نوع مقاله : مقاله پژوهشی

نویسندگان

1 کارشناسی ارشد، دانشگاه تهران.

2 دانشیار، دانشگاه تهران.

3 استاد، دانشگاه تهران.

چکیده

سازمان ­های سرمایه ­گذار در میان پروژه های کاندیدای ورود به سبد سرمایه ­گذاری مبنای استانداردی برای شناسایی پروژه‌هایی که سهم بیشتری از سرمایه­ گذاری و سود را به ­خود اختصاص می­ دهند، ندارند و پروژه ها براساس برآوردهای شخصی ارزیابی و انتخاب می‌شوند؛ بدیهی است با افزایش تعداد و تنوع پروژه‌ها، خطا در اینگونه برآوردها افزایش می‌یابد. مسئله اصلی پژوهش حاضر، طبقه ­بندی پروژه‌های کاندید ورود به سبد سرمایه گذاری «شرکت غدیر»، توسط معیارهای مشخص به سه گروه ازپیش‌تعیین‌شده بسیار مهم، متوسط و کم­ اهمیت است. روش پژوهش از نظر هدف، کاربردی و از نظر گردآوری داده­ ها، تحلیل ـ ریاضی می‌باشد. از آنجا که برای تصمیم ­گیری در خصوص طبقه­ بندی به قضاوت مطلق تصمیم‌گیرندگان نیاز بوده و تعداد طبقات مورد بررسی بیشتر از دو طبقه است در میان مدل­ های طبقه‌بندی از مدل­ سازی MHDIS که نخست، مبتنی بر توابع مطلوبیت تصمیم­ گیرندگان بوده و دوم، مختص طبقه ­بندی چند ­گروهی و سلسله ­مراتبی است، استفاده شده. در مرحله دوم پس از مدل‌سازی با یک نمونه 29 تایی مدل آزمون شده و برای بررسی و مقایسه کارایی مدل، خطای مدل با نتایج به‌دست‌آمده از مدل مشابه UTADIS مقایسه شده است. نتایج نمایانگر میزان خطای پایین‌تر این مدل در مقایسه با مدل UTADIS می‌باشد.

کلیدواژه‌ها

عنوان مقاله [English]

Project Classification in Project Portfolio Management using a Multicriteria Hierarchical Discrimination Method

نویسندگان [English]

  • Fatemeh Mamizadeh 1
  • Mohammad Reza Sadeghi Moghadam 2
  • Mohamad Reza Mehregan 3

1 M.A., Tehran University.

2 Associate Professor, University of Tehran.

3 Professor, Tehran University.

چکیده [English]

In investor organizations, manager's donot have standard method to discriminate more important projects. They usually select projects based on their Private estimates. But with increasing number of projects, diversity and complexity of them, the amount of error in these estimates is increased. The main issue of this research is the categorization of candidate projects, by specific criteria, into three groups. It is very important, medium and low importance.The research method is applied to the target and in terms of data collection it is an analytical-mathematical method. Since decision making on categorization requires the absolute judgment of decision makers, and the number of classes is more than two, the MHDIS modeling technique has been used among classification models because this model is firstly based on the utility functions of decision makers and the latter is specific to multi-group classification. After modeling, we tested model with 29 other projects and finally we compared the model error with the results obtained from the UTADIS model which is similar to MHDIS. The results present a lower error rate than the UTADIS model.

کلیدواژه‌ها [English]

  • Mathematical Model
  • Multi-criteria Decision Making
  • Project Portfolio Management
  • Classification
  • MHDIS
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