AKBAR ESFAHANIPOUR - Amirkabir University of Technology

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Amirkabir University of Technology

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AKBAR ESFAHANIPOUR

Associate Professor
Department of Industrial Engineering & Management Systems
System & Productivity Management

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esfahaa

aut.ac.ir

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h-index (Scopus):

16.00

Citations (Scopus):

1300

Supervised PhD Theses

Thesis title

Date

Fare Price Modeling in Subway Transportation System Using Travel Flow Prediction

ZAHRA SAGHIAN

2023 Jan

Modelling of Financial Resilience in Commercial Banks

HOJAT REZAEI SOUFI

2021 Oct

Customer Portfolio Optimization Based on Expected Statics and Dynamics of Customer Behavior

MOHAMMAD HASHEM-NAZARI

2018 Feb

Modeling of Portfolio Selection Considering Behavioral Biases

OMID MOMEN

2017 Jul

An indirect genetic programming based expert system for portfolio selection

SOMAYE AL-SADAT MOUSAVI BAFROUIE

2015 Sep

Modeling of Algorithmic Trading Based on Behavioral Finance Using Reinforcement Learning

ATEFE CHARKHESTANI

2026 Feb

A Dynamic Portfolio Trading System for Portfolio Optimization based on Deep Learning

EHSAN MOHAMMADIAN AMIRI

2025 May

Supervised MSc Theses

Thesis title

Date

Portfolio selection model considering financial resilience of investor and listed companies

REZA ZARDOSHTI

2024 Oct

Designing the Industry 4.0 Roadmap through Organizational Maturity Model Assessment

HANIYEH RAJAEI & MOHSEN AKBARPOUR SHIRAZI
Other Supervisor:

2024 Sep

a dynamic portfolio trading system based on predicting of price jumps and volatility spillovers in cryptocurrency market

DAVOOD DARIGH

2024 Jul

Analysis of financial resilience for refinery companies in the stock market due to changes in crude oil prices applying network data envelopment analysis

ALI GOLZAR

2024 Jul

A Mathematical model for hybrid allocation of onshore power,berth and quay crane in river ports

REYHANEH HASANPOURSHAMS & MOHSEN AKBARPOUR SHIRAZI
Other Supervisor:

2024 Feb

A Quantitative Method for Analysis of Financial Resilience in Capital Markets due to COVID-19

ROGHAYE GHAREDAGHI

2023 Sep

An Online Portfolio Selection Based on Pattern Matching Strategy

SHAYAN DAVOODI

2023 Sep

A Portfolio Trading System Based on an Enhanced Graph Neural Network

MILAD KAMALI ALAMDARI

2023 May

A Fuzzy Portfolio Selection Model considering investor and advisors views and Liquidity Risk

NEGAR HEMATI

2023 Feb

Portfolio Optimization based on Prospect Theory and Wavelet Transform

HAMIDREZA MOGHADDAM

2022 Sep

Modeling of an Algorithmic Trading System in Stock Market Based on Deep Learning and Trend Following

ALI ESMAEILIAN

2022 Sep

Behavioral Portfolio Selection through analysis of Historical data and investors risk preference

SOROUSH SHAHSAFI

2021 Sep

A Forecasting Model for Stock Price Turning Points by Applying deep learning method

POUYA KHODAEE

2021 Sep

a fuzzy portfolio selection model with a behavioral bias

ZAHRA RAMEZANI

2021 Mar

A Bank Credit Risk Model Based on Bo rowers Credit and Diversification of Bank Loan Portfolio

ALIREZA HASSANPOUR ASIL

2021 Feb

A Portfolio Trading System Using Image Processing

HASAN MEHTARI TAHERI

2020 Sep

a model for stock trading system based on gene expression programing and reinforcement

FARZANEH FAROUGHI

2020 Jul

modeling a pairs trading strategy with a hybrid approach using machine learning learning and stochastic processes

REZA EHSANBAKHSH

2020 Feb

Bank performance evaluation based on CAMELS rating system and PROMETHEE method

MAHYA IMANI

2020 Feb

Complex Adaptive System (CAS) model of information flow among knowledge workers in Fixed-Income institution

MOSTAFA JAFARZADEH ATRABI

2019 Oct

Improved Genetic network programming for creating stock trading rules

SHIMA OVEYSI

2019 Aug

A Behavioral Portfolio Selection Model using Agent-Based Approach

SHAHLA MARDEHKATAN

2019 Jul

Model relationships between stock price determinants using big data analytics

ZAHRA MOALLEH

2019 May

A stock trading system using hybird trees in robust genetic programming

SHIRIN RAJABIKESHMESHTAPEH

2019 Jan

Modeling fuzzy cognitive map with learning capability to forecast exchange rate volatility

SAEID BABAEI

2018 Jul

A Portfolio Trading System Using Robust Genetic Programming and Markov Process

BEHZAD MOUSAVI

2018 Feb

A multi-objective medel for designing a dual-channel supply chain network under uncertainly

MARYAM REZAKHANLOU & SEYED MOHAMMAD JAVAD MIRZAPOUR ALEHASHEM
Other Supervisor:

2018 Feb

A dynamic portfolio insurance model with time-varying portfolio weights

SIAMAK DEHGHANPOUR

2018 Jan

An integrated routing and scheduling model in maritime ransportation industry under disruption condition

