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مقالات منتشر شده در مجلات بین المللی ( ISI,ISC ) |
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1. Mohammadi D, Mohammadi E, Savojbolaghi ZN, (2026). Determinants of Option Pricing Errors: Evidence from Tehran Derivatives Market, International Journal of Operations Research and Artificial Intelligence. https://doi.org/10.48314/ijorai.v2i1.85 2.Larni-Fooeik AM, Shabani M, Mohammadi E, (2026). Balancing Financial Performance and ESG Objectives in Portfolio Optimization: Insights from the S&P 500, Journal of Quality Engineering and Production Optimization. https://doi.org/10.22070/jqepo.2026.20677.1302 3.Karimpoor Z, Ghanbari H, Mohammadi E, Noorossana R, (2026). Mapping the Intellectual Landscape of Option-Based Portfolio Management: A Multidimensional Bibliometric Review, Interdisciplinary Journal of Management Studies. https://doi.org/10.22059/ijms.2026.392492.677501 4.Khakbazan M, Ghanbari H, Mohammadi E, Kumar RR, Ghasemi Abyaneh A, (2026). Exploring the role of AI-driven innovations in circular economy: a comprehensive bibliometric analysis. Quality & Quantity. https://doi.org/10.1007/s11135-025-02388-0 5.Mohammadi E, Karimi MH, Eskorouchi A, Ghanbari H, (2025). Dempster–Shafer-Informed Levelized Cost of Energy: A Robust Approach for Energy Portfolio Optimization under Deep Uncertainty. Results in Engineering. https://doi.org/10.1016/j.rineng.2025.107756 6.Ghasemi Abyaneh A, Ghanbari H, Mohammadi E, Amirsahami A, Khakbazan M, (2025). An analytical review of artificial intelligence applications in sustainable supply chains. Supply Chain Analytics. https://doi.org/10.1016/j.sca.2025.100173 7.Ghanbari H, Shabani M, Mohammadi E, Seiti H, (2025). A Comprehensive Bibliometric Review of Digitalization Impacts on Supply Chain Risk Management. Supply Chain Analytics. https://doi.org/10.1016/j.sca.2025.100165 8.Naseri V, Sahebi H, Mohammadi E, Razm S, (2025). Navigating the Water-Energy Nexus in Bioenergy Production: A Resilience Framework for Sustainable Biofuel Supply Networks. Results in Engineering. https://doi.org/10.1016/j.rineng.2025.107248 9.Heydarpour M, Mohammadi E, (2025). Comprehensive Econometric Modeling of Commodity and Cryptocurrency Impacts on the S&P 500 Index. International Journal of Management, Accounting & Economics. https://doi.org/10.22034/ijmae.2025.228021 10. Ghanbari H, Taheripour I, Mohammadi E, (2025). Investment Portfolio optimization using conditional value at risk under fuzzy credibility theory: A case study of the Dow Jones Industrial Average. Management: Modeling, Analysis and Application. https://doi.org/10.22105/mmaa.v2i3.96 11. Shabani M, Khodarahmi A, Ghousi R, Mohammadi E, Ghanbari H, (2025). An Appraisal of Fund of Funds Efficiency Based on Risk-Adjusted Performance Measures: Application of an Augmented WASPAS Methodology, Plos One. https://doi.org/10.1371/journal.pone.0314918 12. Ghanbari H, Tavakoli S, Shabani M, Mohammadi E, Sadjadi SJ, Kumar RR, (2025). A Two-Stage Framework for Enhancing Cryptocurrency Portfolio Performance: Integrating Credibilistic CVaR Criterion with a Novel Asset Preselection Approach, PLOS One. https://doi.org/10.1371/journal.pone.0325973 13. Heydarpour M, Ghanbari H, Mohammadi E, Shavvalpour S, (2025). Robust Portfolio Optimization using LSTM-based Stock and Cryptocurrency Price Prediction: An Application of Algorithmic Trading Strategies, Iranian Journal of Accounting, Auditing and Finance, https://doi.org/10.22067/ijaaf.2025.46039.1466 14. Taheri M, Azizi A, Mohammadi E, (2025). Novel methods for selecting stock portfolio in conditions of uncertainty and forecasting with RR-DEA, ANFIS, FGP: A case study of Tehran stock exchange, Plos One. https://doi.org/10.1371/journal.pone.0321370 15. Mohammadi D, Mohammadi E, Vali-Siar MM, Heidari N, (2025). Analysis of Factors Influencing Pricing Errors of Option Contracts in the Derivatives Market of the Tehran Securities Exchange. Journal of Optimization and Supply Chain Management. https://doi.org/10.22034/ISS.2025.9078.1044 16. Ghanbari H, Seiti H, Mohammadi E, Elkamel A, (2025). Selecting a Sustainable Hydrogen Production Method Using a Novel Dual Evaluation EDAS Approach, Annals of Operations Research. https://doi.org/10.1007/s10479-025-06616-6 17. Khalili AM, Mohammadi E, Ghanbari H, (2025). Cryptocurrency Portfolio Optimization using Conditional Drawdown at Risk Measure with a Novel Approach for Asset Pre-selection. Journal of Industrial and Systems Engineering. 