94 citations · 126 across the 6 of their papers we have counts for
4 papers · 1 filter
Remarks on Bayesian Control Charts
Amir Ahmadi-Javid, Mohsen Ebadi
There is a considerable amount of ongoing research on the use of Bayesian control charts for detecting a shift from a good quality distribution to a bad quality distribution in uni…
Convexification of Queueing Formulas by Mixed-Integer Second-Order Cone Programming: An Application to a Discrete Location Problem with Congestion
Amir Ahmadi-Javid, Pooya Hoseinpour
Mixed-Integer Second-Order Cone Programs (MISOCPs) form a nice class of mixed-inter convex programs, which can be solved very efficiently due to the recent advances in optimization…
Economic Design of Memory-Type Control Charts: The Fallacy of the Formula Proposed by Lorenzen and Vance (1986)
Amir Ahmadi-Javid, Mohsen Ebadi
The memory-type control charts, such as EWMA and CUSUM, are powerful tools for detecting small quality changes in univariate and multivariate processes. Many papers on economic des…
Portfolio Optimization with Entropic Value-at-Risk
Amir Ahmadi-Javid, Malihe Fallah-Tafti
The entropic value-at-risk (EVaR) is a new coherent risk measure, which is an upper bound for both the value-at-risk (VaR) and conditional value-at-risk (CVaR). As important proper…