نتایج جستجو برای: we apply the presented robust optimization to handle demand uncertainty separately

تعداد نتایج: 17516418  

Journal: :تحقیقات مالی 0
سعید فلاح پور استادیار، گروه مالی و بیمه، دانشکدة مدیریت، دانشگاه تهران، تهران، ایران فرید تندنویس دانشجوی کارشناسی ارشد مهندسی مالی، دانشکدة مدیریت، دانشگاه تهران، تهران، ایران

index tracking is the process of developing a portfolio that reproduces the performance of an index. the tracker portfolio has relatively good diversity and low turnover and low transaction costs. in this paper we applied a binary programming model for index tracking problem. in this model the number of assets for portfolio construction is defined by portfolio manager. the robust optimization f...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علامه طباطبایی - دانشکده اقتصاد 1391

reinsurance is widely recognized as an important instrument in the capital management of an insurance company as well as its risk management tool. this thesis is intended to determine premium rates for different types of reinsurance policies. also, given the fact that the reinsurance coverage of every company depends upon its reserves, so different types of reserves and the method of their calc...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علامه طباطبایی 1390

insurers have in the past few decades faced longevity risks - the risk that annuitants survive more than expected - and therefore need a new approach to manage this new risk. in this dissertation we survey methods that hedge longevity risks. these methods use securitization to manage risk, so using modern financial and insurance pricing models, especially wang transform and actuarial concepts, ...

Optimization of maintenance resources to maximize the system availability is a major concern in different manufacturing systems. Therefore, a lot of effort is put to construct optimization models to reach the maximum availability level and to reduce the costs of lack of availability. However, despite these efforts, data uncertainty in the real world problems was neglected in proposed models whi...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علوم پایه دامغان 1390

the space now known as complete erdos space ec was introduced by paul erdos in 1940 as the closed subspace of the hilbert space ?2 consisting of all vectors such that every coordinate is in the convergent sequence {0} ? { 1 n : n ? n}. in a solution to a problem posed by lex g. oversteegen we present simple and useful topological characterizations of ec. as an application we determine the ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه صنعتی اصفهان - دانشکده ریاضی 1389

one of the most important number sequences in mathematics is fibonacci sequence. fibonacci sequence except for mathematics is applied to other branches of science such as physics and arts. in fact, between anesthetics and this sequence there exists a wonderful relation. fibonacci sequence has an importance characteristic which is the golden number. in this thesis, the golden number is observed ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه یزد 1388

this study considers the level of increase in customer satisfaction by supplying the variant customer requirements with respect to organizational restrictions. in this regard, anp, qfd and bgp techniques are used in a fuzzy set and a model is proposed in order to help the organization optimize the multi-objective decision-making process. the prioritization of technical attributes is the result ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه بیرجند 1388

a significant problem in multicarrier communication systems is the necessity to reduce the value of papr (peak-to-average power ratio) of transmitting signal. in this thesis we study the effect of the system parameters such as coding and modulation types on papr and ultimate ber in a mc-cdma system. in this study we consider fading channel as well as the nonlinearity of transmitter’s amplifier ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه ولی عصر (عج) - رفسنجان - دانشکده ریاضی 1389

in this thesis, first the notion of weak mutual associativity (w.m.a.) and the necessary and sufficient condition for a $(l,gamma)$-associated hypersemigroup $(h, ast)$ derived from some family of $lesssim$-preordered semigroups to be a hypergroup, are given. second, by proving the fact that the concrete categories, semihypergroups and hypergroups have not free objects we will introduce t...

Journal: :بین المللی مهندسی صنایع و مدیریت تولید 0
a.h. shokouhi h. shahriari

optimization of maintenance resources to maximize the system availability is a major concern in different manufacturing systems. therefore, a lot of effort is put to construct optimization models to reach the maximum availability level and to reduce the costs of lack of availability. however, despite these efforts, data uncertainty in the real world problems was neglected in proposed models whi...

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