design of a logistics network in proper way provides a proper platform for efficient and effective supply chain management. this paper studies a multi-period, multi echelon and multi-product integrated forward-reverse logistics network under uncertainty. first, an efficient complex mixed-integer linear programming (milp) model by considering some real-world assumptions is developed for the inte...

Fossil energy markets have always been known as strategic and important markets. They have a significant impact on the macro economy and financial markets of the world. The nature of these markets are accompanied by sudden shocks and volatility in the prices. Therefore, they must be controlled and forecasted by using appropriate tools. This paper adopts the Generalized Auto Regressive Condition...

This paper develops a bi-objective portfolio selection problem that maximizes returns and minimizes a risk measure called conditional Drawdown (CDD). The drawdown measures include the maximal Drawdown and Average Drawdown as its limiting case. The CDD family of risk functional is similar to conditional value at Risk (CVaR). In this paper, the fuzzy method has been used to solve the bi-objec...