18. Mohseny-Tonekabony N, Sadjadi SJ, Mohammadi E, Tamiz M, F. Jones D, (2025). Robust, extended goal programming with uncertainty sets: an application to a multi-objective portfolio selection problem leveraging DEA, Annals of Operations Research. https://doi.org/10.1007/s10479-023-05811-7 19. Nozohouri Kh, Ghanbari H, Mohammadi E, (2025). An Empirical Comparison of Quantile-Based Risk Measures for Portfolio Construction under Practical Constraints. Journal of Optimization in Industrial Engineering. https://doi.org/10.71720/joie.2025.1104450 20. Ghanbari H, Shabani M, Mohammadi E, (2025). A Fuzzy Approach to Portfolio Optimization in the Light of Credibility Theory and Z-numbers: An Empirical Study of Tehran Stock Exchange. International Journal of Industrial Engineering. https://doi.org/10.22068/ijiepr.36.3.1999 21. Shabani M, Ghousi R, Mohammadi E, (2025). Exploring the Evolution of Scientific Publication on Portfolio Optimization in the Light of Artificial Intelligence: A Bibliometric Study, Accounting. https://doi.org/10.5267/j.ac.2024.10.002. 22. Heydarpour M, Eskorouchi Ah, Mohammadi E, (2025). Portfolio Optimization Model Based on Prediction Using Dempster-Shafer Theory: Application to Iranian Stock and Options Market. Islamic and Middle Eastern Finance and Management. 23. Zarezade R, Ghousi R, Mohammadi E, Ghanbari H, (2025). Fuzzy portfolio optimization using conditional drawdown at risk: Empirical evidence on selective companies in the Tehran Stock Exchange. Accounting, https://doi.org/10.5267/j.ac.2025.2.002 24. Mansouri H, Mollaei H, Mousavi-Nasab SH, Firoozi Z, Mohammadi E, (2024). Performance Evaluation and Credit Rating of Mutual Funds Using the Optimistic-Pessimistic Fuzzy Network Data Envelopment Analysis Approach. Fuzzy Systems and its Applications. 25. Danesh Asgari S, Mohammadi E, Makui A, Jafari M, (2024). Data-driven robust optimization in the face of large-scale datasets: An incremental learning approach, Journal of Computational Science. https://doi.org/10.1016/j.jocs.2024.102432 26. Shabani M, Ghanbari H, Ghousi R, Mohammadi E, (2024). A Novel Approach for Naive Diversification: An Application of Multiple Risk Measures to Enhance 1/N Portfolio Performance. International Journal of Management, Accounting and Economics. https://doi.org/10.5281/zenodo.13321037 27. Ghanbari H, Mohammadi E, Larni Fooeik AM, Kumar RR, Stauvermann PJ, Shabani M, (2024). Cryptocurrency Portfolio Allocation under Credibilistic CVaR Criterion and Practical Constraints, Risks. https://doi.org/10.3390/risks12100163 28. Sheikhtajian S, Bagherinejad J, Mohammadi E, (2024). Investment in CCUS under technical uncertainty considering investor's risk aversion: An exotic compound real-options approach, International Journal of Greenhouse Gas Control. https://doi.org/10.1016/j.ijggc.2024.104241 29. Peykani P, Emrouznejad A, Mohammadi E, Gheidar-Kheljani J, (2024). A Novel Robust Network Data Envelopment Analysis Approach for Performance Assessment of Mutual Funds under Uncertainty, Annals of Operations Research. https://doi.org/10.1007/s10479-022-04625-3 30. Seyed Esmaeili FS, Mohammadi E, (2024). Z-number network data envelopment analysis approach: A case study on the Iranian insurance industry, Plos One. https://doi.org/10.1371/journal.pone.0306876 31. Ghanbari H, Mohammadi E, Barzinpour F, Paeizi A, (2024). The Mean-Variance Cardinality Constrained Portfolio Selection using an Enhanced Genetic Algorithm with a Novel Crossover Operator. Journal of Industrial and Systems Engineering. 