FARNAZ HOOSHMAND KHALIGH - Amirkabir University of Technology

Educational Records

#

Degree/Major

University

City

Country

Graduation Date

1

BSc (Applied Mathematics)

Shahid Beheshti University

Tehran

Iran

2008

2

MSc (Optimization and Operations Research)

Amirkabir University of Technology

Tehran

Iran

2010

3

PhD (Optimization and Operations Research)

Amirkabir University of Technology

Tehran

Iran

2015

Scientific & Industrial Experience

#

Responsibilities Titles

Name of Organization

Starting Date

Termination Date

1

Optimal planning to overcome barriers and develop the use of electric vehicles: Optimization models and algorithms

Tehran Urban Planning and Research Center

2023

2024

2

Asset-liability management in life-insurance

Insurance Research Center

2023

2024

3

Energy management in a photovoltaic-battery system to satisfy the residential electricity demand

Iran National Science Foundation (INSF)

2023

2024

Research Interests

#

Title

Start date

1

Mathematical Modeling

2

Optimization under Uncertainty

3

Optimization in Machine Learning

4

Optimization in Finance

Workshops Contributed

#

Workshops & Courses Titles

Functional Organization

Place

Date

1

Multi-stage stochastic optimization approach for asset-liability management in with-profit life-insurance

Insurance Research Center

2024

2

GAMS-Python API

14th International Conference of Iranian Operations Research Society

2021

Supervised PhD Theses

#

Thesis title

By

Date

1

Risk budgeting and distributionally robust optimization approaches in portfolio selection problem

MARYAM BAYAT & S.ALI MIRHASSANI
Other Supervisor:

2024 Jun

2

Optimization of Drone-Truck allocation and routing problem

MERCEDEH DODGE & S.ALI MIRHASSANI
Other Supervisor:

2025 May

Supervised MSc Theses

#

Thesis title

By

Date

1

An approach based on optimization and machine-learning to predict the market index trend

ZOHREH AMINI

2024 Oct

2

Constraint learning in optimization models

MAHDIYE NIKOOMANESH

2024 Oct

3

Robust optimization approaches for SVM under uncertainty

FATEME SEILSEPOUR
Other Supervisor: S.ALI MIRHASSANI

2024 Oct

4

A chance constraint based approach for enhanced index tracking problem in stock market

NEGIN SADEGHI
Other Supervisor: S.ALI MIRHASSANI

2024 Sep

5

Anomaly detection based on One-class classification and distributionally robust optimization

AMIRHOSSEIN NOORMOHAMMADI & S.ALI MIRHASSANI
Other Supervisor:

2024 Feb

6

Modeling and extension of the twin support vector machine approach

NADIA GHANBARI
Other Supervisor: S.ALI MIRHASSANI

2023 Oct

7

Trading strategy in stock market by a hybrid approach based on machine learning

MASOOMEH PARDAKHTI SHOMALI

2023 Oct

8

Different types of loss functions in regression model

MOJGAN ALIKHANI

2023 Oct

9

Fitting by piecewise affine model: Integer programming approach

FARSHAD KARBASI NAZARLOU
Other Supervisor: S.ALI MIRHASSANI

2023 Mar

10

Identifying binding constraints using machine learning technique

VISTA FARAHIFAR & S.ALI MIRHASSANI
Other Supervisor:

2022 Dec

11

Forecasting the stock price by machine learning methods

MAEDEH HOSSEINI & Erfan Salavati
Other Supervisor:

2022 Oct

12

SVM based approach for classification of imbalanced data

MAHYA HASHEMI & S.ALI MIRHASSANI
Other Supervisor:

2022 Oct

13

Feature selection in SVM classification approach

MINA BOLANDI

2022 Oct

14

Robustness to outliers in SVM classification approach

ANITA TAHERKHANI
Other Supervisor: S.ALI MIRHASSANI

2022 Sep

15

Vehicle routing and loading problem: model and solution method

SEYED DANIAL MOHSENI

2022 Jan

16

Optimum portfolio based on index tracking

SHIMA AZARTOOSI & S.ALI MIRHASSANI
Other Supervisor:

