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Identifying the Impact of Fraud on Corporate Customers' Credit Scoring by Data Mining Approaches 利用数据挖掘方法识别欺诈对企业客户信用评分的影响
Pub Date : 2021-09-23 DOI: 10.52547/jimp.11.3.45
Seyed Mahdi Sadat Rasoul, O. Ebadati, Mahsa Sadat Bakhtiari
Credit risk is one of the most important risks which banks and financial organizations face. It is related to unpaid and delayed installments. Banks evaluate their customers' credit in order to prevent this hazard. Development banks, which are the focus of this research, fund facilities based on working capital, so customers sometimes do fraud in declaring working capital. Considering fraud consequences and making a credit scoring model with sensitivity to fraud are the main aims of this research. The statistical population of this research includes companies who have referred to branches of an Iranian Bank. This research includes 55 financial and non-financial variables based on the credit scoring model. In the first step, fraudulent companies have been realized. Finally, in order to offer an optimized and sustainable model through merging machine learning methods and reporting performance evaluation indicators, the impacts of fraud have been considered.
信用风险是银行和金融机构面临的最重要的风险之一。它与未付款和延迟付款有关。银行评估其客户的信用是为了防止这种风险。本研究的重点是开发银行,它们以营运资金为基础为设施提供资金,因此客户有时在申报营运资金时存在欺诈行为。考虑欺诈后果,建立对欺诈敏感的信用评分模型是本研究的主要目的。本研究的统计人口包括已向伊朗银行分支机构提交的公司。本研究基于信用评分模型,包括55个财务和非财务变量。在第一步中,已经发现了欺诈公司。最后,为了通过合并机器学习方法和报告绩效评估指标提供一个优化和可持续的模型,我们考虑了欺诈的影响。
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引用次数: 1
A Meta-Heuristic Approach for Hub Location-Routing Problem with Capacity and Balancing Decisions 具有容量和平衡决策的集线器位置-路由问题的元启发式方法
Pub Date : 2021-09-23 DOI: 10.52547/jimp.11.3.69
M. Ghiasi, B. Vahdani
Hub location-routing problem is a practical subject in the last decades. This study considers a many-to-many hub location-routing problem where the best locations of hubs and tours for each hub are determined with simultaneous pickup and delivery. First, an optimization model is proposed to minimize the total sum of fixed costs of locating hubs, the costs of handling, traveling, assigning, and transportation costs. To find practical solutions, the hubs have constrained capacity, in which single allocations can service every node to the hubs. What is more, the balancing requisites are imposed on the network by allocating the appropriate number of demand nodes to the hubs. Then the problem is solved using GAMS software for small-size instances of the problem. Due to the NP-hard nature of the problem, the proposed optimization model is solved by the Genetic Algorithm (GA) and Imperialist Competitive Algorithm (ICA). For the problem instances, the comparative results indicate that GA has a better performance compared to ICA, and incorporating capacity and balancing considerations can influence the reduction of costs of the investigated network.
集线器位置路由问题是近几十年来的一个实用问题。本研究考虑了一个多对多的枢纽位置路由问题,其中每个枢纽的枢纽和旅游的最佳位置是通过同时取货和交付来确定的。首先,提出了一个优化模型,以最小化定位中心的固定成本、处理成本、旅行成本、分配成本和运输成本的总和。为了找到实用的解决方案,集线器具有受限的容量,其中单个分配可以为集线器的每个节点提供服务。更重要的是,通过将适当数量的需求节点分配给集线器,平衡条件被强加到网络上。然后利用GAMS软件对小实例问题进行求解。由于问题的NP-hard性质,所提出的优化模型由遗传算法(GA)和帝国主义竞争算法(ICA)来求解。对于问题实例,对比结果表明,遗传算法比独立分析具有更好的性能,并且考虑容量和平衡因素可以影响所研究网络成本的降低。
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引用次数: 1
A Hybrid Data-Mining Algorithm and Data-Driven Supply Chain Modeling for Allocation Goods to Warehouses and Warehouse Service to Customers 一种混合数据挖掘算法和数据驱动的仓库配送和仓库服务供应链建模
Pub Date : 2021-09-23 DOI: 10.52547/jimp.11.3.269
Sadra Ahmadi, Reza Yousefpour
In this research, the issue of product allocation in a situation that there are a large number customers and goods are various, is investigated. Expanding the level of Internet access and increasing the desire of online shopping, raise the number of customers. In a situation where there is a great variety of goods and a large number of customers, it is difficult to solve issues such as on-time delivery of goods or services, selection and ordering in decentralized warehouses, and the issue of warehouse allocation to customers. To solve these challenges, the use of mathematical modeling with meta-heuristic solution methods has been proposed so far, but due to the large number of allocation modes, solving mathematical models is very complex and it takes time. With the improvement of computing power and storage space, data-driven methods have been studied by researchers to solve these challenges. In this study, a hybrid data-driven solution that uses data mining and mathematical modeling to manage the variety of goods and the number of customers has been proposed, that manages the variety of goods and the number of customers, and can solve mathematical models in less time. This method has been implemented on the data of "DigiKala".