32. Eskorouchi A, Ghanbari H, Mohammadi E, (2024). Exploring the Evolution of Robust Portfolio Optimization: A Scientometric Analysis. Iranian Journal of Accounting, Auditing and Finance. https://doi.org/10.22067/ijaaf.2024.44518.1402 33. Larni A, Paeizi A, Taheri M, Mohammadi E, Sadjadi SJ, (2024). Multistage scenario-based planning for locating of pharmaceutic distribution centers for emergency patients by considering practical constraints under budget uncertainty conditions (case study: Kerman city in Iran). Results in Engineering. https://doi.org/10.1016/j.rineng.2024.102153 34. Shabani M, Ghanbari H, Mohammadi E, (2024). Developing A New Equally Weighted Portfolio Strategy Using Different Risk Measures: An Empirical Evidence from S&P500 Index. Financial and Banking Strategic Studies. https://doi.org/10.22105/fbs.2024.194488 35. Dehghani J, Mirzamohammadi S, Mohammadi E, Mohammadi Dolat-Abadi H, (2024). Optimal investment timing for renewable projects based on binomial tree real-option-based model: a real-life case study of Iran. Environmental Energy and Economic Research. https://doi.org/10.22097/eeer.2024.433398.1310 36. Larni AM, Sadjadi SJ, Mohammadi E, (2024). Stochastic portfolio optimization: A regret-based approach on volatility risk measures: An empirical evidence from The New York stock market. Plos One. https://doi.org/10.1371/journal.pone.0299699 37. Zarezade R, Ghousi R, Mohammadi E, Ghanbari H, (2024). Portfolio optimization for insurance companies under different scenarios (A case study of Tehran Stock Exchange). Iranian Journal of Insurance Research. https://doi.org/10.22056/ijir.2024.03.04 38. Zarezade R, Ghousi R, Mohammadi E, Ghanbari H, (2024). Chance-constrained programming for Cryptocurrency portfolio optimization using Conditional Drawdown at Risk. Journal of Industrial and Systems Engineering. 39. Eghtesad A, Mohammadi E, (2024). Portfolio Optimization under Ambiguity Aversion Using Deep Learning, Machine Learning, and Time Series. The Journal of Financial Data Science. https://doi.org/10.3905/jfds.2024.1.150 40. Mousavi Loleti SA, Ghanbari H, Mohammadi E, (2024). Portfolio optimization using the semi-variance model with a focus on positive potential (Case study: Tehran Stock Exchange). Budget and Finance Strategic Research. 41. Danesh Asgari S, Mohammadi E, Makui A, Jafari M, (2024). Data-driven robust optimization based on position-regulated support vector clustering, Journal of Computational Science. https://doi.org/10.1016/j.jocs.2024.102210 42. Shabani M, Tavakoli S, Karimi S, Mohammadi E, (2024). A scientometric analysis of decentralized financial ecosystems: trends and future directions, Financial and banking strategic studies. https://doi.org/10.22105/fbs.2025.500474.1146 43. Nanvay Savojbolaghi Z, Mohammadi D, Shokri N, Mohammadi E, (2024). Identification and analysis of factors affecting the valuation error of option contract in the Black-Scholes-Merton model. Journal of Research in Budget and Finance. 44. Larni-Fooeik AM, Ghanbari H, Sadjadi SJ, Mohammadi E, (2024). Behavioral Finance biases: A Comprehensive Review on regret approach studies in portfolio optimization. International Journal of Industrial Engineering & Production Research. 45. Larni AM, Ghasemi N, Mohammadi E, (2024). Insights into the application of the traveling salesman problem to logistics without considering financial risk: A bibliometric study. Management Science Letters. https://doi.org/10.5267/j.msl.2023.11.002 46. Zarezade R, Ghousi R, Mohammadi E, (2024). Spillover effects of volatility between the Chinese stock market and selected emerging economies in the middle east: A conditional correlation analysis with portfolio optimization perspective. Accounting. http://dx.doi.org/10.5267/j.ac.2023.11.001 47. Darbani Sh, Nazarimanesh L, Mohammadi E, (2024). Evaluating the Performance of Health Supply Chains Using Network Data Envelopment Analysis Model Under Uncertainty Conditions in Selected Tehran Hospitals, International Journal of Innovation Management and Organizational Behavior. https://doi.org/10.61838/kman.ijimob.3.2.8 48. Shabani M, Ghanbari H, Mohammadi E, Mousavi Loleti SA, (2024). A Comparison of Optimal Cryptocurrency Portfolios Performance Based on Downside Risk Measures: An Analysis of Quantile-Based Risk Measures. Journal of Capital Market Analysis. 49. Mohammadi D, Sadjadi SJ, Mohammadi E, Shokri N, (2024). Presenting the combined algorithm of machine learning and the combination of risk metrics and fuzzy theory in choosing an investment portfolio, Journal of Financial Engineering and Securities Management. 