Forecasting stock index has been received great interest because an accurate prediction of stock index may yield benefits and profits for investors, economists and practitioners. The objective of this study is to develop two efficient forecasting models and compare their performances in one day-ahead forecasting the daily Vietnamese stock index. The model development used the data across 9 years of the trading days. The developed models are based on two artificial intelligence techniques, including adaptive network based fuzzy inference system (ANFIS) and long short-term memory (LSTM). The performance indexes including RMSE, MAPE, MAE and R were used to make comparison of the models. The experimental results reveal that both models successfully forecasted the daily Vietnamese stock index with a high accuracy rate. The comparative results of the two models were then discussed and analyzed. It was found that the LSTM model outperformed the hierarchical ANFIS model in forecasting stock index of the Vietnamese stock market.

The purpose of this research is to develop an early warning system model that can anticipate the occurrence of delisting of Islamic stocks (ISSI) using Support Vector Machines (SVM). Financial variables used consist of debt to equity, return on invested capital, asset turn over, quick ratio, current ratio, return on assets, return on equity, leverage, long term debt, and interest coverage. The population of this study is 335 sharia shares registered at ISSI in the period 2012-2017, with a total sample of 102 companies. The results show that the financial variables had a predictive power to the occurrence of delisting of Islamic stocks in the ISSI index. The effect of the independent variable or predictor variable is the financial ratio to the target variable or the dependent variable that is the potential for delisting of Islamic stocks in the ISSI index. With the development of 4 SVM models with different levels of prediction accuracy, SVM Model 1 with an accuracy rate of 71.57%, SVM Model 2 with an accuracy rate of 72.55%, SVM Model 3 with an accuracy rate of 82.35% and SVM Model 4 with an accuracy rate of 100%, it can be concluded that the SVM Model 4 is the best model.

This paper presents a new method for selection of optimal options portfolios. The problem of defining optimal portfolios of real options is formulated as integer programming. The algorithm of generating an optimal portfolio of real options is also presented. The incremental benefit of portfolio of real options is valued using Monte Carlo simulation and modeling the prices and demand as Geometric Brownian Motion. The presented method allows to select optimal portfolios of real options with consideration of statistical and qualitative dependences of options. The results show that real options can generate a significant increase in the net present value (NPV).

Vendor-managed inventory (VMI) is one of effective and crucial tools to alleviate the demand volatility of stocks problems, reduce time and operating cost in healthcare sector. VMI strategy becomes a necessity for both suppliers and hospitals to sustainably develop and to cope with stock availability and overall reliability process by sharing information. The process and management of VMI is a complicated work which needs substantial degrees of collaboration, expertise, and information sharing. This paper purposes a comprehensive multi-criteria decision making (MCDM) to select the best potential supplier for VMI collaboration in healthcare organization. The study developed MCDM framework consists of (i) Fuzzy Delphi approach to select the appropriate evaluation criteria for VMI supplier selection (ii) Fuzzy Step-wise Weight Assessment Ration Analysis (SWARA) method to determine the relative importance weight of evaluation criteria, (ii) Fuzzy Complex Proportional Assessment of Alternatives (COPRAS) to compare, rank and select the best appropriated supplier. An empirical case study was applied for a local famous public hospital and the best potential supplier was selected. The study reveals that the most evaluation criteria when selecting supplier for VMI in healthcare sector are institutional trust, information sharing and exchanging as well as information technology.

This study aims at investigating the impact of globalization on CO₂ emission in Vietnam. Empirical analysis is performed by employing autoregressed distributed lag approach on time series data for the period of 1990 to 2016. The paper tested the stationary, cointegration of time series data and utilized autoregressed distributed lag modeling technique to determine the short run and long run relationship among CO2 emission, globalization, foreign direct investment, exports, coal consumption per capita and fossil fuels electricity generation. The results show that globalization increases CO₂ emission in Vietnam and thus globalization is not beneficial for the long-term environmental health. Exports lowers CO₂ emissions in both short run and long run whereas coal consumption per capita and fossil fuels electricity generation raise CO₂ emissions. The study further shows that foreign direct investment did not affect CO₂ emissions directly in short run as well as in long run.

