Optimistic and pessimistic fuzzy data envelopment analysis: Empirical evidence from Tehran stock market

P Peykani, M Namakshenas… - Fuzzy optimization …, 2021 - fomj.qaemshahr.iau.ir
In this paper, the fuzzy chance-constrained data envelopment analysis (FCCDEA) approach
is presented for stock evaluation and portfolio selection under data ambiguity. To propose …

Malmquist productivity index under fuzzy environment

P Peykani, FS Seyed Esmaeili - Fuzzy Optimization and …, 2021 - fomj.qaemshahr.iau.ir
The integration of data envelopment analysis (DEA) approach and Malmquist productivity
index (MPI) is one of the popular and powerful techniques in order to calculate of changes in …

Uncertain super-efficiency data envelopment analysis

P Peykani, J Gheidar-Kheljani, D Rahmani… - … Research, Data Science …, 2022 - Springer
The main goal of the current study is to propose a new method for ranking homogeneous
decision-making units in the presence of uncertain inputs and/or outputs. To reach this goal …

Financial efficiency of healthcare companies in an emerging market

S Cinaroglu, B Pirgaip - Managerial and Decision Economics, 2024 - Wiley Online Library
Understanding the financial dynamics of healthcare companies is essential for reducing
costs while improving access to care and patient outcomes. This study aims to explore the …

A novel ranking method based on uncertain DEA model

P Peykani, D Rahmani, J Gheidar-Kheljani… - The 2nd International …, 2021 - papers.ssrn.com
Proposing a full ranking method to rank all the homogeneous decision-making units (DMUs)
is one of the important issues in data envelopment analysis (DEA) field. It should be noted …

Mean-absolute deviation-beta portfolio optimization under ambiguity: a real-world case study

P Peykani, M Namakshenas, N Kavand… - The 2nd International …, 2021 - papers.ssrn.com
In this study, a new uncertain portfolio optimization model is proposed that is capable to be
employed in the presence of fuzzy data and linguistic variables. It should be noted that mean …

Uncertain multi-period portfolio management under fuzzy environment: an alpha-cut method

P Peykani, M Nouri, H Farrokhi-Asl - The 2nd International …, 2021 - papers.ssrn.com
The goal of this research is to present an uncertain multi-period portfolio management
(UMPPM) model in the context of fuzzy uncertainty. Accordingly, three objectives including …

Possibilistic data envelopment analysis approach for stock evaluation

P Peykani, M Namakshenas, F Shirazi… - The 2nd International …, 2021 - papers.ssrn.com
Data envelopment analysis (DEA) is one of the popular, powerful, and applicable
approaches that is capable to be used in portfolio selection problem (PSP). One of the most …

An Expert System for Evaluation, Ranking and Selection of Research and Development Projects

P Peykani, M Namazi, E Mohammadi - The 13th International …, 2021 - papers.ssrn.com
Combining fuzzy theory with data envelopment analysis (DEA) is proved to be an
advantageous tool to assess the performance of decision-making units (DMUs) under …

[인용][C] An Application of Fuzzy DEA Approach in Tehran Stock Market

P Peykani, F Shirazi