RUZBE PURSHAMSIAN & SEYED MOHAMMAD JAVAD MIRZAPOUR ALEHASHEM
Other Supervisor:

2017 Nov

risk analysis of mining equipment failure based on evidence theory

MARYAM MEIBODI

2017 Sep

Investigation of different risk measure in behavioral portfolio selection

MEYSAM ZAREZADEH

2017 Feb

Generating Stock Trading Rules Using Wavelet Transform and Genetic Network Programming

HOSEIN HAMISHEH BAHAR

2017 Feb

Stock Portfolio Selection based on a Hybrid ANFIS model

SEYED MOHAMAD MOUSAVY

2016 Oct

developing a stock trading system using genetic network programming and a coherent risk measure

2016 Oct

Evolutionary - base optimization of surface quality in turning a machine vision approach

NASTARAN ZAREH DASTJERDI & HAMIDREZA SHAHABI HAGHIGHI
Other Supervisor:

2016 Feb

Performance evaluation of mutual funds using fuzzy cognitive maps

HOSSEIN ZANGANEH

2016 Feb

A real option approach for valuation of road construction projects

MARYAM NOURI

2016 Feb

A real option method for valuation of IT projects with technological and market uncertainties

SARVENAZ HEMATI

2016 Feb

A stock portfolio selection model using clustering in corrolation based financial networks

REZA VALIPOUR BAREKATANLO

2016 Feb

Safety Risk Analysis Using Fuzzy Cognitive Map (FCM) and Bayesian Network

MONA PEZESHKI

2016 Feb

A model for measurement intellectual capital risk using networks bayes method

SANAZ SHABANKHAH & ABBAS AFRAZEH
Other Supervisor:

2016 Feb

A portfolio selection model using genetic network programming and learning methods

SARA KIANI

2015 Nov

Applying Fuzzy Cognitive Maps (FCM) for Improving Failure Mode and Effect Analysis (FMEA)

MAHNAZ FAKHRABADI

2015 Oct

Stock trading rule extraction using genetic network programming

ARASH DAYANI

2015 Aug

A grey forecasting model considering residual errors for financial time series

BEHNOUSH SHAKERI

2015 Jun

Stock selection using fundamental analysis with Fuzzy Cognitive Maps (FCM)

HADI NAMAZI GHADIM

2015 May

Application of Fuzzy Congnitive Maps For Safety Risk Analysis In Petrochemical Industry

FATEMEH TORKIAN VALASHANI

2015 Mar

a stock selection model using financial networks with predicted stock prices

NAVID MASHOOF

2015 Feb

Valuation of american options in incomplete market under stochastic volatility

AMIN TAVAKKOLNIA

2014 Oct

Predicting Stock Prices Using Fuzzy Grey Cognitive Maps

ENSIEH REZAEE

2014 Oct

A model for project valuation using real option analysis and arithmetic Brownian motion

MASOUMEH AZADI

2014 Feb

Project selection with Real optin games in network design transportaition

ELAHEH MALEKI

2013 Oct

Pair trading based on ciontegration: A multi- criteria approach for pairs outranking

MAYSAM VALI

2013 Oct

Modeling of index tracking problem and solving the problem by genetic network programming

MOHAMMAD FATHOLAHI

2013 Oct

Credit default swap portfolio selection and pricing using genetic network programming

REZA JAHANBIN

2013 Oct

Trading Rules on Stock Market Using Genetic Network Programming

MARYAM TAYARI

2013 Oct

Developing a portfolio Insurance model based on an appropriate coherent risk measure

NAJIBESADAT SADATI JAFARKOLAEI

2013 Oct

A multi - criteria decision model for ranking purchasing of spare parts in tondgooyan petrochemical co.

BAHARE ABOLMOLOOKI

2013 Oct

Valuation of intellectual capital with real options

SHIVA ZANDKARIMKHANI

2013 Sep

A constrained portfolio selection model with risk adjusted measures using particle swarm optimization

MOHAMAD ABBASI PESIAN

2013 Jul

Aconstratned portfolio selection model with risk - adjusted measures using Genetic Network Programing

IMAN BAVARSAD SALEHPOOR

2013 May

A prediction model for probability of firm s bankruptcy based on intelligent techniques

HAMED BAKHXHI

2013 Feb

Valuation of IPOS applying Real Options

MILAD GOODARZI

2012 Nov

A credit evaluation model for loan applicants based on Genetic Network Programming (GNP )

HOOMAN HIDAJI

2012 Feb

A neural network - based hybrid intelligent algorithm for portfolio selection with fuzzy returns

MORTEZA FARAHMANDIAN

2012 Feb

A credit scoring model for loan applicants based on rule extraction from trained neural networks

NEDA SHAMSI

2011 Oct

A stock portfolio selection model using analysis of correlation - based networks

SEYEDEMADEDIN ZAMANZADEH

2011 Oct

Stock price forecasting using fuzzy neural networks with developed Takagi- Sugeno - Kang (TSK) model

PARVIN MARDANI

2011 May

Forecasting Under pricing and Long- Run performance of Initial Public offering in TSE

KIA MOSTAAN

2011 Feb

A Decision - making Approach in stock trading through stock correlation network analysis

SHAHABALDIN ZANGIABADI

2011 Jan

A decision making model for projects in an uncertainty environment: An application of Real