在本研究中,研究了客户数量多、商品种类多的情况下的产品配置问题。扩大互联网的接入水平,增加网上购物的欲望,提高顾客的数量。在货物种类繁多,客户数量众多的情况下,很难解决诸如货物或服务的准时交付,分散仓库的选择和订购,以及仓库分配给客户的问题。为了解决这些挑战,目前已经有人提出使用数学建模和元启发式求解方法,但由于分配模式众多,求解数学模型非常复杂且耗时。随着计算能力和存储空间的提高,研究人员开始研究数据驱动方法来解决这些挑战。本文提出了一种利用数据挖掘和数学建模对商品种类和顾客数量进行管理的混合数据驱动解决方案,既能对商品种类和顾客数量进行管理,又能在较短的时间内求解数学模型。该方法已在“DigiKala”的数据上实现。
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引用次数: 0
Sustainable Supply Model of Rotating Equipment Spare Parts in Iran’s Oil Industry using a Combined Approach of System Dynamics (SD) and Strategic Assumptions Surfacing and Testing (SAST) 基于系统动力学(SD)和战略假设、表面测试(SAST)的伊朗石油工业旋转设备备件可持续供应模型
Pub Date : 2021-09-23 DOI: 10.52547/jimp.11.3.9
M. Hosseinzadeh, M. Mehregan, H. Ghayem
Abstract The supply of rotating equipment for the oil industry poses a serious risk to the sustainable production of the products due to equipment wear, high costs, and high downtime. In this research, a systematic intervention is done in the system of sustainable supply of rotating equipment spare-parts in the oil industry as to the Abadan Oil Refinery National Company’s data, applying a combined approach of System Dynamics (SD) and Strategic Assumptions Surfacing and Testing (SAST), and the agreed solutions are extracted as: 1) economic sustainability, namely oil industry investment in spare-parts’ manufacturing industry, reforming the repair-maintenance contracts, and monitoring the process of designing and manufacturing the spare-parts, 2) social sustainability, say, amending the law on supply tenders, transferring the experience among the spare parts’ manufacturers and the oil industry specialists, and increasing the user training and safety training, and 3) environmental sustainability, including decommissioning worn-out equipment and replacing with green equipment, observing the safety and environmental standards, and reviewing the preventive predictive maintenance program. The results show that the sustainable supply of spareparts will improve by combining the three strategies of economic, social and environmental sustainability, accompanied by government support of the spare-parts’ manufacturing industry and local specialists’ training plans.