50. Ghanbari H, Shabani M, Mohammadi E, (2023). Portfolio Optimization with Conditional Drawdown at Risk for the Automotive Industry, Automotive Science and Engineering. https://doi.org/10.22068/ase.2023.647 51. Mohammadi SE, Mohammadi E, Makui A, Shahanaghi K, (2023). Markowitz Revisited: Addressing Ambiguity as an Important Parameter in Portfolio Optimization, International Journal of Industrial Engineering & Production Research. 52. Namazi M, Tavana M, Mohammadi E, Boniadi A, (2023). A New Strategic Approach for R&D Project Portfolio Selection Using Efficiency-Uncertainty Maps, Benchmarking: An International Journal. https://doi.org/10.1108/BIJ-02-2022-0129 53. Peykani P, Nouri M, Pishvaee MS, Oprean-Stan C, Mohammadi E, (2023). Credibilistic Multi-Period Mean-Entropy Rolling Portfolio Optimization Problem Based on Multi-Stage Scenario Tree, Mathematics. https://doi.org/10.3390/math11183889 54. Danesh Asgari S, Mohammadi E, (2023). Construction of Fundamental and Technical Portfolio using a Multivariate Approach, Iranian Journal of Management Studies. https://doi.org/10.22059/ijms.2022.330013.674760 55. Nouri M, Pishvaee MS, Mohammadi E, (2023). A Novel Multi-Stage Stochastic Portfolio Optimization Model Under Transaction Costs, Decision Making: Theory and Practice. https://doi.org/10.22034/jdmtp.2023.17988.1010 56. Mohammadi E, Karimi MH, Eskorouchi A, (2023), Robust Forecasting of Levelized Cost of Energy Based on a Novel Approach of Uncertain Energy Portfolio Optimization. Available at SSRN. http://dx.doi.org/10.2139/ssrn.4376411 57. Eghtesad A, Mohammadi E, (2023), Portfolio optimization with return prediction using LSTM, Random forest, and ARIMA, Financial Management Perspective. https://doi.org/10.48308/jfmp.2024.104191 58. Mohammadi D, Mohammadi E, Shokri N, Heidari N, (2023). The use of support vector machine and Naive Bayes algorithms and its combination with risk measure and fuzzy theory in the selection of stock portfolio, Journal of Advances in Finance and Investment. https://doi.org/10.30495/afi.2023.1995691.1257 59. Eskorouchi A, Ghanbari H, Mohammadi E, (2023). A Scientometric Analysis of Robust Portfolio Optimization. Iranian Journal of Accounting, Auditing and Finance. https://doi.org/10.22067/ijaaf.2024.44518.1402 60. Ghanbari H, Safari M, Ghousi R, Mohammadi E, Nakharutai N, (2023). Bibliometric analysis of risk measures for portfolio optimization, Accounting. http://dx.doi.org/10.5267/j.ac.2022.12.003 61. Mousavi Loleti SA, Mohammadi E, Shavvalpour S, (2023). Forecasting Future Trends of the Stock Market Using the Probit Regression Approach with Emphasis on Value at Risk, Journal of Capital Market Analysis, 62. Peykani P, Gheidar-Kheljani J, Farzipoor Saen R, Mohammadi E, (2022). Generalized Robust Window Data Envelopment Analysis Approach for Dynamic Performance Measurement under Uncertain Panel Data, Operational Research. https://doi.org/10.1007/s12351-022-00729-7 63. Jaberi M, Mohammadi E, Azizi A, (2022), multi-objective portfolio optimization model with fuzzy-robust hybrid approach (as a case: Tehran Stock Exchange). Journal of Securities and Exchange. 64. Mohammadi SE, Mohammadi E,Makui A, Shahanaghi K, (2022). Investigating unpopularity of utility-based approaches in portfolio optimization; introducing an extension to the UTASTAR method, Journal of Industrial and Systems Engineering. 65. Mohammadi E, Parkhid M, (2022). Bi-Level Portfolio Optimization Considering Fundamental Analysis in Fuzzy Uncertainty Environments, Fuzzy Optimization and Modeling Journal. 66. Eskorouchi AH, Mohammadi E, Sajadi SJ, (2022). Robust Portfolio Optimization based on Evidence Theory, Scientia Iranica. https://doi.org/10.24200/sci.2022.59575.6330 67. Peykani P, Hosseinzadeh Lotfi F, Sadjadi SJ, Ebrahimnejad A, Mohammadi E, (2022). Fuzzy Chance-Constrained Data Envelopment Analysis: A Structured Literature Review, Current Trends, and Future Directions, Fuzzy Optimization and Decision Making. https://doi.org/10.1007/s10700-021-09364-x 68. Peykani P, Namazi M, Mohammadi E, (2022). Bridging the Knowledge Gap between Technology and Business: An Innovation Strategy Perspective, Plos One. https://doi.org/10.1371/journal.pone.0266843 69. Larni AM, Ghanbari H, Bagheriyan M, Mohammadi E, (2022). Analyzing the effects of global oil, gold and palladium market: Evidence from the Nasdaq composite index, Journal of Future Sustainability. 