Amir Salehipour

University of Technology Sydney (UTS)

15 Broadway, Ultimo

PO Box 123

Sydney, NSW 2007

Australia

SCHOLARLY PAPERS

16

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SSRN CITATIONS
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Top 47,326

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6

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 3,086 (3,884)
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 1,764 (9,936)

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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 889 (28,174)
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 398 (79,802)

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 127 (241,494)
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 46 (433,342)
Citation 3

Abstract:

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

7.

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 37 (470,363)

Abstract:

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

8.

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 34 (483,994)

Abstract:

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

9.

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 26 (525,595)

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

10.

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 25 (531,459)

Abstract:

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

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 22 (549,818)

Abstract:

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Single machine; Earliness; Tardiness; Generalized due-dates

12.

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 17 (581,478)

Abstract:

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optimization, bi-objective, matheuristics

13.

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 11 (621,410)

Abstract:

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

14.

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 (656,181)

Abstract:

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Heuristics, Feature Selection, Combinatorial Optimization, Data Analysis

15.

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 5 (663,362)

Abstract:

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

16.

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 3 (678,750)

Abstract:

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scheduling, open-shop, review, make-span