2021 Oct

17

Clustering-based optimization approach to track the market index

ZAHRA RASOULI

2021 Oct

18

Sensor location problem on transportation network to recognize traffic flow

FATEMEH VAHDAT DARBAND
Other Supervisor: S.ALI MIRHASSANI

2021 Oct

19

Clustering problem with modularity density maximization criterion

FARIBA IZADI

2021 Aug

20

Emergency evacuation from building : model and algorithm

ZAHRA ZARE
Other Supervisor: S.ALI MIRHASSANI

2021 Jan

21

Optimal design and planning in water distribution network: model and algorithm

MAHSA JAMALIAN
Other Supervisor: S.ALI MIRHASSANI

2020 Oct

22

Stochastic programming with probabilistic constraints in relief network design

FATEMEH GARMROUDI & S.ALI MIRHASSANI
Other Supervisor:

2020 Oct

23

Portfolio optimization problem under uncertainty

ZOHREH ANOUSHIRVANI
Other Supervisor: Erfan Salavati

2020 Oct

24

model and algorithm for arc routing problem with compactness and overlapping metrica

ELHAM ASGARI

2019 Oct

25

Natural gas network expansion under uncertainty

AIDA FARSHIDVARD & S.ALI MIRHASSANI
Other Supervisor:

2019 Oct

26

Locating contaminant detection sensors in water distribution network : model and algorithm

FATEMEH AMEREHI
Other Supervisor: S.ALI MIRHASSANI

2019 Sep

27

detection of critical nodes and arcs in graphs: models and algorithm

FATEMEH MIRARAB RAZI & S.ALI MIRHASSANI
Other Supervisor:

2018 Oct

28

New labeling approach and feature engineering for stock trend prediction via machine learning

HOSSEIN HANJARI

2026 Jan

29

A new approach for classification problem with categorical data

KIAN MASHAYEKHI

2026 Feb

30

Optimization approach for regression problem with imbalance datasets

MAHYA BOUZARJOMEHRI AMNIEH
Other Supervisor: S.ALI MIRHASSANI

2025 Oct

31

A machine-learning based approach for fraud detection in credit-card transactions

SOGOL PEIKMORTAZAVI

2025 Jan

Books

#

Title

Author(s)

Publisher country

publication date

version

1

Introduction to Stochastic Optimization Methods

S. Mirhassani, F. Hooshmand Khaligh

Iran

1

2

Methods and Models in Mathematical Programming

S. Mirhassani, F. Hooshmand Khaligh

Switzerland

1

3

Methods in Mathematical Modeling

S. Mirhassani, F. Hooshmand Khaligh

Iran

1

Journal Papers

1

S. Mirhassani, , F. Hooshmand Khaligh, "Progressive installation of a solar-wind-battery-diesel system for an off-grid area: A stochastic optimization model and efficient L-shaped algorithm", Journal of Energy Storage, 2025 Nov vol. 136, no. , pp.118413-, 2025.

2

F. Hooshmand Khaligh, S. Peikmortazavi, "A novel convex-hull-based algorithm for classification problems with imbalanced and overlapping data", Expert Systems With Applications, 2025 Sep vol. 298, no. 0, pp.1-21, 2025.

3

M.N. Yarahmadi, S. Mirhassani, F. Hooshmand Khaligh, "Fractional Programming?Based Heuristic: An Efficient Method for Marine Inventory Routing Problem", Operations Research Forum, 2025 Jun vol. 6, no. 2, pp.1-19, 2025.

4

F. Hooshmand Khaligh, S. Mirhassani, M. Jamalian, "A Two-stage Stochastic Bi-level Model and a Decomposition Algorithm for the Valve Location Problem in Water Networks", Water Resources Management, 2025 Jun vol. 0, no. 0, pp.1-20, 2025.

5

F. Hooshmand Khaligh, M. Nikoomanesh, "Integration of machine constraint learning methods within optimization models", Applied Mathematical Modelling, 2025 May vol. 146, no. 0, pp.1-25, 2025.

6

F. Hooshmand Khaligh, M. Alikhani, "A novel extension of SVM model with piecewise linear penalty function", Progress In Artificial Intelligence, 2025 Mar vol. 0, no. 0, pp.1-22, 2025.

7

M. Bayat, F. Hooshmand Khaligh, S. Mirhassani, "Drawdown minimization in asset portfolio selection: MINLP models and efficient cross-entropy algorithm", International Transactions In Operational Research, 2024 Dec vol. 0, no. 0, pp.1-25, 2024.