70. Karimi MH, Mohammadi E, Jafari H, Ghaeli MR, Eskoruchia A, (2022), A robust linear model for the maximum expected coverage location problem considering the relative coverage. Journal of Future Sustainability. https://doi.org/10.5267/j.jfs.2022.9.002 71. Ghanbari H, Larni AM, Skrouchi AH, Mohammadi E,(2022). Investigating the effect of US dollar, gold and oil prices on the stock market, Journal of Future Sustainability. 72. MirAboalhassani MA, Movahedi Sobhani F, Mohammadi E, (2022). Fuzzy Portfolio Optimization Using Credibility Theory; A Multi-Objective Evolutionary Optimization Algorithms, Fuzzy Optimization and Modeling Journal. 73. Skoruchi AH, Mohammadi E, (2022). Uncertain portfolio optimization based on Dempster-Shafer theory, Management Science Letters. https://doi.org/10.5267/j.msl.2022.8.001 74. Karimi MH, Mohammadi E, Jafari H, Ghaeli MR, Eskoruchi A, (2022). A robust linear model for the maximum expected coverage location problem considering the relative coverage, Journal of Future Sustainability. https://doi.org/10.5267/j.jfs.2022.9.002 75. Khandan Barkousaraee Z, Mohammadi E, Movahedi F, (2021). Multi-period portfolio optimization model design with a new approach to fuzzy uncertainty, Financial Engineering and Portfolio Management. 76. Peykani P, Mohammadi E, Emrouznejad A, (2021). An Adjustable Fuzzy Chance-Constrained Network DEA Approach with Application to Ranking Investment Firms, Expert Systems with Applications. https://doi.org/10.1016/j.eswa.2020.113938 77. Peykani P, Mohammadi E, Hosseinzadeh Lotfi F, Tehrani R, (2021). Performance Assessment of Investment Firms under Uncertainty, Financial Knowledge of Securities Analysis. 78. Peykani P, Mohammadi E, Jabbarzadeh A, Rostamy-Malkhalifeh M, Pishvaee MS, (2020). A Novel Two-Phase Robust Portfolio Selection and Optimization Approach under Uncertainty: A Case Study of Tehran Stock Exchange, PLOS ONE. https://doi.org/10.1371/journal.pone.0239810 79. Mohammadi SE, Mohammadi E, (2020). A novel approach for fuzzy multi-attribute group decision making based on interval-valued intuitionistic fuzzy best-worst method, International Journal of Industrial Engineering & Production Research. https://doi.org/10.22068/ijiepr.31.3.435 80. Peykani P, Mohammadi E, Farzipoor Saen R, Sadjadi SJ, Rostamy-Malkhalifeh M, (2020). Data Envelopment Analysis and Robust Optimization: A Review, Expert Systems. https://doi.org/10.1111/exsy.12534 81.Touni Z, Makui A, Mohammadi E, (2020). A more human-like portfolio optimization approach: Using utility function to find an individualized portfolio, Journal of Advances in Industrial Engineering. https://doi.org/10.22059/jieng.2021.324959.1769 82. Bakhshandeh S, Baqeri K, Saeedi Mehrabad M, Mohammadi E, (2020). Designing of hospital chain network with facility location approach and disruption consideration, Iranian Journal of Supply Chain Management. 83. Roghaee N, Mohammadi E,Varzgani N, (2020). Performance Evaluation and Ranking of Electricity Companies Using Fuzzy Network Data Envelopment Analysis: A Case Study of Iranian Regional Electricity Organizations, International Journal of Management and Decision Making. https://doi.org/10.1504/IJMDM.2020.110885 84. Peykani P, Mohammadi E, (2020). Window Network Data Envelopment Analysis: An Application to Investment Companies, International Journal of Industrial Mathematics. http://ijim.srbiau.ac.ir/article_15603.html 85. Peykani P, Mohammadi E, Barzinpour F, Jandaghian A, (2020). Investment Portfolio Management under Trading Constraints and Data Uncertainty Using Robust Optimization Approach and NSGA-II Algorithm, Modiriat-E-Farda. 86. Shirazi F, Mohammadi E, (2019). Evaluating efficiency of airlines: A new robust DEA approach with undesirable output, Research in Transportation Business & Management. https://doi.org/10.1016/j.rtbm.2020.100467 87. Peykani P, Mohammadi E, Emrouznejad A, Pishvaee MS, Rostamy Malkhalifeh M, (2019). Fuzzy Data Envelopment Analysis: An Adjustable Approach, Expert Systems with Applications. https://doi.org/10.1016/j.eswa.2019.06.039 88. Nouri M, Mohammadi E, Jabalameli MS, (2019). Sustainable Supply Chain Design with considering Uncertainty in Suppliers’ risk, Journal of Industrial Engineering Research in Production Systems. 89. Shirazi F, Mohammadi E, (2019). Efficiency Evaluating and Improvement by using the Network SBM-DEA Model with Undesirable Output: A Case Study of Iranian Airlines, Int. J. Data Envelopment Analysis. 