Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Pejman Peykani"'
Autor:
Pejman Peykani, Fatemeh Sadat Seyed Esmaeili, Mirpouya Mirmozaffari, Armin Jabbarzadeh, Mohammad Khamechian
Publikováno v:
Machine Learning and Knowledge Extraction, Vol 4, Iss 3, Pp 688-699 (2022)
The purpose of this study is to provide an efficient method for the selection of input–output indicators in the data envelopment analysis (DEA) approach, in order to improve the discriminatory power of the DEA method in the evaluation process and p
Externí odkaz:
https://doaj.org/article/2a4c90776885443aad0f257bf11b335e
Publikováno v:
Mathematics, Vol 11, Iss 18, p 3889 (2023)
This study considers a time-consistent multi-period rolling portfolio optimization issue in the context of a fuzzy situation. Rolling optimization with a risk aversion component attempts to separate the time periods and psychological effects of one
Externí odkaz:
https://doaj.org/article/df0e9b89eedb4bf0a74bf4883aabafba
Publikováno v:
PLoS ONE, Vol 18, Iss 11, p e0292081 (2023)
Inattention of economic policymakers to default risk and making inappropriate decisions related to this risk in the banking system and financial institutions can have many economic, political and social consequences. In this research, it has been tri
Externí odkaz:
https://doaj.org/article/2514ad583a904f2a9e83748c89f600d4
Publikováno v:
PLoS ONE, Vol 18, Iss 10, p e0291934 (2023)
Investigating the credit channel and monetary policy risk channel in Iran's economy is the aim of this article. According to empirical studies, expansionary monetary policy increases the risk of banks, and on the other hand, the risk of banks affects
Externí odkaz:
https://doaj.org/article/35e86915b72845ebb6f78f2f45c77afb
Publikováno v:
Journal of Fuzzy Extension and Applications, Vol 2, Iss 3, Pp 191-203 (2021)
Investment Portfolio Optimization (IPO) is one of the most important problems in the financial area. Also, one of the most important features of financial markets is their embedded uncertainty. Thus, it is essential to propose a novel IPO model that
Externí odkaz:
https://doaj.org/article/0e4f558ae6f14083a36b2c07dea35385
Autor:
Pejman Peykani, Mostafa Sargolzaei, Mohammad Hashem Botshekan, Camelia Oprean-Stan, Amir Takaloo
Publikováno v:
Mathematics, Vol 11, Iss 12, p 2761 (2023)
Asset-Liability Management (ALM) of banks is defined as simultaneous planning of all bank assets and liabilities under different conditions and its purpose is to maximize profits and minimize the risks in banks by optimizing the parameters in the bal
Externí odkaz:
https://doaj.org/article/a7b143fd39614bb88afa5d87bf993e99
Publikováno v:
PLoS ONE, Vol 17, Iss 4 (2022)
Decision-makers (DMs) are not sufficiently exposed to concepts such as efficiency and risk in innovative activities from the perspective of organizational strategy. The challenges become even greater when these DMs lack expertise in technology and de
Externí odkaz:
https://doaj.org/article/d49ff8ed77cb4dd098f60d9d0f790fd7
Autor:
Pejman Peykani, Emran Mohammadi, Armin Jabbarzadeh, Mohsen Rostamy-Malkhalifeh, Mir Saman Pishvaee
Publikováno v:
PLoS ONE, Vol 15, Iss 10, p e0239810 (2020)
Portfolio construction is one of the most critical problems in financial markets. In this paper, a new two-phase robust portfolio selection and optimization approach is proposed to deal with the uncertainty of the data, increasing the robustness of i
Externí odkaz:
https://doaj.org/article/b67ac1fe8d714c618a14aaaf949a7693
Autor:
Takaloo, Pejman Peykani, Mostafa Sargolzaei, Mohammad Hashem Botshekan, Camelia Oprean-Stan, Amir
Publikováno v:
Mathematics; Volume 11; Issue 12; Pages: 2761
Asset-Liability Management (ALM) of banks is defined as simultaneous planning of all bank assets and liabilities under different conditions and its purpose is to maximize profits and minimize the risks in banks by optimizing the parameters in the bal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=multidiscipl::54fcec3b4c2a7d187e669f102ba5856e
Publikováno v:
Operational Research. 22:5529-5567
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f1cc4f9e497bbd13d6a2db769b382383
https://doi.org/10.1007/s12351-022-00729-7
https://doi.org/10.1007/s12351-022-00729-7