SHARAREH RAJAEI DEHKORDI

2010 Oct

A model for ranking and classification of firms in Tehran Stock Exchange

HAMED DAVARI ARDAKANI

2010 Jan

A methodology for determining an appropriate combination of public transportation modes in passenger interurban part according to traveling cost and energy consumption

TARANEH LESANI

2010 Jan

A genetic programming model for generating trading rules in Tehran Stock Exchange

SOMAYEH AL- SADAT MOUSAVI BAFROOIE

2009 Nov

A framework for evaluation of web-based educational information systems

LEYLA MOHSENI NEJAD

2009 Aug

A decision-making model for information technology investment in public organizations

BAHAREH SEIEDI NEJAD

2009 Jul

A decision-making model for information technology investment in public organizations

BAHAREH SEIEDI NEJAD

2009 Jul

Credit evaluation of loan applicants based on CBR approach in En Bank

ASIEH MOHAMMADZADEH

2009 Jul

Developing a Mathematical Model for Bundling in the Stock Market and Evaluation of Model using Simulation

SOMAYEH SAGHI KALHORI

2009 Feb

A Model for Stock Categorization using Data Mining Techniques

WERYA AGHAMIRI

2009 Feb

Multicriteria Evaluation of Cryptocurrencies considering Uncertainty of Expert Views using Neutrosophic Logic

BENYAMIN YEKTAPARAST

2026 Mar

An Online Portfolio Selection Strategy Based on Meta-learning Approach Using Non-linear Stock Correlation Network

SAMIN HADIZADE

2026 Jun

Classifying illusion of control behavioral bias among investors using EEG signal processing

ALI GHAFFARPOUR

2025 Sep

A systemic risk measure for Banks based on Marginal Expected Shortfall and Conditional Valueat Risk using Machine Learning approach

AHMADREZA PASHAEI

2025 Oct

A Customer Valuation Model with the aim of balancing between Profitability and the Risk of Losing Customers

HANIEH MORTAZAVI

2025 Mar

A Cryptocurrency Portfolio Selection Model based on Socially Responsible Investment

ALI JALAYIAN

2025 Mar

Cryptocurrency portfolio selection model considering herding bias

MEHDI SADEGHIMOGHADAM

2025 Mar

Fraud detection modeling in the cryptocurrency market using graph neurul networks

FATEMEH JALALZAEI

2025 Jul

Books

Title

Author(s)

Publisher country

publication date

version

Risk Assessment of Smart Contracts: A Neutrosophic Multi-Criteria Approach in Book Modern SuperHyperSoft Computing Trends in Science and Technology

A. Esfahanipour, B. Yektaparast

USA

Applying Particle Swarm Optimization New Solutions and Cases for Optimized Portfolios Chapter 8 A Constrained Portfolio Selection Model Solved by Particle Swarm Optimization Under Different Risk Measures Portfolios

A. Esfahanipour, P. Khodaee

Switzerland

Encyclopedia of Information Science and Technology, Fourth Edition - Chapter 397 Cognitive Mapping in Support of Intelligent Information Systems

A. Esfahanipour, Ali Reza Montazemi

USA

Encyclopedia of Information Science and Technology, Third Edition

A. Esfahanipour, Ali Reza Montazemi

USA

Journal Papers

M. Khaksefidi, A. Esfahanipour, G. B. Gharehpetian, "A novel climate-informed resilient-sustainable indicator for generation expansion planning under disruption-severity scenarios", Sustainable Energy Grids & Networks, 2026 Jul vol. 47, no. , pp.102402-102402, 2026.

H. Mehtari Taheri, A. Esfahanipour, P. Hoseinpour, "An eco-friendly portfolio optimization model incorporating investors' affinity bias in the cryptocurrency market", Finance Research Open, 2026 Jun vol. 2, no. , pp.100119-100131, 2026.

A. Charkhestani, A. Esfahanipour, "Behaviorally informed deep reinforcement learning for portfolio optimization with loss aversion and overconfidence", Scientific Reports, 2026 Jan vol. 2026, no. 1, , 2026.

E. Mohammadian Amiri, A. Esfahanipour, "An Optimized Convolutional Neural Network with a Novel Spherical Triangular Fuzzy Pooling Layer for an Algorithmic Trading Model", Applied Soft Computing, 2025 Jul vol. 182, no. 113617, pp.1-24, 2025.

R. Purshamsian, S.M.J. Mirzapour Alehashem, A. Esfahanipour, P. Tajasob, "Optimizing Maritime Transport Schedule Recovery Strategies: A Novel Approach for Speeding Up and Port-Skipping in Case of Disruption", Multimodal Transportation, 2025 Apr vol. , no. , pp.-, 2025.

E. Mohammadian Amiri, A. Esfahanipour, "A hybrid approach for a novel dynamic trading system to produce robust cryptocurrency portfolios", .Scientia Iranica, 2025 Feb vol. 0, no. 0, , 2025.

H. Rezaei Soufi, A. Esfahanipour, M. Akbarpour Shirazi, Sepideh Aghajani, "Quantitative Analysis of Stock Market Resilience during Oil Price Shocks: Evidence from seven Middle East Countries", .Scientia Iranica, 2025 Feb vol. 32, no. 0, , 2025.