Construction emissions have become a major concern that has risen extensively in the last few decades. This paper introduces a building information modeling (BIM)-based model to evaluate the environmental and economic consequences of different project alternatives. The model calculates direct, indirect emissions and primary energy for the overall project life cycle. A hybrid fuzzy multi-objective non-dominated sorting genetic algorithm II (NSGA-II) problem is designed to model the uncertainties associated with the quantification of the judging attributes, and consequently to find the most sustainable materials by minimizing the objective functions; project duration, project life cycle cost, project overall emissions and total project primary energy. Finally, TOPSIS is applied to select the most sustainable material for each construction component among the set of Pareto optimal solutions. A case study of an academic building in Saudi Arabia is presented in order to exemplify the practical features of the proposed model.

Deciding conceptual stage of engineering design to identify an optimal design concept from a set of alternatives is a task of great interest for manufacturers because it has an impact on profitability of the manufacturing firms in terms of extending product demand life cycle and gaining more market share. To achieve this task, design concepts encompassing all required attributes are developed and the decision is made on the optimal design concept. This article proposes the modeling of decision making in the conceptual design stage of a product as a multi-criteria decision making analysis. The proposition is based on the fact that the design concepts can be decided based on considering the available design features and various sub-features under each design feature. Pairwise comparison matrix of fuzzy analytic hierarchy process is applied to determine the weights for all design features and their sub-features depending on the importance to the design features to the optimal design and contributions of the sub-features to the performance of the main design features. Fuzzified Pugh matrices are developed for assessing the availability of the sub-features in the design concept. The cumulative from the Pugh matrices produced a pairwise comparison matrix for the design features from which the design concepts are ranked using a minimum degree of possibility. The result obtained show that the decision process did not arbitrarily apportion weights to the design concepts because of the moderate differences in the final weights.

The rule based categorization approaches such as associative classification have the capability to produce classifiers rival to those learned by traditional categorization approaches such as Naïve Bayes and K-nearest Neighbor. However, the lack of useful discovery and usage of categorization rules are the major challenges of rule based approaches and their performance is declined with large set of rules. Genetic Algorithm (GA) is effective to reduce the high dimensionality and improve categorization performance. However, the usage of GA in most researches is limited in the categorization preprocessing stage and its results is used to simplify the categorization process performed by other categorization algorithms. This paper proposed a hybrid GA rule based categorization method, named genetic algorithm rule based categorization (GARC), to enhance the accuracy of categorization rules and to produce accurate classifier for text mining. The GARC consists of three main stages; namely, search space determination, rule discovery with validation (rule generation), and categorization. The experimental results are carried out on three Arabic text datasets with multiple categories to evaluate the efficiency of GARC. The results show that a promising performance was achieved by using GARC for Arabic text categorization. The GARC achieves the best performance with small feature space in most situations.

Clustering is one of the most common unsupervised data mining classification techniques for splitting objects into a set of meaningful groups. However, the traditional k-means algorithm is not applicable to retrieve useful information / clusters, particularly when there is an overwhelming growth of multidimensional data. Therefore, it is necessary to introduce a new strategy to determine the optimal number of clusters. To improve the clustering task on high dimensional data sets, the distance based k-means algorithm is proposed. The proposed algorithm is tested using eighteen sets of normal and non-normal multivariate simulation data under various combinations. Evidence gathered from the simulation reveal that the proposed algorithm is capable of identifying the exact number of clusters.

This paper aims a novel and a useful multi-objective optimization approach named Non-Dominated Sorting Ions Motion Algorithm (NSIMO) built on the search procedure of Ions Motion Algorithm (IMO). NSIMO uses selective crowding distance and non-dominated sorting method to obtain various non-domination levels and preserve diversity amongst the best set of solutions. The suggested technique is employed to various multi-objective benchmark functions having different characteristics like convex, concave, multimodal, and discontinuous Pareto fronts. The recommended method is analyzed on different engineering problems having distinct features. The results of the proposed approach are compared with other well-regarded and novel algorithms. Furthermore, we present that the projected method is easy to implement, capable of producing a nearly true Pareto front and algorithmically inexpensive.