Amir Salehipour

University of Technology Sydney (UTS)

15 Broadway, Ultimo

PO Box 123

Sydney, NSW 2007

Australia

  • University of Technology Sydney (UTS)

SCHOLARLY PAPERS

16

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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, Amir Salehipour and Marcos Lopez de Prado
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

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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 (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
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 (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
David H. Bailey, Jonathan Borwein, Amir Salehipour and Marcos Lopez de Prado
Lawrence Berkeley National Laboratory, University of Newcastle (Australia), University of Technology Sydney (UTS) and Cornell University - Operations Research & Industrial Engineering
Downloads 398 (79,802)

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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
University of Technology Sydney (UTS)
Downloads 127 (241,494)
Citation 1

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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

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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)

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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)

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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)

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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)

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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)

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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)

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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)

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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
Mohammad Mahdi Ahmadian, Amir Salehipour and Mikhail Kovalyov
University of Technology Sydney (UTS), University of Technology Sydney (UTS) and United Institute of Informatics Problems
Downloads 5 (663,362)

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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
Mohammad Mahdi Ahmadian, Mostafa Khatami, Amir Salehipour and T.C.E. Cheng
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)

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scheduling, open-shop, review, make-span