the problem with GAMS exact algorithms. Solution based on GAMS also will be presented at the end of this phase, and the results will be... 

Blood supply chains play a key role in the healthcare systems. Any improvement in the management of these chains have a direct impact on the whole healthcare system. In this research two model for centralized and decentralized blood supply chain networks have been developed by mixed integer linear programming. These models are multi-periodic and include both tactical and strategical decisions for the several periods. In this research the blood group compatibility has been considered in the models, also demand and supply of blood have been considered uncertain, and due to this reason in order to deal with the uncertainty of model the robust Possibilistic programming has been utilized to find... 

Today, using abstraction and modeling is the natural way to study the problems and challenges in the world around us. The structure of many natural, social and even economic systems is based on a network of communications, such as the World Wide Web, social networks, producers and consumers interactive networks, and so on. Many of these networks have a structure with non-trivial topology called complex networks. The citation network is one of the most famous types of complex networks that has attracted many of researchers in this field, because of features such as consistency, available data, and etc. Among the fields of study, theoretical physics, with rich data bases such as INSPIREHEP, is... 

Business intelligence is a set of theories, methods, processes and technologies that are used to obtain useful and meaningful information. Due to the inclusion of different and various products, chain stores have to manage a lot of data, which is different from the retail and company data in terms of number and variety. in this regard business intelligence has to be used for making decisions. The catch is felt in different parts of the chain stores. The main purpose of this study is to provide a model to investigate the impact of using business intelligence on Ofogh Kourosh chain stores. Research variables were extracted using literature review on the impact of business intelligence on chain... 

In this thesis departure programming are studied in general state and takeoff programming studied in special state. Departure programming consists of several parts that decisions for each part may influence in the other parts. Because of unforeseen delays this problem is a dynamic problem. Holding area is a part that overtaking operations performance before takeoff. An initial sequence obtained from ground controller. A heuristic algorithm that used in this thesis is a hybrid of constraint satisfaction and dynamic programming for minimizing sum of the total delays. The performance of the heuristic algorithm is compared with tabu search algorithm. The result shows that the proposed algorithm... 

In today’s global marketplace, individual firms no longer compete as independent entity in market, but rather as integral part of supply chain. Therefore, final success of company completely depends on its managerial ability to coordinate the network of business relationships among supply chain parts. In strategy research, the importance of supply chain strategic management concepts has long been discussed and recognized to hold the potential to lead to business success. Due to complex nature of business environment, managers need to use a integrated decision structure supporting all variables and their interactions. To identify an supply chain base organization’s strategy this study... 

This study frames optimal policies for determining price , warranty length and Advertisement rate when free replacement of defective items is the business policy and the demand is dependent on price, warranty, advertisement and cumulative sales for high-tech products which have functional aspects. We apply optimal control theory to a profit-maximization model that takes into consideration the expected warranty cost per item. The maximization of market values is based upon a pre-determined life cycle and spans across both expansion and saturation phases of the market. We further investigate the optimal policies for an exponential lifetime distribution, when the demand function is set by... 

Due to the significance of exchange rates in economic policy making, different patterns have been proposed so as to explain the behavior, provide ways to model and deliver tools to forecast different exchange rates. Using a novel approach, this thesis tries to investigate the behavior of exchange rates by identifying time series nature of exchange rates, and performing nonlinear test for daily data between years 2003 to2006. In this study, we try to model and forecast the daily exchange rates by the use of Artificial Neural Networks (ANN). We also compare the results with ARIMA model outputs based on measures for forecasting accuracy. 80 percent of the daily data, that is, 1160 days from... 

Health care systems are among most important service centers in every society because they directly deal with human's life. Among manifold different kinds of health care systems, emergency services are the most significant ones. Increasing costs of the system is the most important problem of emergency services all over the world. These high costs have resulted in low quality of the service. So, proposing an effective plan for decreasing the costs is severely needed.
In this research, initially a long term and strategic plan is offered for emergency capacity in a determined period of time. In this plan, total costs of system including capacity as well as waiting time of patients are... 

The problem of stock price direction prediction is of great value among investors and researchers in the past decades. Even the smallest improvement in the performance of forecasting methods can lead to noticeable profit for investors. In this regard, in this research, a new method for filling the literature gap in the field of stock price direction forecasting is proposed. In the proposed method, two concepts of dynamics and model selection in dealing with data is investigated. Finally a predictive model is developed according to the two abovementioned concepts. Moreover, in this work, using a meta-learning approach one step towards making the prediction process automatic is taken. The... 

Businesses need to narrow down their segmentation and divide customers into smaller groups because some low-loyalty customers have the potential to become loyal customers. Therefore, we have focused on non-loyal customers. This study proposes a framework in which customers with low loyalty value are examined in four six-month time periods and an overall two-year time period and divided into smaller periods. First, a clustering was performed with K-Means algorithm and RFM model, then the migration pattern of customers from one cluster to another was identified using the sequential pattern technique. The transition of customers and their potentiality was determined and according to these...