E. Mohammadian Amiri, A. Esfahanipour, "A Stock Portfolio Trading System based on an Enhanced Convolutional Neural Network and a Mean-CVaR Optimization Model", Journal of Industrial and Systems Engineering, 2025 Feb vol. 17, no. 1, , 2025.

S. Shabankhah, Mohammadhossein Afrazeh, A. Afrazeh, A. Esfahanipour, "An Intellectual Capital Risk Measurement Model Using Bayesian Network", Journal of The Knowledge Economy, 2024 Oct vol. 2024, no. 0, pp.1-33, 2024.

M. Kamali Alamdari, A. Esfahanipour, Hossein Dastkhan, "A Portfolio Trading System using a novel Pixel Graph Network for stock selection and a Mean-CDaR optimization for portfolio rebalancing", Applied Soft Computing, 2023 Dec vol. 152, no. 111213, pp.1-24, 2023.

Sayyed Rafi Kazemi Mazandarani, Mahmood Farzaneh-gord, Mohammad Mohsen Shahmardan, A. Esfahanipour, "Multi-objective Genetic Algorithm Optimization of Natural Gas Pressure Drop Station Heaters Using the Entropy Generation Minimization Method", Amirkabir Journal of Mechanical Engineering, 2023 Mar vol. 55, no. 1, pp.61-84, 2023.

H. Rezaei Soufi, A. Esfahanipour, M. Akbarpour Shirazi, "A Quantitative Measure for Financial Resilience of Firms: Evidence from Tehran Stock Exchange", .Scientia Iranica, 2023 Feb vol. 30, no. 1, pp.302-317, 2023.

A. Rokhsari, Neda Doodman, A. Esfahanipour, "Investigation of financial markets performance due to coronavirus outbreak: EGARCH and bivariate regression approach", International Journal of Financial Markets and Derivatives, 2022 Oct vol. 8, no. 4, pp.315-335, 2022.

P. Khodaee, A. Esfahanipour, H. Mehtari Taheri, "Forecasting turning points in stock price by applying a novel hybrid CNN-LSTM-ResNet model fed by 2D segmented images", Engineering Applications of Artificial Intelligence, 2022 Sep vol. 116, no. 0, pp.105464-0, 2022.

Z. Saghian, A. Esfahanipour, B. Karimi, "A novel dynamic fare pricing model based on fuzzy bi-level programming for subway systems with heterogeneous passengers", Computers and Industrial Engineering, 2022 Sep vol. 172PB, no. 0, pp.108654-0, 2022.

Z. Saghian, A. Esfahanipour, B. Karimi, "A novel Kumaraswamy interval type-2 TSK fuzzy logic system for subway passenger demand prediction", Iranian Journal of Fuzzy Systems, 2022 May vol. 19, no. 3, pp.69-87, 2022.

A. Rokhsari, A. Esfahanipour, Hassan Tanha, M. Saremi, "Impact of fuel prices on electricity price using the predictive power of ANN-GA, LRM: Evidence from Iran", Journal of Industrial and Systems Engineering, 2022 Mar vol. 14, no. 1, pp.307-319, 2022.

M. Nezhad Afrasiabi, A. Esfahanipour, A.M. Kimiagari, "Discovering Profitable Customers by Data Mining Approach", , 2021 Dec vol. 36, no. 3, pp.85-112, 2021.

M.S. Amirshenava, M. Osanloo, A. Esfahanipour, "Development of open-pit mine reclamation cost estimation models: A regression-based approach", International Journal of Engineering, 2021 Oct vol. 34, no. 11, , 2021.

H. Rezaei Soufi, A. Esfahanipour, M. Akbarpour Shirazi, "Risk Reduction through Enhancing Risk Management by Resilience", International Journal of Disaster Risk Reduction, 2021 Aug vol. 64, no. 0, , 2021.

S.A. Mousavi Bafrouie, A. Esfahanipour, M.H. Fazel Zarandi, "A modular Takagi-Sugeno-Kang (TSK) system based on a modified hybrid soft clustering for stock selection", Scientia Iranica, 2021 Aug vol. 28, no. 4, pp.2342-2360, 2021.

H. Rezaei Soufi, A. Esfahanipour, M. Akbarpour Shirazi, "A quantitative approach for analysis of macroeconomic resilience due to socio-economic shocks", Socio-Economic Planning Sciences, 2021 Jun vol. ., no. 0, , 2021.

A. Rokhsari, A. Esfahanipour, M. Ardehali,phd,pe, "Computing optimal subsidies for Iranian renewable energy investments using real options", Journal of Industrial and Systems Engineering, 2020 Aug vol. 13, no. 0, pp.16-29, 2020.

A. Soltani Khaboushan, M. Osanloo, A. Esfahanipour, "Optimization of open pit to underground transition depth: An idea for reducing waste rock contamination while maximizing economic benefits", Journal of Cleaner Production, 2020 Jul vol. 0, no. 0, , 2020.

Amirabbas Mofidi, Emile Tompa, Seyed Bagher Mortazavi, A. Esfahanipour, Paul A. Demers, "A probabilistic approach for economic evaluation of occupational health and safety interventions: a case study of silica exposure reduction interventions in the construction sector", Bmc Public Health, 2020 Feb vol. 20, no. 0, , 2020.

