Journal of Industrial and Systems Engineering

Journal of Industrial and Systems Engineering

Author = Mohammadi, Emran
Number of Articles: 8

Cryptocurrency Portfolio Optimization using Conditional Drawdown at Risk Measure with a Novel Approach for Asset Pre-selection

Volume 17, Issue 2, Spring 2025, Pages 221-249

Amir mohammad khalili, Emran Mohammadi, Hossein Ghanbari

The Mean-Variance Cardinality Constrained Portfolio Selection using an Enhanced Genetic Algorithm with a Novel Crossover Operator

Volume 16, Issue 3, Summer 2024, Pages 1-19

Hossein Ghanbari, Emran Mohammadi, Farnaz Barzinpour, Alireza Paeizi

Chance-constrained programming for Cryptocurrency portfolio optimization using Conditional Drawdown at Risk

Volume 16, Issue 2, Spring 2024, Pages 130-153

Roghaye Zarezade, Rouzbeh Ghousi, Emran Mohammadi, Hossein Ghanbari

Investigating unpopularity of utility-based approaches in portfolio optimization; introducing an extension to the UTASTAR method

Volume 14, Issue 2, Spring 2022, Pages 298-321

Seyed Erfan Mohammadi, Emran Mohammadi, Ahmad Makui, Kamran Shahanaghi

Robust portfolio optimization based on minimax regret approach in Tehran stock exchange market

Volume 11, Special issue: 14th International Industrial Engineering Conference, Summer 2018, Pages 51-62

Seyed Erfan Mohammadi, Emran Mohammadi

Interval network data envelopment analysis model for classification of investment companies in the presence of uncertain data

Volume 11, Special issue: 14th International Industrial Engineering Conference, Summer 2018, Pages 63-72

Pejman Peykani, Emran Mohammadi

Comparison of autoregressive integrated moving average (ARIMA) model and adaptive neuro-fuzzy inference system (ANFIS) model

Volume 10, Issue 4, Autumn 2017, Pages 96-109

Kazem Noghondarian, Emran Mohammadi, Ali Shahrabi Farahani

Reliability based budgeting with the case study of TV broadcast

Volume 10, Issue 3, Summer 2017, Pages 1-15

Omran Mohammadi, Alireza Poursaber, Mohammad Yavari