8

F. Hooshmand Khaligh, Mitra Ghanbarzadeh, "Asset-liability management for with-profit life insurance policies: A novel multi-stage stochastic programming model", Journal of Mathematics and Modeling In Finance, 2024 Nov vol. 4, no. 2, pp.85-99, 2024.

9

F. Hooshmand Khaligh, F. Seilsepour, S. Mirhassani, "Adjustable robust optimization approach for SVM under uncertainty", Omega-International Journal of Management Science, 2024 Oct vol. 131, no. 0, pp.103206-103222, 2024.

10

M. Bayat, F. Hooshmand Khaligh, S. Mirhassani, "Scenario-based stochastic model and efficient cross-entropy algorithm for the risk-budgeting problem", Annals of Operations Research, 2024 Sep vol. 1, no. 1, pp.1-25, 2024.

11

F. Hooshmand Khaligh, "Stochastic optimization models for the solar system design and energy management problem in an off-grid residential house", Journal of Energy Storage, 2024 Sep vol. 100, no. 1, pp.1-22, 2024.

12

M. Dodge, S. Mirhassani, F. Hooshmand Khaligh, "A modelling and solution approach for wind-affected drone-truck routing problem under uncertainty", Expert Systems With Applications, 2024 Aug vol. 257, no. 0, , 2024.

13

M.N. Yarahmadi, S. Mirhassani, F. Hooshmand Khaligh, "A new relaxation technique based on fractional representation to solve bilinear models: Application to the long horizon crude oil scheduling problem", .Aut Journal of Mathematics and Computing, 2024 Mar vol. 0, no. 0, , 2024.

14

M. Bayat, F. Hooshmand Khaligh, S. Mirhassani, "A distributionally robust approach for the risk-parity portfolio selection problem", Aut Journal of Mathematics and Computing, 2023 Oct vol. 0, no. 0, pp.1-8, 2023.

15

F. Hooshmand Khaligh, F. Vahdat Darband, S. Mirhassani, "A sensor location model and an efficient GA for the traffic volume estimation", Soft Computing, 2023 Oct vol. 0, no. 0, pp.1-27, 2023.

16

M.N. Yarahmadi, S. Mirhassani, F. Hooshmand Khaligh, "Handling the significance of regression coefficients via optimization", Expert Systems With Applications, 2023 Oct vol. 0, no. 0, , 2023.

17

M. Bayat, F. Hooshmand Khaligh, S. Mirhassani, "Optimizing risk budgets in portfolio selection problem: A bi-level model and an efficient gradient-based algorithm", Iise Transactions, 2023 Aug vol. 0, no. 0, pp.1-14, 2023.

18

F. Hooshmand Khaligh, Z. Rasouli, "Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm", Opsearch, 2023 Jun vol. 0, no. 0, pp.1-26, 2023.

19

M.N. Yarahmadi, S. Mirhassani, F. Hooshmand Khaligh, "A heuristic method to find a quick feasible solution based on the ratio programming", Operational Research, 2023 Jun vol. 24, no. 41, , 2023.

20

F. Vahdat Darband, F. Hooshmand Khaligh, S. Mirhassani, "A novel multi-objective model for sensor location problem to recognize traffic flow in transportation networks", Industrial Engineering & Management Sharif, 2023 Mar vol. 38.1, no. 2, pp.39-46, 2023.

21

Behrooz Abdoli, F. Hooshmand Khaligh, S. Mirhassani, "A novel stochastic programming model under endogenous uncertainty for the CCS-EOR planning problem", Applied Energy, 2023 Mar vol. 338, no. 0, pp.1-13, 2023.

22

F. Hooshmand Khaligh, Z. Anoushirvani, S. Mirhassani, "Model and efficient algorithm for the portfolio selection problem with real-world constraints under value-at-risk measure", International Transactions In Operational Research, 2023 Jan vol. 0, no. 0, pp.1-26, 2023.

23

A. Farshidvard, F. Hooshmand Khaligh, S. Mirhassani, "A novel two-phase clustering-based under-sampling method for imbalanced classification problems", Expert Systems With Applications, 2022 Oct vol. 213, no. 0, pp.119003-0, 2022.

