Undergraduate thesis examination in Industrial Engineering Department of Universitas Sebelas Maret conducted through two stages, namely intermediate and final examination. Currently, the scheduling process of such examinations is done by the undergraduate thesis coordinator manually without...

Undergraduate thesis examination in Industrial Engineering Department of Universitas Sebelas Maret conducted through two stages, namely intermediate and final examination. Currently, the scheduling process of such examinations is done by the undergraduate thesis coordinator manually without...

This paper presents a new fuzzy clustering approach based on an efficient fuzzy distance measurement and multi-objective mathematical programming. As the human intuitions implies, it is not rational to measure the distance between two fuzzy clusters by a crisp measurement. Unfortunately, most of...

Optimization of a multi-reservoir system operation is challenging due to the non-linearity, stochasticity, and dimensionality involved in such a problem. In this research, a long-term planning model is presented for optimizing the operation of Iranian Karoon-Dez reservoir system using an...

Purpose -Asset liability management is a multi-dimensional set of activities. Against this backdrop, the purpose of this paper is to build a goal programming model for optimally determining the asset allocation and liability composition for Indian Banks. Design/methodology/approach -The...

Decision making about portfolio selection problem under uncertainty is very important and critical, so it is rational and necessary to use ideas of a DM who is proficient in stochastic problems. For example, the Goal Attainment Programming (GAP) is one of the methods in priori category that...

We give a generic regularity condition under which each weakly efficient decision making unit in the CCR model of data envelopment analysis is also CCR-efficient. Then we interpret the problem of finding maximal parameters which preserve efficiency of CCR-efficient DMUs under directional...

The third central moment and the capital budget are two important factors in designing the optimal hedge strategy. This paper investigates the problem of futures hedging under the third central moment and the capital budget. Based on the multi-objective programming, a multi-objective hedging...