Amir Salehipour

University of Technology Sydney, Australia

Australian Research Council Fellow

Ultimo

Ultimo, NSW 2007

Australia

  • University of Technology Sydney, Australia

SCHOLARLY PAPERS

8

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CITATIONS
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7

Scholarly Papers (8)

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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, Amir Salehipour and Marcos Lopez de Prado
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

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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, Marcos Lopez de Prado, Amir Salehipour and Qiji Jim Zhu
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
David H. Bailey, Jonathan Borwein, Amir Salehipour, Marcos Lopez de Prado and Qiji Jim Zhu
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

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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, Amir Salehipour and Marcos Lopez de Prado
Lawrence Berkeley National Laboratory, University of Newcastle (Australia), University of Technology Sydney, Australia and Cornell University - Operations Research & Industrial Engineering
Downloads 188 (158,571)

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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

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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)

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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)

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