درخت حوزه‌های تخصصی

The purpose of this study is to develop portfolio optimization and assets allocation using our proposed models. The study is based on a non-parametric efficiency analysis tool, namely Data Envelopment Analysis (DEA). Conventional DEA models assume non-negative data for inputs and outputs. However, many of these data take the negative value, therefore we propose the MeanSharp-βRisk (MShβR) model and the Multi-Objective MeanSharp-βRisk (MOMShβR) model base on Range Directional Measure (RDM) that can take positive and negative values. We utilize different risk measures in these models consist of variance, semivariance, Value at Risk (VaR) and Conditional Value at Risk (CVaR) to find the best one as input. After using our proposed models, the efficient stock companies will be selected for making the portfolio. Then, by using Multi-Objective Decision Making (MODM) model we specified the capital allocation to the stock companies that selected for the portfolio. Finally, a numerical example of the Iranian stock companies is presented to demonstrate the usefulness and effectiveness of our models, and compare different risk measures together in our models and allocate assets.

VANET (Vehicular Ad-hoc Network) is a developing technology, which is a combination of cellular technology, ad-hoc network & wireless LAN to improve the safety of vehicle as well as driver. VANET communication can be of two types, first one is broadcast and second one is unicast. Either communication may be broadcast or unicast both are sensitive to different types ofassaults, for example message forgery, (DOS) denial of service, Sybil assault, Greyhole, Blackhole & Wormhole assault. In this paper machine learning method is used to detect the wormhole assault in VANET’s multi-hop communication. We have created a scenario of VANET by using AODV routing protocol on NS-3.24.1 simulator, which utilizes the overall mobility traces generated by the simulator SUMO-0.32.0 to model the wormhole assault. The simulation is performed by using NS-3.24.1 simulator, and the statistics created by flow monitor are collected. The collected data is pre-processed and the k-NN & Random Forest algorithms are applied on this data, to make the model such type so that it can memorize the wormhole attack. The novelty of this research work is that with the help of proposed detection & prevention technique, vehicular ad-hoc network can be made free from wormhole assault by using ML approach. The performance of proposed machine learning models is compared with existing work. In this way it is clear that our proposed approach by using ML is powerful tool by which the wormhole assaults can be detected in VANETs. A scheme based on packet lease and cryptographic techniques is used to prevent the wormhole attack in VANET