O. Momen, A. Esfahanipour, A. Seifi, "Portfolio selection with robust estimators considering behavioral biases in a causal network", Rairo-Operations Research, 2019 Jun vol. 53, no. 2, pp.577-591, 2019.

H. Babazadeh, A. Esfahanipour, "A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost", Journal of Computational and Applied Mathematics, 2019 May vol. 361, no. 0, pp.313-342, 2019.

S. Dehghanpour, A. Esfahanipour, "Dynamic portfolio insurance strategy: a robust machine learning approach", Journal of Information and Telecommunication, 2018 Nov vol. 2, no. 4, pp.392-410, 2018.

M. Hashem-nazari, A. Esfahanipour, S.M.T. Fatemi Ghomi, "A basic form'-focused modeling and a modified parameter estimation technique for grey prediction models", Scientia Iranica, 2018 Oct vol. 25, no. 5, pp.2867-2880, 2018.

O. Momen, A. Esfahanipour, A. Seifi, "Collective Mental Accounting: An Integrated Behavioral Portfolio Selection Model for Multiple Mental Accounts", Quantitative Finance, 2018 Aug vol. 0, no. 0, , 2018.

A. Bakhsha, A. Afrazeh, A. Esfahanipour, "Identifying the Variables of Intellectual Capital and Its Dimensions with the Approach of Structural Equations in the Educational Technology of Iran", Eurasia Journal of Mathematics Science and Technology Education, 2018 Feb vol. 14, no. 5, pp.1663-1682, 2018.

M. Hashem-nazari, A. Esfahanipour, S.M.T. Fatemi Ghomi, "Non-Equidistant Basic Form'-Focused Grey Verhulst Models (NBFGVMS) For Ill-Structured Socio-Economic Forecasting Problems", Journal of Business Economics and Management, 2017 Aug vol. 18, no. 4, pp.676-694, 2017.

A. Esfahanipour, R. Jahanbin, "(An Application of Genetic Network Programming for Pricing of Basket Default Swaps (BDS", Aut Journal of Modeling and Simulation, 2017 Aug vol. 49, no. 1, pp.13-22, 2017.

A. Bakhsha, A. Afrazeh, A. Esfahanipour, "A Criticism on Value Added Intellectual Coefficient (VAIC) Model", International Journal of Computer Science and Network Security, 2017 Jun vol. 17, no. 6, pp.59-71, 2017.

O. Momen, A. Esfahanipour, A. Seifi, "A Robust Behavioral Portfolio Selection: Model with Investor Attitudes and Biases", Operational Research, 2017 Jun vol. ., no. 0, , 2017.

O. Momen, A. Esfahanipour, A. Seifi, "Prescriptive Portfolio Selection: A compromise between Fast and Slow Thinking", Qualitative Research In Financial Markets, 2017 Apr vol. 9, no. 2, pp.98-116, 2017.

M. Shabani, N. Shams Gharneh, A. Esfahanipour, "Comparing the performance of GARCH (p,q) models with different methods of estimation for forecasting crude oil market volatility", Journal of Industrial and Systems Engineering, 2016 Sep vol. 9, no. 4, pp.80-92, 2016.

A. Aminpour Jouboni, N. Shams Gharneh, A. Esfahanipour, "Credit Ranking of Firms Using Option Pricing Adjusted with Duration", Asset Management & Financing, 2016 Jun vol. 4, no. 1, pp.51-68, 2016.

A. Esfahanipour, Hamed Davari-ardakani, "A hybrid Multi Criteria Approach for Performance Evaluation: The Case of a Holding Company", International Journal of Industrial Engineering and Production Management, 2016 Mar vol. 26, no. 4, pp.287-309, 2016.

E. Hajizadeh, M. Mahootchi, A. Esfahanipour, M. Massahi, "A new NN-PSO hybrid model for forceasting Euro/Dollar exchange rate volatility", Neural Computing and Applications, 2015 Aug vol. 0, no. 0, , 2015.

A. Esfahanipour, S. Zamanzadeh, "A Stock Market Filtering Model Based on Minimum Spanning Tree in Financial Networks", Amirkabir International Journal of Modeling, Identification,Simulation & Control, 2015 Jun vol. 45, no. 1, pp.67-75, 2015.

M. Keyvanloo Shahrestanaki, A.M. Kimiagari, A. Esfahanipour, "A hybrid approach to select the best sourcing policy using stochastic programming", Journal of Manufacturing Systems, 2015 Jun vol. 36, no. 0, pp.115-127, 2015.

S.A. Mousavi Bafrouie, A. Esfahanipour, M.H. Fazel Zarandi, "MGP-INTACTSKY: Multitree Genetic Programming-based learning of INTerpretable and ACcurate TSK sYstems for dynamic portfolio trading", Applied Soft Computing, 2015 May vol. 34, no. 0, pp.449-462, 2015.

A. Esfahanipour, M. Goodarzi, R. Jahanbin, "Analysis and Forecasting of IPO Underpricing", Neural Computing and Applications, 2015 Mar vol. 26, no. 0, , 2015.

S. Molaei, M. Seyed Esfahani, A. Esfahanipour, "Using Genetic Algorithm to Robust Multi Objective Optimization of Maintenance Scheduling Considering Engineering Insurance", Journal of System Management, 2014 Dec vol. 2, no. 1, pp.1-19, 2014.

