محسن رستمی مال خلیفه
استادیار ریاضی، دانشگاه آزاد اسلامی، تهران، ایران
[ 1 ] - رتبه‌بندی گروهی واحدهای بانکی با رویکرد تحلیل پوششی دادهها
درحالی‌که به محاسبة کارایی نسبی واحدهای یک گروه با استفاده از تحلیل پوششی دادهها توجه زیادی شده است، تجارب مرتبط با مقایسة کارایی چند گروه از واحدها بسیار محدود است، و سازمان‌هایی مثل بانک‌ها که از چندین سرپرستی تشکیل شده‌اند، می‌توانند از این موضوع استفاده کنند. مدل شبکه‌ای سیستم‌های موازی کائو که بدین منظور طراحی شده است، در عمل به مقایسة مجموعة امکانی متشکل از واحدها منجر میشود. این مقاله...
[ 3 ] - Calculating Cost Efficiency with Integer Data in the Absence of Convexity
One of the new topics in DEA is the data with integer values. In DEA classic models, it is assumed that input and output variables have real values. However, in many cases, some inputs or outputs can have integer values. Measuring cost efficiency is another method to evaluate the performance and assess the capabilities of a single decision-making unit for manufacturing current products at a min...
[ 4 ] - Efficiency Evaluation and Ranking DMUs in the Presence of Interval Data with Stochastic Bounds
On account of the existence of uncertainty, DEA occasionally faces the situation of imprecise data, especially when a set of DMUs include missing data, ordinal data, interval data, stochastic data, or fuzzy data. Therefore, how to evaluate the efficiency of a set of DMUs in interval environments is a problem worth studying. In this paper, we discussed the new method for evaluation and ranking i...
[ 5 ] - Determining Left and right Returns to Scale (RTS) and RTS sustainability by using linear programming problems based on simultaneous changes in inputs and outputs
Determining the type of returns to scale (RTS) and identifying stability region for RTS of evaluating unit are appropriate abilities for forecasting the future the unit when its size is changed. This paper aims to introduce RTS sustainability of frontier decision making units (DMUs) in data envelopment analysis (DEA). Based on the importance of RTS in relation to decisions of managers, differen...
[ 6 ] - Efficiency and Effectiveness with interval indices in stochastic environments
Non-parametric DEA is a technique on the basic of mathematical programming to determine the efficiency of homological decision making units. DEA models changes in demand cause changes in variations in output levels and also will cause changes in a firm’s inefficiency. Often a firm can adjust input influencing on the output level. Models designed with technique on DEA that considers changes in d...
[ 7 ] - Congestion measurement in data envelopment analyses under weak disposability of desirable and undesirable outputs in a Two-phase Network
Congestion is one of the main issues in data envelopment analyses which have particular importance. Recently researches about congestion, whether in economic articles or in Operations Research articles in had grown increasingly. Congestion is a wasteful stage of the production process where outputs are reduced due to excessive amount of inputs. In economics, congestion is very important because...
[ 8 ] - The Effect of efficiency of cooperative learning method on increasing blind students' perception of mathematical conceptions
Blind students have limitations that their teachers have to apply efficient educational methods for them. Since mathematics concepts are abstract for blind students and they cannot understand these concepts deeply, this research has tried that used and introduced cooperative learning method for this reason. Blind students have high listening capacity then cooperative learning method can pro...
[ 9 ] - finding the defining hyperplanes of production possibility set with variable returns to scale using the linear independent vectors
The Production Possibility Set (PPS) is defined as the set of all inputs and outputs of a system in which inputs can produce outputs. In Data Envelopment Analysis (DEA), it is highly important to identify the defining hyperplanes and especially the strong defining hyperplanes of the empirical PPS. Although DEA models can determine the efficiency of a Decision Making Unit (DMU), but they...
[ 10 ] - Provide a Model for Reallocating Resources in the Structure of Pasargadae Bank Branches With Emphasis on Efficiency and Productivity
Data envelopment analysis (DEA) creates many opportunities for collaboration between analyst and decision-maker. There are, however, situations in which all of the decision-making units (DMUs) fall under the umbrella of a centralized decision maker that oversees them. Many organizations such as bank branches, chain stores, … can do this. This centralized decision maker unit expect that resource...