90. Peykani P, Mohammadi E, Hosseinzadeh Lotfi F, Tehrani R, Rostamy-Malkhalifeh M, (2019). Performance Evaluation of Stocks in Different Time Periods under Uncertainty: Fuzzy Window Data Envelopment Analysis Approach, Financial Engineering and Portfolio Management. https://doi.org/20.1001.1.22519165.1398.10.40.14.4 91. Nouri M, Mohammadi E, Rahmanipour M, (2019). A Novel Efficiency Ranking Approach Based on Goal Programming and Data Envelopment Analysis for the Evaluation of Iranian Banks, Int. J. Data Envelopment Analysis. 92. Nouri M,Mohammadi E, (2019). Robust scheduling and sequencing in unrelated parallel units considering uncertain time: Case study of field hospital, Journal of emergency management, https://doi.org/1001.1.23453915.1398.8.2.7.5 93. Peykani P, Mohammadi E, (2019). Performance Measurement of Decision-Making Units with Network Structure in the Presence of Undesirable Output, Journal of new research in mathematics. 94. Peykani P, Mohammadi E, Seyed Esmaeili FS, (2019). Stock Evaluation under Mixed Uncertainties Using Robust DEA Model, Journal of Quality Engineering and Production Optimization. https://doi.org/10.22070/jqepo.2019.3652.1080 95. Baqeri K, Mohammadi E, Mofrad Gilani M, (2019). Multi Objective Project Portfolio Selection, Journal of Project Management. 96. Hemmatizadeh M, Mohammadi E, (2019). Project portfolio selection problem with exponential synergistic effects, Journal of Project Management. https://doi.org/10.5267/j.jpm.2019.2.001 97. Peykani P, Mohammadi E, Rostamy-Malkhalifeh M, Hosseinzadeh Lotfi F, (2019). Fuzzy Data Envelopment Analysis Approach for Ranking of Stocks with an Application to Tehran Stock Exchange, Advances in Mathematical Finance and Applications. 98. Touni Z, Makui A, Mohammadi E, (2019). A MCDM-based approach using UTA-STRAR method to discover behavioral aspects in stock selection problem, International Journal of Industrial Engineering & Production Research. 99. Namazi M, Mohammadi E, (2019). Simulation of Stochastic Data Envelopment Analysis in Selection of Research and Development Projects, Journal of New Research in Mathematics. 100. Namazi M, Mohammadi E, (2018). Natural Resource Dependence and Economic Growth: A TOPSIS/DEA Analysis of Innovation Efficiency, Resources Policy. https://doi.org/10.1016/j.resourpol.2018.09.015 101. Mohammadi SE, Mohammadi E, Barzinpour F, (2018). Portfolio Optimization in Tehran Stock Exchange by Using Data Envelopment Analysis and Symbiotic Organisms Search, Modern research in decision making. 102. Peykani P, Mohammadi E, Seyed Esmaeili FS, (2018). Measuring Performance, Estimating Most Productive Scale Size, and Benchmarking of Hospitals Using DEA Approach: A Case Study in Iran, International Journal of Hospital Research. 103. Mohammadi E, Nouri M, (2018). Portfolio Optimization Using Chance Constrained and Compromise Programming, Financial Engineering and Portfolio Management. 104. Mohammadi SE, Mohammadi E, (2018). Robust portfolio optimization based on minimax regret approach in Tehran stock exchange market, Journal of Industrial and System Engineering. Special issue: 14th International Industrial Engineering Conference, Summer 2018. 105. Peykani P, Mohammadi E, (2018). Interval network data envelopment analysis model for classification of investment companies in the presence of uncertain data, Journal of Industrial and System Engineering. Special issue: 14th International Industrial Engineering Conference, Summer 2018. 106. Peykani P, Mohammadi E, Pishvaee MS, Rostamy-Malkhalifeh M, Jabbarzadeh A, (2018). A Novel Fuzzy Data Envelopment Analysis Based on Robust Possibilistic Programming: Possibility, Necessity and Credibility-Based Approaches, RAIRO - Operations Research .https://doi.org/10.1051/ro/2018019 107. Latifi SE, Mohammadi E, Khakzad N, (2017). Process Plant Layout Optimization with Uncertainty and Considering Risk, Computer & Chemical Engineering. https://doi.org/10.1016/j.compchemeng.2017.05.022 108. Noghondarian K, Mohammadi E, Shahrabi Farahani A, (2017). Comparison of autoregressive integrated moving average (ARIMA) model and adaptive neuro-fuzzy inference system (ANFIS) model, Journal of Industrial and System Engineering. 