24

N. Beheshti Asl, S. Mirhassani, Susana Relvas, F. Hooshmand Khaligh, "A novel two-phase decomposition-based algorithm to solve MINLP pipeline scheduling problem", Operational Research, 2022 Sep vol. 0, no. 0, , 2022.

25

F. Hooshmand Khaligh, S.D. Mohseni, "A new MILP model for vehicle routing-loading problem under fragility, LIFO, and rotation constraints", .Aut Journal of Mathematics and Computing, 2022 Aug vol. 0, no. 0, pp.1-14, 2022.

26

F. Hooshmand Khaligh, Z. Zare, S. Mirhassani, "Arc- and Path-Based Models and a Heuristic Method for the Building Evacuation Planning Problem", Journal of Infrastructure Systems, 2022 Jun vol. 28, no. 3, pp.1-18, 2022.

27

S. Mirhassani, F. Garmroudi, F. Hooshmand Khaligh, "Modeling and solution algorithm for a disaster management problem based on Benders decomposition", Iise Transactions, 2021 Dec vol. 0, no. 0, , 2021.

28

Meysam Hosseini, Arsalan Rahmani, F. Hooshmand Khaligh, "A robust model for recharging station location problem", Operational Research, 2021 Nov vol. 0, no. 0, pp.1-44, 2021.

29

F. Hooshmand Khaligh, M. Jamalian, S. Mirhassani, "Efficient Two-Phase Algorithm to Solve Nonconvex MINLP Model of Pump Scheduling Problem", Journal of Water Resources Planning and Management-Asce, 2021 May vol. 147, no. 8, pp.1-15, 2021.

30

S. Mirhassani, A. Khaleghi, F. Hooshmand Khaligh, "Two-stage stochastic programming model to locate capacitated EV-charging stations in urban areas under demand uncertainty", Euro Journal On Transportation and Logistics, 2020 Nov vol. 0, no. 0, pp.1-12, 2020.

31

F. Hooshmand Khaligh, F. Amerehi, S. Mirhassani, "Risk-Based Models for Optimal Sensor Location Problems in Water Networks", Journal of Water Resources Planning and Management-Asce, 2020 Sep vol. 146, no. 11, pp.1-12, 2020.

32

F. Hooshmand Khaligh, "A bi-level programming approach for spread of influence in competitive environment", , 2020 Mar vol. 0, no. 0, pp.1-21, 2020.

33

M. Dodge, S. Mirhassani, F. Hooshmand Khaligh, "Solving two-dimensional cutting stock problem via a DNA computing algorithm", Natural Computing, 2020 Mar vol. 0, no. 0, pp.1-15, 2020.

34

J. Zamani Kafshani, S. Mirhassani, F. Hooshmand Khaligh, "Adopting GRASP to solve a novel model for bus timetabling problem with minimum transfer and fruitless waiting times", .Aut Journal of Mathematics and Computing, 2020 Feb vol. 1, no. 1, pp.125-134, 2020.

35

F. Hooshmand Khaligh, F. Amerehi, S. Mirhassani, "Logic-based benders decomposition algorithm for contamination detection problem in water networks", Computers and Operations Research, 2019 Nov vol. 115, no. 0, pp.1-17, 2019.

36

S. Moradi, S. Mirhassani, F. Hooshmand Khaligh, "Efficient decomposition-ased algorithm to solve long-term peline scheduling problem", Petroleum Science, 2019 Sep vol. 0, no. 0, , 2019.

37

Abdoli, S. Mirhassani, F. Hooshmand Khaligh, "On different formulations of green vehicle routing problems", Journal of Information & Optimization Sciences, 2019 May vol. 0, no. 0, , 2019.

38

F. Hooshmand Khaligh, F. Mirarab Razi, S. Mirhassani, "Efficient Benders decomposition for distance-based critical node detection problem", Omega-International Journal of Management Science, 2019 Feb vol. 0, no. 0, , 2019.

39

F. Hooshmand Khaligh, S. Mirhassani, "An Effective Bilevel Programming Approach for the Evasive Flow Capturing Location Problem", Networks and Spatial Economics, 2018 Aug vol. 0, no. 0, , 2018.

40

B. Abdoli, S. Mirhassani, F. Hooshmand Khaligh, "Green Vehicle Routing Problem and Emissions Minimization", , 2018 Apr vol. 54, no. 0, pp.215-239, 2018.