摘要石油行业旋转设备的供应存在设备磨损、成本高、停机时间长等问题,给产品的可持续生产带来严重风险。本研究采用系统动力学(SD)和战略假设分析与测试(SAST)相结合的方法,针对阿巴丹炼油厂国家公司的数据,对石油行业旋转设备备件可持续供应系统进行了系统干预,并将商定的解决方案提取为:1)经济可持续性,即石油工业对零配件制造业的投资,改革维修合同,监控零配件的设计和制造过程;2)社会可持续性,如修改供应招标法,在零配件制造商和石油工业专家之间传递经验,增加用户培训和安全培训;3)环境可持续性。包括淘汰老化设备,更换绿色设备,遵守安全和环境标准,审查预防性预测性维护计划。结果表明,结合经济、社会和环境三个可持续发展战略,辅以政府对零部件制造业的支持和地方专家的培训计划,零部件的可持续供应将得到改善。
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引用次数: 0
Investigation and Classification of Flood-Vulnerable Areas and Bi-Objective Model for Location and Allocation Relief Facilities for Floods (Case Study: Amol City) 洪涝易损区调查分类及洪涝救援设施选址配置双目标模型研究(以阿玛勒市为例)
Pub Date : 2021-09-23 DOI: 10.52547/jimp.11.3.243
Hasan Molladavoodi, M. Paydar
Natural crises Threaten Human life and property every year. So planning for disaster Preparation is essential. Flood Threatens Thousands of People around the World. Flood damage is different in different areas. Therefore, identifying and classifying floodplains in each region is one of the measures that can be taken to manage and reduce flood damage. By identifying and prioritizing flood vulnerable areas can Reduce flood damage. In this study pre-identified floodvulnerable areas in Amol city are prioritized according to criteria such as population density, distressed areas, distance from rivers and access to cities and roads. Using analytic hierarchy process (AHP) five floodvulnerable areas are prioritized. Then, a bi-objective mathematical model is provided to determine the best locations to set up relief sites and the amount of relief goods and machines required as preparation for quick disaster response. Finally, solutions are provided to increase the allocation to areas with higher accountability priorities and lower costs.
自然危机每年都威胁着人类的生命和财产。因此,防灾计划是必不可少的。洪水威胁着世界各地成千上万的人。洪水对不同地区造成的破坏是不同的。因此,对各区域洪泛区进行识别和分类是管理和减少洪水灾害的措施之一。通过确定和优先考虑易受洪水影响的地区可以减少洪水的破坏。在本研究中,根据人口密度、受灾地区、与河流的距离以及通往城市和道路的便利性等标准,对Amol市预先确定的易受洪水影响的地区进行了优先排序。采用层次分析法(AHP)对5个洪涝易发区进行了排序。然后,提供了一个双目标数学模型,以确定建立救济点的最佳位置以及为快速救灾做准备所需的救济物资和机器数量。最后,提出了增加对问责优先级更高、成本更低的领域的分配的解决方案。
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引用次数: 0
Utilization of Intuitive Fuzzy WASPAS Method with Interval Values to Evaluation of Reverse Logistics Implementation Actions in the LARG Supply Chain 基于区间值的直观模糊WASPAS方法在大型供应链逆向物流实施行动评价中的应用
Pub Date : 2021-09-23 DOI: 10.52547/jimp.11.3.215
Mohammad Reza Sadeghi Moghadam, Seyyed Jalaladdin Hosseini Dehshiri, Fatemeh Zahra Rajabi Kafshgar, Seyyed Saba Sinaei
Attention to environmental issues has led to the application of reverse logistics in the supply chain. But, the implementation of reverse logistics is weak because of the type of inventory management models. Therefore, in this research, to improve supply chain performance was used lean, agile, resilient, and green (LARG) paradigms. The purpose of this research is to identify and prioritize the solutions of reverse logistics implementation in the LARG supply chain to improve supply chain performance. In this research, the Interval-valued Intuitionistic Fuzzy expert-driven approach was used. Interval-valued Intuitionistic Fuzzy sets were used for weighting the evaluation criteria, and the Interval-valued Intuitionistic Fuzzy WASPAS method was used to prioritize solutions. The findings indicated that the first solution (creation, development, and investment in reverse logistics technology), the Tenth solution (development of the closed-loop supply chain through integration with reverse logistics), and the ninth solution (building electronic collaboration for rapid and effective coordination in among the members of the supply chain), respectively, were introduced as the best solutions in this study. The development and investment in reverse logistics technologies, electronic integration, and collaboration, and improved coordination are essential to improve the performance of reverse logistics implementation in the supply chain.