[ 11 ] - A New Method for Optimization of Inefficient Cost Units In The Presence of Undesirable Outputs
Undesirable Output such as pollution and waste may occasionally occur in the production process, which should be reduced to improve efficiency. In the present study, cost efficiency model is presented in the presence of undesirable output by Inverse Linear Programming, and the desirable cost is calculated in order to achieve cost efficiency for units that are technically efficient but not cost-...
[ 12 ] - ارزیابی و رتبه بندی سازندگان قطعات یدکی با استفاده از روش فرآیند تحلیل سلسله مراتبی (مطالعه موردی: شرکت ملی حفاری ایران)
In recent years supply chains have gained the attention of many researchers & industrialists. Within today's competitive market, producers are not only concerned with their internal conditions, but the selection of the best markets together with the best providers. Functioning of the supply chain depends on the vast chain of supplies for providing customer needs, which include ease of customer ...
[ 13 ] - اعمال فاکتور تاثیر غیرمستقیم مرتبط با ورودی‌ها و خروجی‌ها، در ارزیابی عملکرد واحدهای تصمیم‌گیرنده
Data Envelopment Analysis (DEA) is a non-parametric method for estimation of production function. In DEA, each decision making unit (DMU) has a number of input and output and deals with performance evaluation of DMUs using frontier efficiency. Each one of the inputs and outputs plays a basic role in the performance evaluation of DMU which they can be named as direct impact factor. Inputs and ou...
[ 14 ] - The Calculation of the output price vectorby applying reverse linear programming: The novel approach in DEA
In the today’s world wherein every routine is based on economic factors, there is no doubt that theoretical sciences are driven by their capabilities and affordances in terms of economy. As a mathematical tool, data envelopment analysis (DEA) is provided to economics, so that one can investigate associated costs, prices and revenues of economic units. Data Envelopment Analysis (DEA) is a linear...
[ 15 ] - Fuzzy Data Envelopment Analysis Approach for Ranking of Stocks with an Application to Tehran Stock Exchange
The main goal of this paper is to propose a new approach for efficiency measurement and ranking of stocks. Data envelopment analysis (DEA) is one of the popular and applicable techniques that can be used to reach this goal. However, there are always concerns about negative data and uncertainty in financial markets. Since the classical DEA models cannot deal with negative and imprecise values, i...
[ 16 ] - Measuring Productivity Changes of Hospitals in Tehran: The Fuzzy Malmquist Productivity Index
Background and Objectives: The purpose of this paper is to suggest a novel method to measure the productivity changes of hospitals over time in the presence of linguistic variables along with fuzzy data. Methods: Applying the popular and applicable approaches including data envelopment analysis (DEA), Malmquist productivity index (MPI) and possibilistic progra...
[ 17 ] - Internet network design for quality of service guarantee using Data Envelopment Analysis (DEA)
By developing the new services such as VoIP and Videoconference, using a mechanism is needed to support the quality of service of the application programs. Different models have been presented to guarantee the quality of service. Among these, the differentiated services can be mentioned which was presented by IETF. In the architecture of the differentiated services, no admission control mechani...
[ 18 ] - Evaluation of Students' Performance before and after Parent Involvement in Math Educaton with DEA
This paper describes two proposed strategies for involving families in mathematics education and forming a mathematical association for parents with the aim of involving parents in their children's mathematics education, implemented at one of the Tehran schools, describing the outcomes and performance of students before and after school. They were analyzed using Data Envelopment Analysis (DEA)....
[ 19 ] - Data envelopment analysis for imprecise data in Buyer-Seller Relationship
In the environment of business‐to‐business e‐commerce, Buyers and sellers in mature industrial markets can turn single transactions into long-term beneficial relationships by a deeper understanding of the complex connection between the two and buyers and sellers are uncertain about their roles. A “must-do” for the sellers, in particular, is to understand patterns of investment and reward,...