S. Mahdevari, K. Shahriar, A. Esfahanipour, "Human health and safety risks management in underground coal mines using fuzzy TOPSIS", Science of The Total Environment, 2014 Aug vol. , no. , pp.-, 2014.

M. Keyvanloo Shahrestanaki, A.M. Kimiagari, A. Esfahanipour, "Risk analysis of sourcing problem using stochastic programming", Scientia Iranica, 2014 Jul vol. 21, no. 3, pp.1034-1043, 2014.

S.A. Mousavi Bafrouie, A. Esfahanipour, M.H. Fazel Zarandi, "A novel approach to dynamic portfolio trading system using multitree genetic programming", Knowledge-Based Systems, 2014 May vol. 0, no. 0, , 2014.

S. Mahdevari, K. Shahriar, A. Esfahanipour, "Human health and safety risks management in underground coal mines using fuzzy TOPSIS", Science of The Total Environment, 2014 May vol. 488-489, no. 1, pp.85-99, 2014.

A. Esfahanipour, Najme Bastami, "Evaluation of Authorized Dealers in Automotive After Sales Services Companies based on Customer Value using PROMETHEE", Industrial Engineering & Management Sharif, 2014 Mar vol. 29-1, no. 2, pp.127-134, 2014.

S. Molaei, M. Seyed Esfahani, A. Esfahanipour, "Multi-Objective Optimization of Preventive Maintenance Scheduling Considering Engineering Insurance", , 2014 Feb vol. 3, no. 4, pp.206-216, 2014.

M. Parvini, Ali Atashi, S. Moattar Husseini, A. Esfahanipour, "A two-echelon inventory model with product returns considering demands dependent return rates", International Journal of Advanced Manufacturing Technology, 2014 Feb vol. 72, no. 0, pp.107-118, 2014.

H. Dehghani, M. Ataee Pour, A. Esfahanipour, "Evaluation of the mining projects under economic uncertainties using multidimensional binomial tree", Resources Policy, 2014 Feb vol. 39, no. 1, pp.124-133, 2014.

A. Esfahanipour, Zahra Shahrokhshahi, "Project Economic Valuation Using Asian Real Option Approach", International Journal of Industrial Engineering and Production Research, 2013 Nov vol. 24, no. 3, pp.340-347, 2013.

Y. Azimi, M. Osanloo, A. Esfahanipour, "An uncertainty based multi-criteria ranking system for open pit mining cut-off grade strategy selection", Resources Policy, 2013 Mar vol. 38, no. 1, pp.212-223, 2013.

Y. Azimi, M. Osanloo, A. Esfahanipour, "Selection of the open pit mining cut-off grade strategy under price uncertainty using a risk based multi-criteria ranking system", Archives of Mining Sciences, 2012 Nov vol. 57, no. 3, pp.741-768, 2012.

A. Esfahanipour, T. Lesani, "Scenario Selection for Public Transportation in Passenger Urban Part: an Application of Fuzzy Topsis", , 2011 Dec vol. 8, no. 4, pp.223-342, 2011.

A. Esfahanipour, S.A.S. Mousavi Bafrooie, "A genetic programming model to generate risk-adjusted technical trading rules in stock markets", Expert Systems With Applications, 2011 Mar vol. 38, no. 7, pp.8438-8445, 2011.

A. Esfahanipour, S.A. Mousavi Bafrouie, "Genetic programming application to generate technical trading rules in stock markets", International Journal of Reasoning-Based Intelligent Systems, 2010 Nov vol. 2, no. 0, pp.244-250, 2010.

A. Esfahanipour, W. Aghamiri, "Adapted Neuro-Fuzzy Inference System on indirect approach TSK fuzzy rule base for stock market analysis", Expert Systems With Applications, 2010 Jan vol. 37, no. 2010, , 2010.

A. Esfahanipour, "Application of Congnitive Map in Knowledge Management", , 2009 Feb vol. 0, no. 1, , 2009.

A. Esfahanipour, "Effect of Network Relations on the Adoption of Electronic Trading Systems", Journal of Management Information Systems, 2008 May vol. , no. 1, , 2008.

A. Esfahanipour, "Decision making in stock trading: An application of PROMETHEE", European Journal of Operational Research, 2007 Mar vol. , no. 177, , 2007.

A. Esfahanipour, "Portfolio Selection in Stock Exchange through Industries and Companies Ranking", Amirkabir, 2006 Dec vol. 0, no. 0, , 2006.

Conference Papers

F. Jalalzaei, A. Esfahanipour, A.R. Keivanimehr, "Detection of Fraudulent Transactions in the Cryptocurrency Market Using an Explainable Graph Isomorphism Network,", 11th International Conference on Industrial and Systems Engineering, Sep 2025.

M. Sadeghimoghadam, A. Esfahanipour, H. Mehtari Taheri, "A Cross-Sectional Study to Investigate Herding Behavior in Tehran Stock Exchange,", 19th Iranian International Industrial Engineering Conference, May 2024.

B. Yektaparast, A. Esfahanipour, H. Mehtari Taheri, "Modeling of Geopolitical Risks effect on Gold Price,", 19th Iranian International Industrial Engineering Conference, May 2024.

A. Bariklou, A. Esfahanipour, H. Mehtari Taheri, "Modeling of Financial Ratios Effect on Assets Return for Companies in Food Industry Listed on Tehran Stock Exchange,", 19th Iranian International Industrial Engineering Conference, May 2024.