109. Mohammadi Sh, Tarokh MJ, Mohammadi E, (2017). Robust Optimization and Confidence Interval DEA for Efficiency Evaluation with Intervals Case Study: Evaluating CRM Units in a Call Center in Tehran, Int. J. Data Envelopment Analysis. 110. Namazi M, Mohammadi E, (2017). A Genetic-DEA Approach to Reveal Property Rights Priorities, Int. J. Data Envelopment Analysis. 111. Mohammadi E, Pursaber A, Yavari M, (2017). Reliability based budgeting with the Case Study of TV Broadcast. Journal of Industrial and System Engineering. 112. Mohammadi E, Mohammadi SE, Ramtinnia Sh, (2016). Portfolio Optimization by Using the Symbiotic Organisms Search, Journal of Financial Research. https://doi.org 10.22059/jfr.2016.61597 113. Mohammadi E, (2016). Comparison of Traditional DEA Approaches to Portfolio Selection by a New Proposed Algorithm with a Case Study of Stock Selection in Tehran Stock Exchange, Modiriat Farda Quarterly. 114. Peykani P, Mohammadi E, Jabbarzadeh A, Jandaghian A, (2016). Utilizing Robust Data Envelopment Analysis Model for Measuring Efficiency of Stock, A case study: Tehran Stock Exchange. Journal of New Researches in Mathematics. 115. Mohammadi E, Amini L, (2016). Process Modeling of Indirect Dry cooling System's Performance for Thermal Power - A System Dynamics Approach, Journal of Engineering Technology. 116. Mohammadi E, (2016). An Integrated DEA & Fundamental Analysis of Pharmaceutical Industry - A Case Study of Selected Indian Companies, Indian Journal of Fundamental and Applied Life Sciences. http://www.cibtech.org/jls.htm 117. Mohammadi E, Alinaghian M, (2015). A Preemptive Priority Queue with Preemptions penalty, International Journal of Advanced Manufacturing Technology. https://doi.org/10.1007/s00170-014-6388-0 118. Pouralikhani H, Najmi H, Yadegari E, Mohammadi E, (2013). A Multi-Period Model for Managing Used Products in Green Supply Chain Management under Uncertainty, Journal of Basic and Applied Scientific Research. 119. Bozorgi Atoei F, Teymori E, Mohammadi E, Bozorgi Amiri A, (2013). A multi-objective reliable programming model for disruption in supply chain, Management Science Letters. https://doi.org/10.5267/j.msl.2013.03.028 120. Heydari M, Mohammadi E, (2012). Financial analyses of online preemption -restart scheduling subject to cost penalties, Int J Adv Manuf Technol. https://doi.org/10.1007/s00170-011-3521-1 121. Mohammadi E, Moghadam MA, (2011). Design of Dynamic Body Shop layout in Automobile Industry, International Journal of Automotive Engineering. 122. Heydari M, Mohammadi E, (2011). Single machine scheduling with fuzzy preemption penalties, Journal of Mathematics and Computer Science, 123. Heydari M, Sadjadi SJ, Mohammadi E, (2010). Minimizing total flow time subject to preemption penalties in online scheduling, Int J Adv Manuf Technol. https://doi.org/10.1007/s00170-009-2190-9 124. Heydari M, Mohammadi E, (2010). A fuzzy heuristic algorithm for the flow shop scheduling problem, Journal of Mathematics and Computer Science. مجلاتSCOPUS 1. Hossein Ghanbari, Mostafa Shabani, Emran Mohammadi (2025). "A Fuzzy Approach to Portfolio Optimization in the Light of Credibility Theory and Z-numbers: An Empirical Study of Tehran Stock Exchange". International Journal of Industrial Engineering (Scopus) 2. Danial Mohammadi, Emran Mohammadi , Mohammad Mahdi Vali-Siar , Nima Heidari (2025). " Analysis of Factors Influencing Pricing Errors of Option Contracts in the Derivatives Market of the Tehran Securities Exchange ". Journal of Optimization and Supply Chain Management.(Scopus) 3. Mehrdad Heydarpour, Amirhossein Eskorouchi, Emran Mohammadi (2025). "Portfolio Optimization Model Based on Prediction Using Dempster-Shafer Theory: Application to Iranian Stock and Options Market". Islamic and Middle Eastern Finance and Management. (Scopus) 4. Khalil Nozohouri, Hossein Ghanbari, Emran Mohammadi (2025). "An Empirical Comparison of Quantile-Based Risk Measures for Portfolio Construction under Practical Constraints". Journal of Optimization in Industrial Engineering. (Scopus) 5. Mostafa Shabani, Rouzbeh Ghous, Emran Mohammadi, (2025). "Exploring the Evolution of Scientific Publication on Portfolio Optimization in the Light of Artificial Intelligence: A Bibliometric Study", Accounting. DOI: 