对环境问题的关注导致了逆向物流在供应链中的应用。但是,由于库存管理模式的类型,逆向物流的实施力度较弱。因此,在本研究中,采用精益、敏捷、弹性和绿色(LARG)范式来提高供应链绩效。本研究的目的是确定并优先考虑在LARG供应链中实施逆向物流的解决方案,以提高供应链绩效。本研究采用区间值直觉模糊专家驱动方法。采用区间值直觉模糊集对评价标准进行加权,采用区间值直觉模糊WASPAS方法对方案进行优先级排序。研究结果表明,第一种解决方案(逆向物流技术的创造、发展和投资)、第十种解决方案(通过与逆向物流的整合发展闭环供应链)和第九种解决方案(建立供应链成员之间快速有效协调的电子协作)分别是本研究的最佳解决方案。开发和投资逆向物流技术、电子集成和协作以及改进协调是提高供应链逆向物流实施绩效的必要条件。
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引用次数: 0
Integrated Scheduling of Multi-Stage Production System and Transportation in the Supply Chain by Considering the Sequence Dependent Setup Time 考虑顺序相关设置时间的供应链多阶段生产系统与运输集成调度
Pub Date : 2021-09-23 DOI: 10.52547/jimp.11.3.181
N. Bagheri Rad, P. Samouei
In this research, an integrated scheduling problem of job shop systems with an assembly stage and transportation to minimize the total tardiness time is studied. In this problem, the parts are processed in a job shop system and then assembled in the assembly stage. Ultimately, the products are shipped in packages to customers. Setup time is assumed to depend on sequence. At first, a mixed-integer linear model is developed. Since the problem is NP-hard, a hybrid imperialist competitive and simulated annealing (ICA-SA) algorithm is proposed to solve the problems with the medium and large sizes. To validate the performance of the proposed algorithm, results are compared to an imperialist competitive algorithm and a hybrid imperialist competitive and tabu search (ICA-TS) algorithm. Analysis of variance random block design is used to compare the results of the algorithms. P-values of algorithms and blocks in this test are smaller than the significance level of 0.05. The computational results show that the proposed hybrid algorithm achieves better performance than the imperialist competitive algorithm and hybrid imperialist competitive and tabu search.
本文研究了具有装配阶段和运输的作业车间系统的集成调度问题,以使总延误时间最小化。在该问题中,零件在作业车间系统中进行加工,然后在装配阶段进行组装。最终,产品被打包运送给客户。假定设置时间取决于序列。首先,建立了混合整数线性模型。由于问题是np困难的,提出了一种混合帝国主义竞争和模拟退火(ICA-SA)算法来解决中、大尺寸的问题。为了验证所提出算法的性能,将结果与帝国主义竞争算法和混合帝国主义竞争和禁忌搜索(ICA-TS)算法进行比较。采用方差分析随机块设计来比较算法的结果。本检验中算法和块的p值均小于0.05的显著性水平。计算结果表明,所提出的混合算法比帝国竞争算法和帝国竞争与禁忌搜索的混合算法取得了更好的性能。
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引用次数: 0
Scheduling employees with different skill levels in small clothing workshops 在小型服装车间安排不同技能水平的员工
Pub Date : 2021-09-23 DOI: 10.52547/jimp.11.3.153
M. Akbari, Mohammadreza Ghasemi
In this research, it has been tried to optimize the efficiency of employees by considering the concept of human factor engineering in scheduling. Due to the importance of human parameters such as learning and forgetting in employees' skills, especially during job rotation, these factors have been studied and modeled in the issue of staff job rotation scheduling. For this purpose, a nonlinear integer programming model is proposed for scheduling problem of employees with two types of skills. The objective function of the model is to maximize the employee performance. Different examples are solved by considering different parameters to analyze the effects of staff costs, learning and forgetting on staff scheduling efficiency. To solve this problem, GAMZ software is used. The results showed that the proposed model has the ability to provide employee scheduling plans with the aim of maximizing employees. The computational results also indicated that learning and forgetting rate play an important role in determining the optimal scheduling plan and the use or non-use of semi-skilled workers and the movement of employees between machines. The proposed model and the results of this research help employers in using a variety of scheduling schemes and system optimization with dual constraints.