41

F. Hooshmand Khaligh, S. Mirhassani, "Time dependent green VRP with alternative fuel powered vehicles", Energy Systems-Optimization Modeling Simulation and Economic Aspects, 2018 Mar vol. 0, no. 0, pp.1-36, 2018.

42

F. Hooshmand Khaligh, S. Mirhassani, Alireza Akhavein, "Adapting GA to solve a novel model for operating room scheduling problem with endogenous uncertainty", Operations Research For Health Care, 2018 Mar vol. 19, no. 0, pp.26-43, 2018.

43

F. Hooshmand Khaligh, S. Mirhassani, Alireza Akhavein, "A scenario-based approach for master surgery scheduling under uncertainty", International Journal of Healthcare Technology and Management, 2017 Dec vol. 16, no. 0, pp.177-203, 2017.

44

B. Abdoli, S. Mirhassani, F. Hooshmand Khaligh, "Model and algorithm for bi-fuel vehicle routing problem to reduce GHG emissions", Environmental Science and Pollution Research, 2017 Jul vol. 0, no. 0, , 2017.

45

Meysam Hosseini, S. Mirhassani, F. Hooshmand Khaligh, "Deviation-flow refueling location problem with capacitated facilities: Model and algorithm", Transportation Research Part D-Transport and Environment, 2017 Jun vol. 54, no. 0, pp.269-281, 2017.

1

Farnaz Hooshmand Khaligh---S.Ali Mirhassani, "Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty", &Quot;, Mathematical Methods of Operations Research, 2017 vol. 0, no. 0, p.0, 2017.

2

Farnaz Hooshmand Khaligh---S.Ali Mirhassani, "Efficient constraint reduction in multistage stochastic programming problems with endogenous uncertainty",", Optimization Methods &Amp; Software, 2015 vol. 0, no. 0, p.0, 2015.

3

Farnaz Hooshmand Khaligh---S.Ali Mirhassani, "A mathematical model for vehicle routing problem under endogenous uncertainty",", International Journal of Production Research, June 2015 Vol. 0, Num. 0, Page 0-0, June 2015,, 2015 vol. 0, no. 0, p.0, 2015.

Journal Referee

#

Magazine Title

Date of Cooperation & Explanations

1

European Journal of Operational Research

2

Computers & Operations Research

3

Applied Mathematical Modeling

4

OMEGA

5

Operational Research

6

Soft Computing

7

Applied Soft Computing

8

Transportation Research Part B

9

Transportation Research Part E

10

Networks

11

IEEE Transactions on Fuzzy Systems

12

AUT Journal of Mathematics and Computing

13

Water Resources Planning and Management

14

Water Resources Management

Taught Courses

#

Course title

Description

Headlines

Date

1

Advanced Nonlinear Optimization

This course covers the fundamental concepts of nonlinear optimization, with an emphasis on convex optimization and duality theory. Optimality conditions and iterative methods for solving constrained and unconstrained optimization problems are introdu

4051

2

Linear Optimization

This course introduces the fundamental concepts of linear optimization, with an emphasis on both theoretical and practical aspects.

4051

3

Seminar

This course describes the process of conducting scientific research, methods for searching scholarly sources, and the use of academic databases and indexing services. Different types of research papers and academic journals, journal rankings and eval

4051

4

(COMBINATORIAL OPTIMIZATION & NETWORK ANALYSIS

این درس به شرح تکنیکهای مدلسازی مسائل بهینه سازی گسسته و کاربرد آنها در مسائل واقعی میپردازد. همچنین، مسائل بهینه سازی روی شبکه و الگوریت

4042

5

Mathematical Modeling

این درس فرآیند ایجاد و ارزیابی مدل ها را معرفی و به طور هدفمند، قواعد و ضوابط مورد نیاز را تشریح مینماید. همچنین، در کنار هر مفهوم تئوری، ز

4042

6

Training (I)

4042

7

Training (II)

4042

8

Linear Optimization

در این درس مفاهیم اصلی بهینه سازی خطی با تاکید بر جنبه های تئوری و کاربردی مطرح می گردد.

4042

9

Training (I)

4041

10

Seminar

4041

11

Nonlinear Optimization

4041

12

Special Topics in Optimization

4041

13

Training (II)

4041

14

Linear Optimization

4041

15

Training (I)

4033

16

Training (II)

4033