Two of the essential and important topics of scholars' research are congestion and classification in Data Envelopment Analysis. There are lots of papers that researchers represented their methods in these fields separately. Assume that there is a different method that can predict the congestion of Decision Making Units. In this paper, we represented our method that predicts the congestion of DMUs instead of calculating their congestion. The advantage of this method is for the time that measured the congestion of DMUs but we need to add new DMUs and we do not want to calculate the congestion of all DMUs again. For this reason, we define available DMUs into three groups such as DMUs with strong congestion, DMUs with weak congestion, and DMUs with no congestion; then predict the congestion of new DMU. In the last section, we represent the numerical example of our purpose method. The result shows that the prediction of congestion is so correct. Manuscript profile

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. Manuscript profile