本研究尝试将人因工程的概念引入调度中,以优化员工的工作效率。由于学习和遗忘等人的参数在员工技能中的重要性,特别是在轮岗过程中,因此在员工轮岗调度问题中对这些因素进行了研究和建模。为此,提出了具有两种技能的员工调度问题的非线性整数规划模型。该模型的目标函数是使员工绩效最大化。通过求解不同的算例,考虑不同的参数,分析员工成本、学习和遗忘对员工调度效率的影响。为了解决这个问题,使用了GAMZ软件。结果表明,该模型能够提供以员工最大化为目标的员工调度计划。计算结果还表明,学习和遗忘率在决定最优调度计划、使用或不使用半熟练工人以及员工在机器之间的移动方面起着重要作用。本文提出的模型和研究结果有助于雇主使用多种调度方案和双重约束下的系统优化。
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引用次数: 0
Inventory Control of Blood Products in the Hospital Network under Uncertainty 不确定条件下医院网络血液制品库存控制
Pub Date : 2021-09-23 DOI: 10.52547/jimp.11.3.131
V. Yousefinezhad, Ehsan Nikbakhsh
Inventory control of blood and its products is the most important challenge in efficiently managing a blood supply chain as blood products are perishable. In addition, the replenishment of blood, which donors supply, and the demand of patients for blood products are uncertain. In particular, platelets with the shortest lifespan, up to five days, are the most expensive blood products. Therefore, this study investigates the problem of platelet inventory control in a hospital network using integer programming. Due to the uncertainty of the demand of patients in hospitals, a scenario-based robust optimization approach is applied to minimize the worst-case performance of the system. The proposed model is coded and solved using GAMS software. The results demonstrate that using a robust optimization approach reduces hospital costs by 7.6% on average compared to a solution that ignores uncertainty. Moreover, the efficiency of hospitals' inventory control depends on the capacity of the Blood Transfusion Organization to deliver fresh platelets.
血液及其制品的库存控制是有效管理血液供应链的最重要挑战,因为血液制品易腐烂。此外,由献血者提供的血液的补充以及患者对血液制品的需求都是不确定的。特别是寿命最短的血小板,最多只有5天,是最昂贵的血液制品。因此,本研究利用整数规划的方法来研究医院网络中血小板库存的控制问题。针对医院患者需求的不确定性,采用基于场景的鲁棒优化方法使系统的最坏情况性能最小化。采用GAMS软件对模型进行编码和求解。结果表明,与忽略不确定性的解决方案相比,使用稳健的优化方法平均可减少7.6%的医院成本。此外,医院库存控制的效率取决于输血组织提供新鲜血小板的能力。
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引用次数: 0
An Intelligent Sales Management System Based on Internet of Things and Bayesian Network 基于物联网和贝叶斯网络的智能销售管理系统
Pub Date : 2021-08-12 DOI: 10.52547/JIMP.2021.222223.1269
H. Fazlollahtabar
There is no doubt that the lifestyle of human beings has undergone many changes due to the progress of science and human knowledge. Due to this change, new technologies are introduced to the market every day that can play an essential role in the development of human life and culture. In today's society, due to the increasing tendency to buy from commercial complexes that can meet all the needs of the buyer in a limited time, we are witnessing the increasing construction of modern commercial complexes. Due to the breadth of services and the variety of commercial complexes, the need for an intelligent central control unit that takes control of all existing systems is essential. The Internet of Things (IoT) is one of the new technologies in the last decade that can play an important role in making business complexes smarter. How much of the customer has come to the store, how employees have been served and how customers have been buying are factors that can be analyzed to dramatically increase the revenue of stores and lead to customer satisfaction. There are many models in this field, one of which is the Bayesian network model. In this research, using this model, based on customers 'interests and preferences and purchase patterns, we identify customers' needs and provide the desired product to them. After implementing this model, it is expected to increase the potential sales in the store and increase the efficiency and speed of the store.
毫无疑问,由于科学和人类知识的进步,人类的生活方式发生了许多变化。由于这种变化,新技术每天都被引入市场,这些技术在人类生活和文化的发展中发挥着至关重要的作用。在当今社会,由于越来越多的人倾向于购买能够在有限的时间内满足买家所有需求的商业综合体,我们正在见证现代商业综合体的不断增加。由于服务的广度和商业综合体的多样性,需要一个智能的中央控制单元来控制所有现有的系统是必不可少的。物联网(IoT)是过去十年的新技术之一,可以在使商业综合体智能化方面发挥重要作用。有多少顾客来过商店,员工是如何得到服务的,顾客是如何购买的,这些都是可以分析的因素,可以显著增加商店的收入,并导致顾客满意度。该领域有许多模型,其中之一就是贝叶斯网络模型。在本研究中,我们使用这个模型,根据顾客的兴趣偏好和购买模式,识别顾客的需求,并提供他们想要的产品。该模式实施后,有望增加店铺的潜在销售额,提高店铺的效率和速度。
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引用次数: 0
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Journal of Industrial Management Perspective
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