Amir Salehipour

University of Technology Sydney, Australia

Australian Research Council Fellow

Ultimo

Ultimo, NSW 2007

Australia

SCHOLARLY PAPERS

13

DOWNLOADS
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SSRN RANKINGS

Top 7,952

in Total Papers Downloads

5,843

SSRN CITATIONS

1

CROSSREF CITATIONS

6

Scholarly Papers (13)

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 2,890 (4,058)
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
Lawrence Berkeley National Laboratory, University of Newcastle (Australia), Cornell University - Operations Research & Industrial Engineering, University of Technology Sydney, Australia and Western Michigan University
Downloads 1,678 (10,088)

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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 838 (28,886)
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, Australia and Cornell University - Operations Research & Industrial Engineering
Downloads 260 (122,737)

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, Australia
Downloads 51 (396,790)

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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 42 (429,514)
Citation 2

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, Australia and University of Technology Sydney (UTS)
Downloads 30 (481,956)

Abstract:

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

8.

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 23 (520,077)

Abstract:

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

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, Australia
Downloads 21 (531,964)

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

10.

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, Australia
Downloads 10 (600,736)

Abstract:

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Single machine; Earliness; Tardiness; Generalized due-dates

11.

Modeling uncertainty in evaluating the project performance

Number of pages: 20
Leila M. Naeni and Amir Salehipour
School of Built Environment, University of Technology Sydney and University of Technology Sydney, Australia
Downloads 0

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project uncertainty, uncertain actual cost, uncertain activity completeness, fuzzy earned value management, fuzzy project

12.

The gradual minimal covering location problem

Number of pages: 16
Mostafa Khatami and Amir Salehipour
University of Technology Sydney (UTS) and University of Technology Sydney, Australia
Downloads 0

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

13.

Optimal makespan for the coupled task ordered flow-shop

Number of pages: 12
Mostafa Khatami and Amir Salehipour
University of Technology Sydney (UTS) and University of Technology Sydney, Australia
Downloads 0

Abstract:

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