Amir Salehipour

University of Technology Sydney (UTS)

15 Broadway, Ultimo

PO Box 123

Sydney, NSW 2007

Australia

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 7,315

SSRN RANKINGS

Top 7,315

in Total Papers Downloads

6,968

SSRN CITATIONS

5

CROSSREF CITATIONS

6

Scholarly Papers (16)

1.

Evaluation and Ranking of Market Forecasters

Number of pages: 26 Posted: 03 Apr 2017 Last Revised: 22 Jul 2017
Lawrence Berkeley National Laboratory, University of Newcastle (Australia), University of Technology Sydney (UTS) and Cornell University - Operations Research & Industrial Engineering
Downloads 3,258 (3,811)
Citation 1

Abstract:

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Marker forecasters ranking; Guru ranking; Market forecast

2.

Backtest Overfitting in Financial Markets

Automated Trader, 2016, Forthcoming
Number of pages: 8 Posted: 15 Feb 2016
Lawrence Berkeley National Laboratory, University of Newcastle (Australia), Cornell University - Operations Research & Industrial Engineering, University of Technology Sydney (UTS) and Western Michigan University
Downloads 1,833 (10,011)

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backtest, historical simulation, probability of backtest over-fitting, investment strategy, optimization, Sharpe ratio, minimum backtest length, performance degradation

3.

Online Tools for Demonstration of Backtest Overfitting

Number of pages: 13 Posted: 23 Apr 2015 Last Revised: 01 Dec 2015
Lawrence Berkeley National Laboratory, University of Newcastle (Australia), University of Technology Sydney (UTS), Cornell University - Operations Research & Industrial Engineering and Western Michigan University
Downloads 922 (28,599)
Citation 3

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Backtest overfitting, multiple testing, Sharpe Ratio, Deflated Sharpe Ratio, investment strategy

4.

Do Financial Gurus Produce Reliable Forecasts?

Number of pages: 20 Posted: 13 Mar 2019
Lawrence Berkeley National Laboratory, University of Newcastle (Australia), University of Technology Sydney (UTS) and Cornell University - Operations Research & Industrial Engineering
Downloads 467 (70,086)

Abstract:

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Marker forecasters ranking; Guru ranking; Market forecast

5.

An Algorithm for Single‚ÄďAnd Multiple-Runway Aircraft Landing Problem

Number of pages: 11 Posted: 14 Jan 2019 Last Revised: 21 Jan 2020
Amir Salehipour
University of Technology Sydney (UTS)
Downloads 166 (205,285)
Citation 1

Abstract:

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aircraft landing problem, sequence relaxation, decomposition, runway allocation

6.

Coupled Task Scheduling With Exact Delays: Literature Review and Models

Number of pages: 35 Posted: 04 Mar 2019
Mostafa Khatami, Amir Salehipour and T.C.E. Cheng
University of Technology Sydney (UTS), University of Technology Sydney (UTS) and Hong Kong Polytechnic University - Faculty of Business
Downloads 50 (440,477)
Citation 4

Abstract:

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scheduling, coupled task, review, single machine, shop setting, benchmark instances, mathematical model

7.

The Gradual Minimal Covering Location Problem

Number of pages: 16 Posted: 14 Feb 2020
Mostafa Khatami and Amir Salehipour
University of Technology Sydney (UTS) and University of Technology Sydney (UTS)
Downloads 43 (468,564)
Citation 1

Abstract:

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minimal coverage, gradual covering, undesirable facility, facility location, distance constraint

8.

Heuristics for Flights Arrival Scheduling at Airports

Number of pages: 19 Posted: 12 Jul 2019
Amir Salehipour and Mohammad Mahdi Ahmadian
University of Technology Sydney (UTS) and University of Technology Sydney (UTS)
Downloads 43 (468,564)
Citation 1

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OR in airlines, weighted earliness and tardiness minimization, heuristic, relaxation neighborhood, Relax-and-Solve

9.

Four Decades of Research on the Open-Shop Scheduling Problem to Minimize the Make-span

Number of pages: 30 Posted: 29 Jun 2020
University of Technology Sydney (UTS), University of Technology Sydney (UTS), University of Technology Sydney (UTS) and Hong Kong Polytechnic University - Faculty of Business
Downloads 41 (477,077)

Abstract:

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scheduling, open-shop, review, make-span

10.

A Binary Search Method for the General Coupled Task Scheduling Problem

Number of pages: 13 Posted: 19 Sep 2019
Mostafa Khatami and Amir Salehipour
University of Technology Sydney (UTS) and University of Technology Sydney (UTS)
Downloads 28 (541,269)
Citation 1

Abstract:

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coupled task scheduling, single machine, minimizing makespan, binary search, heuristic, bounds

11.

Minimizing the Maximum Earliness-Tardiness on a Single Machine with Generalized Due-Dates

Number of pages: 12 Posted: 12 Dec 2019
Daniel Oron and Amir Salehipour
University of Sydney Business School and University of Technology Sydney (UTS)
Downloads 26 (553,007)

Abstract:

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Single machine; Earliness; Tardiness; Generalized due-dates

12.

Coupled Task Scheduling with Time-Dependent Processing Times

Number of pages: 16 Posted: 14 Jan 2019 Last Revised: 09 Jun 2019
Mostafa Khatami and Amir Salehipour
University of Technology Sydney (UTS) and University of Technology Sydney (UTS)
Downloads 26 (553,007)

Abstract:

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single machine coupled task scheduling, time-dependent processing time, simple linear processing time, dynamic program, heuristic

13.

An Optimization Method for Characterizing Two Groups of Data

Number of pages: 20 Posted: 07 Apr 2020
Amir Salehipour
University of Technology Sydney (UTS)
Downloads 24 (565,631)

Abstract:

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optimization, bi-objective, matheuristics

14.

An Efficient Relax-and-Solve Heuristic for Open-Shop Scheduling Problem to Minimize Total Weighted Earliness-Tardiness

Number of pages: 18 Posted: 09 Jun 2020
University of Technology Sydney (UTS), University of Technology Sydney (UTS) and United Institute of Informatics Problems
Downloads 21 (584,882)

Abstract:

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open-shop scheduling, just-in-time, weighted earliness-tardiness, relaxation neighborhood, matheuristic, relax-and-solve

15.

Optimal Makespan for the Coupled Task Ordered Flow-Shop

Number of pages: 12 Posted: 19 Feb 2020
Mostafa Khatami and Amir Salehipour
University of Technology Sydney (UTS) and University of Technology Sydney (UTS)
Downloads 14 (632,116)
Citation 1

Abstract:

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ordered flow-shop, coupled task, exact delays, pyramidal property, makespan

16.

Heuristic Solutions for the (A, B)-K Feature Set Problem

Number of pages: 11 Posted: 21 Mar 2020
Leila M. Naeni and Amir Salehipour
School of Built Environment, University of Technology Sydney and University of Technology Sydney (UTS)
Downloads 6 (690,046)

Abstract:

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Heuristics, Feature Selection, Combinatorial Optimization, Data Analysis