Amir Salehipour

University of Technology Sydney (UTS)

15 Broadway, Ultimo

PO Box 123

Sydney, NSW 2007

Australia

University of Technology Sydney, Australia

Australian Research Council Fellow

Ultimo

Ultimo, NSW 2007

Australia

  • University of Technology Sydney (UTS)

  • University of Technology Sydney, Australia

SCHOLARLY PAPERS

16

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8,225

SSRN CITATIONS

5

CROSSREF CITATIONS

6

Scholarly Papers (16)

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1.

Evaluation and Ranking of Market Forecasters

Number of pages: 26 Posted: 03 Apr 2017 Last Revised: 22 Jul 2017
David H. Bailey, Jonathan Borwein, Jonathan Borwein, Amir Salehipour, Amir Salehipour, Marcos Lopez de Prado and Marcos Lopez de Prado
Lawrence Berkeley National Laboratory, University of Newcastle (Australia)Royal Society of Canada, University of Technology Sydney (UTS)University of Technology Sydney, Australia and Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,721 (3,931)
Citation 1

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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
David H. Bailey, Jonathan Borwein, Jonathan Borwein, Marcos Lopez de Prado, Marcos Lopez de Prado, Amir Salehipour, Amir Salehipour and Qiji Jim Zhu
Lawrence Berkeley National Laboratory, University of Newcastle (Australia)Royal Society of Canada, Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority, University of Technology Sydney (UTS)University of Technology Sydney, Australia and Western Michigan University
Downloads 2,036 (10,643)

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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
David H. Bailey, Jonathan Borwein, Jonathan Borwein, Amir Salehipour, Amir Salehipour, Marcos Lopez de Prado, Marcos Lopez de Prado and Qiji Jim Zhu
Lawrence Berkeley National Laboratory, University of Newcastle (Australia)Royal Society of Canada, University of Technology Sydney (UTS)University of Technology Sydney, Australia, Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and Western Michigan University
Downloads 1,055 (28,961)
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
David H. Bailey, Jonathan Borwein, Jonathan Borwein, Amir Salehipour, Amir Salehipour, Marcos Lopez de Prado and Marcos Lopez de Prado
Lawrence Berkeley National Laboratory, University of Newcastle (Australia)Royal Society of Canada, University of Technology Sydney (UTS)University of Technology Sydney, Australia and Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 621 (59,510)

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Marker forecasters ranking; Guru ranking; Market forecast

5.

An Algorithm for Single–And Multiple-Runway Aircraft Landing Problem

Number of pages: 11 Posted: 14 Jan 2019 Last Revised: 21 Jan 2020
Amir Salehipour and Amir Salehipour
University of Technology Sydney (UTS)University of Technology Sydney, Australia
Downloads 276 (151,631)
Citation 1

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aircraft landing problem, sequence relaxation, decomposition, runway allocation

6.

The Gradual Minimal Covering Location Problem

Number of pages: 16 Posted: 14 Feb 2020
Mostafa Khatami, Amir Salehipour and Amir Salehipour
University of Technology Sydney (UTS) and University of Technology Sydney (UTS)University of Technology Sydney, Australia
Downloads 78 (412,268)
Citation 2

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

7.

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
Mohammad Mahdi Ahmadian, Amir Salehipour, Amir Salehipour and Mikhail Kovalyov
University of Technology Sydney (UTS), University of Technology Sydney (UTS)University of Technology Sydney, Australia and United Institute of Informatics Problems
Downloads 69 (440,913)
Citation 1

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

8.

Heuristics for Flights Arrival Scheduling at Airports

Number of pages: 19 Posted: 12 Jul 2019
Amir Salehipour, Amir Salehipour and Mohammad Mahdi Ahmadian
University of Technology Sydney (UTS)University of Technology Sydney, Australia and University of Technology Sydney (UTS)
Downloads 65 (454,660)
Citation 1

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

9.

Coupled Task Scheduling With Exact Delays: Literature Review and Models

Number of pages: 35 Posted: 04 Mar 2019
Mostafa Khatami, Amir Salehipour, Amir Salehipour and T.C.E. Cheng
University of Technology Sydney (UTS), University of Technology Sydney (UTS)University of Technology Sydney, Australia and Hong Kong Polytechnic University - Faculty of Business
Downloads 61 (469,218)
Citation 4

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

10.

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

Number of pages: 30 Posted: 29 Jun 2020
Mohammad Mahdi Ahmadian, Mostafa Khatami, Amir Salehipour, Amir Salehipour and T.C.E. Cheng
University of Technology Sydney (UTS), University of Technology Sydney (UTS), University of Technology Sydney (UTS)University of Technology Sydney, Australia and Hong Kong Polytechnic University - Faculty of Business
Downloads 54 (496,561)

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scheduling, open-shop, review, make-span

11.

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

Number of pages: 12 Posted: 12 Dec 2019
Daniel Oron, Amir Salehipour and Amir Salehipour
University of Sydney Business School and University of Technology Sydney (UTS)University of Technology Sydney, Australia
Downloads 45 (535,810)

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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, Amir Salehipour and Amir Salehipour
University of Technology Sydney (UTS) and University of Technology Sydney (UTS)University of Technology Sydney, Australia
Downloads 37 (575,673)

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

13.

A Binary Search Method for the General Coupled Task Scheduling Problem

Number of pages: 13 Posted: 19 Sep 2019
Mostafa Khatami, Amir Salehipour and Amir Salehipour
University of Technology Sydney (UTS) and University of Technology Sydney (UTS)University of Technology Sydney, Australia
Downloads 36 (581,217)
Citation 1

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

14.

An Optimization Method for Characterizing Two Groups of Data

Number of pages: 20 Posted: 07 Apr 2020
Amir Salehipour and Amir Salehipour
University of Technology Sydney (UTS)University of Technology Sydney, Australia
Downloads 31 (609,505)

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optimization, bi-objective, matheuristics

15.

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

Number of pages: 11 Posted: 21 Mar 2020
Leila M. Naeni, Amir Salehipour and Amir Salehipour
School of Built Environment, University of Technology Sydney and University of Technology Sydney (UTS)University of Technology Sydney, Australia
Downloads 20 (684,788)

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Heuristics, Feature Selection, Combinatorial Optimization, Data Analysis

16.

Optimal Makespan for the Coupled Task Ordered Flow-Shop

Number of pages: 12 Posted: 19 Feb 2020
Mostafa Khatami, Amir Salehipour and Amir Salehipour
University of Technology Sydney (UTS) and University of Technology Sydney (UTS)University of Technology Sydney, Australia
Downloads 20 (684,788)
Citation 1

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