10.5267/j.ac.2024.10.002. (Scopus) 6. Amirali Eghtesad, Emran Mohammadi (2024) "Portfolio Optimization under Ambiguity Aversion Using Deep Learning, Machine Learning, and Time Series". The Journal of Financial Data Science. (Scopus) 7. Amirmohammad Larni, Nima Ghasemi, Emran Mohammadi (2024). Insights into the application of the traveling salesman problem to logistics withou considering financial risk: A bibliometric study. Management Science Letters (Scopus) 8. Amirmohammad Larni-Fooeik, Hossein Ghanbari, Seyed Jafar Sadjadi, Emran Mohammadi(2024) "Behavioral Finance biases: A Comprehensive Review on regret approach studies in portfolio optimization". International Journal of Industrial Engineering & Production Research (ISC) , (Scopus) 9. Danial Mohammadi, Emran Mohammadi, Naeim Shokri, Nima Heidari, (2024)." The use of support vector machine and Naive Bayes algorithms and its combination with risk measure and fuzzy theory in the selection of stock portfolio", Journal of Advances in Finance and Investment. (scopus) 10.Hossein Ghanbari, Mostafa shabani, Emran Mohammadi, (2023) "Portfolio Optimization with Conditional Drawdown at Risk for the Automotive Industry", Automotive Science and Engineering, https://doi.org/10.22068/ase.2023.647. (Scopus) 11. Roghaye Zarezade, Rouzbeh Ghousi, Emran Mohammadi (2023) " Spillover effects of volatility between the Chinese stock market and selected emerging economies in the middle east: A conditional correlation analysis with portfolio optimization perspective,e .Accounting, 10.5267/j.ac.2023.11.001. (Scopus) 12. Hossein Ghanbari, Mojtaba Safari, Rouzbeh Ghousi, Emran Mohammadi, Nawapon Nakharutai, (2023) "Bibliometric analysis of risk measures for portfolio optimization", Accounting, 10.5267/j.ac.2022.12.003. (Scopus) 13.Seyed Erfan Mohammadi, Emran Mohammadi, Ahnad Makui, Kamran Shahanaghi, (2023). " Markowitz Revisited: Addressing Ambiguity as an Important Parameter in Portfolio Optimization ", International Journal of Industrial Engineering & Production Research. Accepted. (ISC) , (Scopus) 14.Hossein Ghanbari, Amirmohammad Larni, Amirhossein Skrouchi, Emran Mohammadi, "Investigating the effect of US dollar, gold and oil prices on the stock market", Journal of Future Sustainability, 2, . 97-104. (Scopus) 15. Amirmohammad Larni, Hossein Ghanbari, Mina Bagheriyan, Emran Mohammadi, "Analyzing the effects of global oil, gold and palladium market: Evidence from the Nasdaq composite index", Journal of Future Sustainability, 2, . 106-114. (Scopus) 16. Mohammad Hossein Karimi, Emran Mohammadi, Hamed Jafari, Mohammad reza Ghaeli, Amirhossein Eskoruchi, (2022) " A robust linear model for the maximum expected coverage location problem considering the relative coverage", Journal of Future Sustainability, 39-48. (Scopus) 17.Mehdi Namazi, Madjid Tavana, Emran Mohammadi, Ali Boniadi, (2022). " A New Strategic Approach for R&D Project Portfolio Selection Using Efficiency- Uncertainty Maps", Benchmarking: an International Jpornal. Accepted. (Scopus) 18.Amirhossein Skoruchi, Emran Mohammadi, (2022) "Uncertain portfolio optimization based on Dempster-Shafer theory", Management Science Letters. Accepted. (Scopus) 19.Seyed Erfan Mohammadi, Emran Mohammadi, (2020). " A novel approach for fuzzy multi-attribute group decision making based on interval-valued intuitionistic fuzzy best-worst method ", International Journal of Industrial Engineering & Production Research. Vol.31, No.3, Pages 435-454. (ISC) , (Scopus) 20.Negar Roghaee, Emran Mohammadi, Nilofar Varzgani; (2020). " Performance Evaluation and Ranking of Electricity Companies Using Fuzzy Network Data Envelopment Analysis: A Case Study of Iranian Regional Electricity Organizations", International Journal of Management and Decision Making. Vol.19, No.4, Pages 450-472. (Scopus) 21.Fateme Bozorgi Atoei, Ebrahim Teymori, Emran Mohammadi Ali Bozorgi Amiri, (2013). "A multi-objective reliable programming model for disruption in supply chain", Management Science Letters. Volume 3 Issue 5 pp. 1467-1478. (Scopus) 22. Hamed Pouralikhani, Hesamaddin Najmi, Ehsan Yadegari, Emran Mohammadi, (2013) "A Multi-Period Model for Managing Used Products in Green Supply Chain Management under Uncertainty", Journal of Basic and Applied Scientific Research. 3(2)984-995. (Scopus) |