[ 20 ] - ارزیابی عملکرد سهام طی دوره های زمانی مختلف تحت شرایط عدم قطعیت: رویکرد تحلیل پوششی داده های پنجره ای فازی
هدف از پژوهش پیش رو، ارائه مدل تحلیل پوششی دادههای پنجرهای فازی با هدف ارزیابی عملکرد مالی سهام در خلال دورههای زمانی مختلف تحت عدم قطعیت دادهها میباشد. به عبارت دیگر در این تحقیق تلاش میشود تا یک رویکرد نوین ارزیابی عملکرد سهام با قابلیت پیاده سازی در حضور دادههای پانل غیر قطعی ارائه گردد. زیرا بهرهگیری از اطلاعات مربوط به چند دوره زمانی مختلف به جای یک دوره زمانی و هم چنین در نظر گرف...
[ 21 ] - Using MODEA and MODM with Different Risk Measures for Portfolio Optimization
The purpose of this study is to develop portfolio optimization and assets allocation using our proposed models. The study is based on a non-parametric efficiency analysis tool, namely Data Envelopment Analysis (DEA). Conventional DEA models assume non-negative data for inputs and outputs. However, many of these data take the negative value, therefore we propose the MeanSharp-βRisk (MShβR) model...
[ 22 ] - A Fully Fuzzy Method of Network Data Envelopment Analysis for Assessing Revenue Efficiency Based on Ranking Functions
The purpose of this paper is to evaluate the revenue efficiency in the fuzzy network data envelopment analysis. Precision measurements in real-world data are not practically possible, so assuming that data is crisp in solving problems is not a valid assumption. One way to deal with imprecise data is fuzzy data. In this paper, linear ranking functions are used to transform the full fuz...
[ 23 ] - Predicting financial statement fraud using fuzzy neural networks
Fraud is a common phenomenon in business, and according to Section 24 of the Iranian Auditing Standards, it is the fraudulent act of one or more managers, employees, or third parties to derive unfair advantage and any intentional or unlawful conduct. Financial statements are a means of transmitting confidential management information about the<br ...
[ 24 ] - ارزیابی عملکرد شعب بانک با شاخص‌های مالی با استفاده از تحلیل پوششی داده های نسبتی
بانک ها به عنوان اصلی ترین بخش سیستم مالی نقش مهی در توسعه اقتصادی هر کشور دارند. محاسبه کارایی و در نتیجه یافتن نقاط قوت و ضعف شعب، تاثیر بسزایی در افزایش بهره وری بانک ها دارد. تحلیل پوششی داده ها یکی از تکنیک های ارزیابی عملکرد می باشد که علاوه بر محاسبه کارایی نسبی قادر به معرفی نقاط الگو برای واحدهای تصمیم گیرنده ناکارا است. این تکنیک قادر به ارزیابی کارایی واحدهای تصمیم گیرنده با چندین ور...
[ 25 ] - The Use of Data Envelopment Analysis in the Design of Internet Networks to Ensure the Quality of Service
Choosing a superior Internet network by users or providing a desirable Internet network by ISPs is always one of the important decision issues in this area. Choosing a unique optimal network from among the best networks is still a big challenge. The purpose of this paper is to use the data envelopment analysis (DEA) decision-making technique to evaluate the existing Internet networks in order t...
[ 26 ] - Resource re-allocation at network units by using of bi-level data envelopment analysis
The lack of renewable primary resources is one of the most serious challenges in recent decades. So under this circumstance, managers are looking for appropriate solutions for the optimal use of these resources to improve the efficiency of the under management units. One of the most widely used techniques in finding the optimal resource is data envelopment analysis (DEA). So in this paper, in ...
[ 27 ] - Ranking of Efficient and Non-Efficient Decision Making Units with Undesirable Data Based on Combined Models of DEA and TOPSIS
Data Envelopment Analysis (DEA) is a method for determining the performance of units under evaluation of DMUs. Each decision-making unit using multiple inputs produces multiple outputs whose nature of outputs may be desirable or undesirable. Units whose performance score equals one are efficient. The concept of ranking decision makers because of the useful information they provide to decision m...
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