ارزیابی صنایع منتخب بورس اوراق بهادار با استفاده از رویکرد برنامه‌ریزی خطی و تصمیم‌گیری چند شاخصه

نوع مقاله: مقاله پژوهشی

نویسندگان

1 دانشجوی کارشناسی ارشد، دانشکده اقتصاد و مدیریت و علوم اجتماعی، دانشگاه شیراز، شیراز، ایران

2 استاد، گروه مدیریت، دانشکده اقتصاد و مدیریت و علوم اجتماعی، دانشگاه شیراز، شیراز، ایران

چکیده

یکی از انواع سرمایه‌گذاری‌ها به ‌منظور افزایش ثروت سرمایه‌گذاران، سرمایه‌گذاری در بورس اوراق بهادار است. هدف پژوهش حاضر رتبه‌بندی صنایع سیمان و گچ، فراورده‌های نفتی (تولید محصولات پالایش شده پتروشیمی)، کاشی و سرامیک و خودرو (تولید وسایل نقلیه موتوری) در بورس اوراق بهادار به‌ منظور کمک به سرمایه‌گذاران جهت تصمیمهای سرمایه‌گذاری با توسعه یک روش برای حل مسائل تصمیم‌گیری چند شاخصه با رتبه‌بندی گزینه‌ها بر اساس شاخص‌ها و وزن شاخص‌ها به‌وسیله مجموعه فازی شهودی با ارزش بازه‌ای می‌باشد. در این روش یک فاصله مطلق موزون بین مجموعه‌های فازی شهودی با استفاده از وزن مجموعه‌های فازی شهودی تعریف شده است، سپس به کمک دو مدل ساده برنامه‌ریزی خطی کمکی معیار نزدیکی نسبی به راه‌حل ایده‌آل محاسبه می‌شود، در آخر بر‌اساس مفهوم احتمال اعداد گزینه‌ها رتبه‌بندی می‌شوند. داده‌های مورد نیاز در سال 1393 الی 1394 به طور عمده از طریق صورت‌های مالی حسابرسی شده، نرم‌افزار رهاورد نوین استخراج شده است. نتایج نهایی حاصل از این پژوهش نشان می‌دهد که صنایع فراورده‌های نفتی، سیمان و گچ، کاشی و سرامیک و خودرو به‌ترتیب دارای بالاترین رتبه می‌باشند.

کلیدواژه‌ها


عنوان مقاله [English]

Evaluation of Selected Industries in the Stock Exchange of Iran Using the Linear Programming Approach and Multiple Attribute Decision Making

نویسندگان [English]

  • Yasaman Dehghan Khalili 1
  • Ali Mohammadi 2
1 M.A Student, Faculty of Economics and Management and Social Sciences, University of Shiraz, Shiraz, Iran.
2 Professor, Management Group, Faculty of Economics and Management and Social Sciences, University of Shiraz, Shiraz, Iran.
چکیده [English]

 One of investments to increase the wealth of investors is investment in the stock exchange. The purpose of this paper is ranking of cement and plaster, petroleum products (production of petrochemicals refined products), tile and ceramic, automotive (manufacture of motor vehicles) industries of stock exchange to help the investors for investment decisions. This research aims to develop a methodology for solving MADM problems with both ratings of alternatives on attributes and weights being expressed with interval-valued intuitionistic fuzzy sets. In this methodology, a weighted absolute distance between intuitionistic fuzzy sets is defined using weights of intuitionistic fuzzy sets, two simpler auxiliary linear programming models being used to calculate the relative closeness coefficient of ideal solution, based on the concept of likelihood of interval numbers, we rank alternatives. The required data is extracted during 1393 to 1394 mainly through audited financial statements data from rahavard novin software. the final results of this study indicate that petroleum products, cement and plaster, tile and ceramic, automotive industries respectively, have the highest rank.

کلیدواژه‌ها [English]

  • interval-valued intuitionistic fuzzy sets
  • Linear Programming
  • multi-attribute decision making (MADM)
  • industry ranking of stock exchange

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