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Showing 2 results for Taghavi
Msr. Raheleh Taghavi, Dr. Mohammad Ranjbar, Volume 6, Issue 2 (9-2015)
Abstract
Air defense is a crucial area for all naval combat systems. In this study, we consider a warship equipped with an air-defense weapon that targets incoming threats using surface-to-air missiles. We define the weapon scheduling problem as the optimal scheduling of a set of surface-to-air missiles of a warship to a set of attacking air threats. The optimal scheduling of the weapon results in an increase in the probability of successful targeting of all incoming threats. We develop a heuristic method to obtain a very fast and acceptable solution for the problem. In addition, a branch and bound algorithm is developed to find the optimal solution. In order to increase the efficiency of this algorithm, a lower bound, an upper bound and a set of dominance rules have been developed. Using randomly generated test problems, the performance of the proposed solution approaches is analyzed. The results indicate that in all practical situations, the branch-and-bound algorithm is able to solve the problem optimally in less than a second.
Dr. Mohammad Taghi Taghavifard , Dr. Reza Habibi, Volume 12, Issue 1 (6-2021)
Abstract
According to current development in credit allocation and recent economic crises, planning for identification of credit risk has found special importance for investors, banks, shareholders and financial analysts, so that they are able to make proper decisions. Although credit loss is a common cost in banking industry, however, increase in this loss might affect the bank performance. Therefore, there is a strong need to reassess current approaches in risk evaluation of each loan and default rate of loan portfolios. Banks usually have their own internal validation models for loan risk measurement but these approaches are inappropriate and utilize simple mathematical approaches based on incomplete premises. In this paper, we have tried to estimate the possibility of default for legal customers using 20 financial ratios for 200 healthy and 200 unhealthy companies receiving civil participation facilities from Eghtesad Novin (EN) Bank in 2009 and 2010 and 4 approaches for choosing financial ratios including remarks from credit experts of Raah Eghtesad Novin Co., Altman, comparison between averages and choosing correlation attribute. Results show that Support Vector Machine approach can differentiate between healthy and unhealthy companies with average accuracy of 84.63% using all chosen ratios.
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