Mohammad Izadikhah

Department of Mathematics, College of Science, Arak-Branch, Islamic Azad University, Arak, Iran

[ 1 ] - A Chance-Constrained DEA model with random input and output data:Considering maintenance groups of Iranian Aluminum Company

In this paper, we use an input oriented chance-constrained DEA model withrandom inputs and outputs. A super-eciency model with chance constraintsis used for ranking. However, for convenience in calculations a non-linear deterministicequivalent model is obtained to solve the models. The non-linearmodel is converted into a model with quadratic constraints to solve the nonlineardeterministic model...

[ 2 ] - Improving the Banks Shareholder Long Term Values by Using Data Envelopment Analysis Model

Given the rapid development of the banking sector, it is reasonable to expect that the performance of banks has become the centre of attention among bank managers, stakeholders, policy makers, and regulators. In order to maximizing the share-holders’ satisfactory level, two bank efficiency measurement approaches, i.e. the production approach and the user cost approach, which are financial evalu...

[ 3 ] - Using Data Mining and Three Decision Tree Algorithms to Optimize the Repair and Maintenance Process

The purpose of this research is to predict the failure of devices using a data mining tool. For this purpose, at the outset, an appropriate database consists of 392 records of ongoing failures in a pharmaceutical company in 1394, in the next step, by analyzing 9 characteristics and type of failure as a database class, analyzes have been used. In this regard, three decision tree algorithms have ...

[ 4 ] - Credit rating of the bank legal customers by using the improved modified Russell model (Case study: the legal customers of Arak Melli Bank)

The most exchange volume in a country will be obtained through bank system whose correct function will have a determinant role in improving economic activities. Nowadays, the customer’s rating and accreditation subject has been considered more than before by the banks due to increase the volume of overdue claims and banks’ past over dues. One of the most important tools for controlling the bank...

[ 5 ] - Financial Assessment of Banks and Financial Institutes in Stock Exchange by Means of an Enhanced Two stage DEA Model

A stock exchange is an entity which provides ‘‘trading’’ facilities for stock brokers and traders to trade stocks and other securities. How to invest in stock exchange is one of the important issues in investment, and one of the factors that can help investors in the process of investment is the efficiency of the corporation under consideration. Data envelopment analysis is a mathematical method...

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