Amir Salehipour

University of Technology Sydney, Australia

Australian Research Council Fellow

Ultimo

Ultimo, NSW 2007

Australia

SCHOLARLY PAPERS

8

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CITATIONS
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Top 43,825

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7

Scholarly Papers (8)

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, Australia and Cornell University - Operations Research & Industrial Engineering
Downloads 2,590 (4,585)
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, Australia and Western Michigan University
Downloads 1,592 (10,351)
Citation 1

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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, Australia, Cornell University - Operations Research & Industrial Engineering and Western Michigan University
Downloads 777 (30,492)
Citation 4

Abstract:

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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, Australia and Cornell University - Operations Research & Industrial Engineering
Downloads 188 (158,571)

Abstract:

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Marker forecasters ranking; Guru ranking; Market forecast

5.

Algorithms for Single- and Multiple-Runway Aircraft Landing Problem

Number of pages: 17 Posted: 14 Jan 2019
Amir Salehipour
University of Technology Sydney, Australia
Downloads 27 (475,803)

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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, Australia and Hong Kong Polytechnic University - Faculty of Business
Downloads 19 (520,425)
Citation 1

Abstract:

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

7.

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, Australia
Downloads 18 (526,208)

Abstract:

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

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, Australia and University of Technology Sydney (UTS)
Downloads 2 (629,977)

Abstract:

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