Systemic risk events constitute an important issue in current financial systems. A leading course of action used to mitigate such events is identification of systemically important agents in order to implement the prudential policies in a financial system. In this paper, a bi-level...

Systemic risk events constitute an important issue in current financial systems. A leading course of action used to mitigate such events is identification of systemically important agents in order to implement the prudential policies in a financial system. In this paper, a bi-level...

Analysis of systemic risks and contagions is one of the main challenges of policy makers and researchers in the recent years. Network theory is introduced as a main approach in the modeling and simulation of financial and economic systems. In this paper, a simulation model is introduced based on...

Fuzzy mathematical programming is a main approach of multi-objective decision making, which prepares the decision makers to obtain the solution that satisfies his/her preference. In this paper, a fuzzy weighted max–min model for a mean–absolute deviation portfolio selection problem with real...

The objective in traditional scheduling is usually time based. Minimizing the makespan, total flow times, total tardi costs, etc. are instances of these objectives. In manufacturing, processing each job entails a cost paying and price receiving. Thus, the objective should include some notion of...

The objective in traditional scheduling is usually time based. Minimizing the makespan, total flow times, total tardi costs, etc. are instances of these objectives. In manufacturing, processing each job entails a cost paying and price receiving. Thus, the objective should include some notion of...

In this paper, the bootstrapping Malmquist index is used to derive the productivity levels of Iranian steam power plants for the period of 2007–2012. The research shows that the average level of productivity has significantly decreased. It was also indicated that technological changes have had...