M.S. Amirshenava, M. Osanloo, A. Esfahanipour, "Strategic Planning to Select a Sustainable Post-Mining Land-Use Option,", The Second National Conference on Data Mining in Earth Sciences, Nov 2021.

M. Nezhad Afrasiabi, A. Esfahanipour, A.M. Kimiagari, "Prediction of Marketing Strategies Performance Based on Clickstream Data,", 18th Iranian International Industrial Engineering Conference, Nov 2021.

N. Hemati, A. Esfahanipour, "Portfolio Selection using a proposed approach to generate investor views in Black-Litterman Model,", 18th Iranian International Industrial Engineering Conference, Nov 2021.

M. Kamali Alamdari, A. Esfahanipour, "Effects of Macroeconomics and Financial Fundamentals on Emerging Market Risk Premia,", 18th Iranian International Industrial Engineering Conference, Nov 2021.

H. Rezaei Soufi, A. Esfahanipour, "Modeling Financial Resilience in Commercial Banks using Multinomial Logistic Regression,", 17th Iranian International Industrial Engineering Conference, Feb 2021.

R. Gharedaghi, A. Esfahanipour, "Analysis of Firms Financial Resilience Using Financial Square Model,", 17th Iranian International Industrial Engineering Conference, Feb 2021.

Z. Saghian, A. Esfahanipour, B. Karimi, "Passenger flow prediction of subway systems utilizing TSK fuzzy modeling based on Gustafson-Kessel Possibilistic c-Means Clustering approach,", 17th Iranian International Industrial Engineering Conference, Feb 2021.

A. Maleki, A. Esfahanipour, "Stock Price Prediction using Wavelet Transform and Adaptive Neuro-Fuzzy Inference System (ANFIS),", 16th Iranian International Industrial Engineering Conference, Jan 2020.

A. Rokhsari, A. Esfahanipour, M. Ardehali,phd,pe, "Computing Optimal Subsidies for Iranian Renewable Energy Investments using Real Options,", 16th Iranian International Industrial Engineering Conference, Jan 2020.

M.A. Veshadi Arani, M. Osanloo, A. Esfahanipour, M. Rahmanpour, "Closure Risk Assessment in a Travertine Quarry Mine in Iran,", (26th International Symposium on Mine Planning & Equipment Selection (MPES2017, Aug 2017.

S. Dehghanpour, A. Esfahanipour, "A robust genetic programming model for a dynamic portfolio insurance strategy,", IEEE International Conference on INnovations in Intelligent SysTems and Applications (INISTA 2017), Jul 2017.

H. Hamisheh Bahar, M.H. Fazel Zarandi, A. Esfahanipour, "Generating Ternary Stock Trading Signals Using Fuzzy Genetic Network Programming,", 35th Annual Conference of the North American Fuzzy Information Processing Society (NAFIPS 2016), Oct 2016.

M.S. Amirshenava, M. Osanloo, A. Esfahanipour, S. Nadimi, "Closure risk assessment in Choghart iron ore mine using 3D risk model,", SME Annual Meeting, Feb 2016.

O. Momen, A. Esfahanipour, A. Seifi, "Revised Mental Accounting: A Behavioral Portfolio Selection,", 12th International Conference on Industrial Engineering (ICIE2016), Jan 2016.

S.A. Mousavi Bafrouie, A. Esfahanipour, M.H. Fazel Zarandi, "A Fuzzy Portfolio Trading System in the Foreign Exchange Market based on Technical Analysis,", 12th International Conference on Industrial Engineering (ICIE 2016), Jan 2016.

Zahra Shahrokhshahi, A. Esfahanipour, "Asian Real Option Method to Estimate Project's Economic Value,", 12th International Conference on Industrial Engineering (ICIE 2016), Jan 2016.

A. Esfahanipour, M. Fakhrabadi, "Risk analysis with combination model of FMEA and FCM,", 3rd intl conf.on Accounting & Management, Oct 2015.

A. Etminan, A.M. Kimiagari, A. Esfahanipour, "...,", the first international conference on management and industrial engineering, Mar 2015.

A. Bakhsha, A. Afrazeh, A. Esfahanipour, "Confirmatory Factor Analysis of Constituent Elements of Intellectual Capital,", 7th Iranian& 1st International Knowledge Management Conference, Feb 2015.

A. Dayani, A. Esfahanipour, "Stock Trading Rule Extraction Using Fuzzy Expert System,", 11th International Industrial Engineering Conference, Jan 2015.

B. Shakeri, A. Esfahanipour, "Tehran Stock Index Prediction Using Grey Fourier Markov,", 11th International Industrial Engineering Conference, Jan 2015.

F. Torkian Valashani, A. Esfahanipour, "System Failure Analysis using Risk Analysis Methods and Fuzzy Cognitive Maps,", 11th International Industrial Engineering Conference, Jan 2015.

Z. Goodarzi, A. Esfahanipour, "Comparing Risk-Adjusted Measures of Stock Trading in Tehran Stock Exchange,", The first Conference of Practical Economics and Management with National Approach, Jun 2014.

S. Molaei, M. Seyed Esfahani, A. Esfahanipour, "Using genetic algorithm to robust multi objective optimization of maintenance scheduling considering engineering insurance,", 2nd national conference on industrial engineering and systems, Feb 2014.

A. Esfahanipour, E. Fakhrian, "Decision Making in Stock Trading using Fuzzy Cognitive Maps,", 10th International Industrial Engineering Conference, Jan 2014.

Maryam Ghandehari, Kamran Pakizeh, A. Esfahanipour, "Option Price Forecasting with Neuro-Fuzzy systems in comparison with Neural Networks,", 10th International Industrial Engineering Conference, Jan 2014.

A. Esfahanipour, M. Tayari, "A genetic network programming model for portfolio optimization by generating risk-adjusted trading rules,", 10th International Industrial Engineering Conference, Jan 2014.

M. Seyed Esfahani, S. Molaei, A. Esfahanipour, "A statistical approach to money laundering detection in insurance company using genetic algorithm,", the 20th national and 6th international conference on insurance and development: proper supervision and regulation in the underwriting activities and insurance industry, Dec 2013.

N. Gheisari, M. Osanloo, A. Esfahanipour, M. Mansouri, "Closure risk assessment in Atashkooh stone quarry using risk matrix,", Mine Planning and Equipment Selection (MPES), Oct 2013.

H. Mohammadhassanzadeh, Mehran Farahikia, A. Esfahanipour, "An Empirical Study of Predictability of Stock Index Movement in Tehran Stock Exchange Using Machine Learning Techniques,", 9th International Industrial Engineering Conference, Jan 2013.

H. Dehghani, M. Ataee Pour, A. Esfahanipour, "Evaluation of Mining Projects Using 3D Real Option Valuation,", 9th International Industrial Engineering Conference, Jan 2013.

H. Dehghani, M. Ataee Pour, A. Esfahanipour, "The Effect of 3D Economic Uncertainties on the Mining Projects Evaluation,", International Mining Congress, Oct 2012.

A. Esfahanipour, Zahra Shahrokhshahi, "Analysis of Applying Binomial Black-Scholes in Economic Evaluation of a Real Project,", The 8th International Industrial Engineering Conference (IIEC 2012), Feb 2012.

A. Esfahanipour, S. Rajaei Dehkordi, "A Real Options Approach for IT Projects Evaluation,", The 8th International Industrial Engineering Conference (IIEC 2012), Feb 2012.

A. Esfahanipour, Hamid Sabahi, "IT Governance Evaluation in Islamic Republic News Agency (IRNA),", The 8th International Industrial Engineering Conference (IIEC 2012), Feb 2012.

H. Dehghani, M. Ataee Pour, A. Esfahanipour, "The Role of Price Uncertainty in Block Economic Value Determination Using the Binomial Tree Method,", The 8th International Industrial Engineering Conference, Feb 2012.

Y. Azimi, M. Osanloo, A. Esfahanipour, "Optimisation of Mining Policy Under Different Economical Conditions Using a Combination of Non-Linear Programming and Genetic Algorithm,", Application of Computer and operations research in the minerals industry (35th APCOM 2011), Sep 2011.

A. Esfahanipour, P. Mardani, "An ANFIS Model for Stock Price Prediction: The Case of Tehran Stock Exchange,", International Symposium on INnovations in Intelligent SysTems and Applications (INISTA 2011), Jun 2011.

A. Esfahanipour, B. Karimi, S.A.S. Mousavi Bafrooie, "The profitability of technical trading rules in tehran stock exchange an application of genetic programming,", Jun 2009.

A. Esfahanipour, W. Aghamiri, "Adapted TSK type fuzzy rule based system for Stock Market Analysis,", 6th Industrial Engineering Conference, Feb 2009.

Taught Courses

Course title

Description

Headlines

Date

Operations Management

- Learning Operations Management in Manufacturing and Service Organizations- Introducing Demand Forecasting, Service/Product Design, Capacity Planning, Inventory and Production Management, and Project Management

4051

Engineering Economics

- Learning Basics of Engineering Economics and Project Economic Evaluation Techniques pre- and post- tax and inflation- Learning Sensitivity Analysis and Project Economic Evaluation in Uncertain conditions- Learning Microsoft Excel for Project Econom

4051

Principles of Financial Engineering

- Learning Basics of Financial Derivatives including Futures, Options and Swaps- Learning Arbitrage and Pricing methods for Derivatives- Application of Derivatives for Investment Risk Reduction

4051

Operations Management

•یادگیری مفاهیم اصلی مدیریت عملیات در سازمانهای تولیدی و خدماتی.•معرفی وظایف طراحی محصول/خدمات، برنامه ریزی ظرفیت، مدیریت تولید و موجو�

4042

Basics of Decision Making

•آشنایی با مفاهیم پایه تصمیمگیری و انواع مسائل تصمیمگیری با داده و بدون داده•معرفی مدلهای کمی تصمیمگیری چندشاخصه و نحوه پیادهسازی مدله�

4042

Financial Risk Management & Analysis

•معرفی انواع ریسک مالی شامل ریسک بازار، ریسک اعتباری، ریسک عملیاتی و ریسک نقدینگی•نحوه مدلسازی و تحلیل انواع ریسکهای مالی در موسسات مال

4042

Financial Management

4041

Engineering Economics

4041

Principles of Financial Engineering

4041

Operations Management

4032

Financial Risk Management & Analysis

4032

Basics of Decision Making

4032