MARY E. MALLIARIS, Ph.D.

Department of Information Systems and Operations Management
School of Business Administration, Loyola University Chicago

 

 

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Mary Malliaris, Curriculum Vita

 ACADEMIC BACKGROUND 

Ph.D.  Loyola University Chicago,  Chicago, IL,  Research Methodology,  1981

M.A.  Northwestern University,  Evanston, IL,  Mathematics,  1974

B.S.  Louisiana State University,  Baton Rouge, LA,  Mathematics,  1970

 

 PROFESSIONAL TRAINING COURSES:

               SAS Visual Statistics for Professors,  SAS Institute, 2015

               SAS Visual Analytics for Professors, SAS Institute, 2015

               Advanced Business Analytics, SAS Institute, 2010

Data Warehousing Fundamentals, Oracle Education, 1999

Web Databases, Natl. Computer Educators Institute, 1998

Intelligent Decision and Control with Neural Networks, MIT,  Summer 1995

Introduction to Commodities Trading, Chicago Board of Trade, 1995

Systems Development with Prototyping, Natl. Computer Educators Institute, 1993

Expert Systems and Applied AI in Business, Natl. Computer Educators Institute, 1991

Modern Database and Data Communications Systems, Natl. Computer Educators Institute, 1989

The New MIS, Natl. Computer Educators Institute, 1988

 

MEMBERSHIPS 

International Neural Network Society, from 2003, International

Athenian Policy Forum, from 2002, International

Decision Sciences Institute, from 1996, International

IEEE, from 1997, International

Mensa, from 1970, International

 

WORK EXPERIENCE

Chair, Department of Information Systems & Operations Management, from Aug 2010

Director, Quinlan Business Honors Program, 2011 - 2014

Professor, Information Systems & Operations Management, from 2011

Associate Professor, Information Systems & Operations Management, 2002-2011

Chair, GSB Admissions Committee, 2003-2005

Associate Dean, School of Business Administration 1998-2002

Associate Professor, Information Systems & Operations Management, 1997-1998

Assistant Professor, Management Science, 1990-1996

Visiting Assistant Professor, Management Science, 1987-1990

 

TEACHING

COURSES TAUGHT, GRADUATE SCHOOL OF BUSINESS: 

Data Mining (developed new course)

Database Marketing Strategy (developed as on-line course)

Health Care Informatics (developed new course)

Financial Modeling with VBA (developed new course)

Database Systems (developed on-line course with N. Jukic)

Statistics

Foundations of Business Modeling

Decision Support Systems (developed new course)

Data Warehousing (developed new course)

Quantitative Methods (developed new course)

Computer-Based Models and Excel (developed new course)

Special Topics in IS (developed new course)

 

COURSES TAUGHT, UNDERGRADUATE:

Analytical Decision Making, Honors (developed new course)

Database Management Systems

Computer Concepts and Applications

Statistics

 

 

INTELLECTUAL CONTRIBUTIONS

REFEREED ARTICLES 

N-tuple S&P 500 index patterns across decades, 1950s to 2011. Central European Journal of Operations Research, 22(2), 2014, 339-353, with A. Malliaris.

Are Oil, Gold and the Euro Inter-related? Time Series and Neural Network Analysis. Review of Quantitative Finance and Accounting, 40, 2013, pp 1-14, with A. Malliaris.

Comparison Of Currency Movement Before And After October 2008. Journal of Economic Asymmetries, 9(2), 2012, pp 45-57.

Are Foreign Currency Markets Interdependent? Evidence From Data Mining Technologies. Stochastics, Finance and Risk, 2, 2012, 31-47, with A. Malliaris.

Revenue Generation in Hospital Foundations: Neural Network versus Regression Model Recommendations. International Journal of Management and Information Systems, 15(1), 2011, 59-66, with M Pappas.

 Online and Paper Course Evaluations.   American Journal of Business Education, Vol 3, No 2, Feb 2010, pp 131-137, with F. Guder.  

Changing the Culture of a School: The Effect of Larger Class Size on Instructor and Student Performance.   American Journal of Business Education.  2009, with F. Guder,  &A.  Jalilvand.

Management of Hospital Foundations: Does Compensation Matter?   International Management Review, Vol 5, No 2, 2009, pp 5-9 with M. Pappas.   

Investment Principles For Individual Retirement Accounts.  Journal of Banking & Finance, Vol 32 No 3, 2008, pp 393-404, with A. G. Malliaris. 

Forecasting Inter-Related Energy Product Prices.   The European Journal of Finance,  Vol 14, No 6, 2008, pp 453-468, with S.G. Malliaris.  

Modeling Federal Funds Rates: A Comparison of Four Methodologies.   Neural Computing and Applications, Vol 18, No 1, 2008, pp 37-44, with A.G. Malliaris. 

Asymmetries in Exports and Imports in the Americas: 1980 to 2005.   Journal of Economic Asymmetries, Vol 4, No 1, 2007, pp 73-88.  

Using Neural Networks to Forecast the S&P 100 Implied Volatility.   Neurocomputing, Vol 10, No 2, 1996, pp 183-195, with L. Salchenberger.

A Neural Network Supports the Chaotic Paradigm for the S&P 500 Index. Neurovest, Vol 3, No 3, 1995, pp 16-21.  

Decomposition of Inflation and Its Volatility:  A Stochastic ApproachThe Review of Quantitative Finance and Accounting, Vol 5, 1995, pp 93-103, with A.G. Malliaris. 

Teaching DOS and Windows DBMS Packages.  Journal of Information Systems Education, Winter 1994-95, pp 170-172, with V. Vijayalakshmi.

Certain Selecting and Underreporting Processes. Mathematical and Computer Modelling, Vol 20, No 1, 1994, pp 103-106, with T Artikis and A. Voudouri.  

A Neural Network Model for Estimating Option PricesApplied Intelligence.Vol 3, 1993, pp 193-206, with L. Salchenberger.

Interest Rates and Inflation: A Continuous Time Stochastic Approach.   Economics Letters, Vol 37, 1991, pp 351-356, with A.G. Malliaris.  

Projected Federal Government Computer Personnel Needs. Journal of Applied Business Research, Vol 3, 1986, pp 28-38, with G. Emerson.  

Computer Education and Computer Related Professions of the Future.  Journal of Applied Business Research, Vol 2, 1985, pp 27-34, with G. Emerson.  

A Model With Real Cash Balances In Production and Utility FunctionsThe International Review of Economics and Business, Vol 21, No 5, 1974, pp 419-429, with A.G. Malliaris.

                                REFEREED PROCEEDINGS 

Revenue Generation in Hospital Foundations:  Neural Network versus Regression Model Recommendations.  Proceedings of the 2010 International Conference on Data Mining, pp 181-186, with M. Pappas, M., 2010. 

Leveraging Technology for Research.  Proceedings of the 10th International Congress on Nursing Informatics, with F. Vlasses, I. Androwich, M. Dominiak, and B. Caspers, 2009. 

Time Series and Neural Networks Comparison on Gold, Oil and the Euro.   Proceedings of the International Joint Conference on Neural Networks, 2009, pp 1961-1967, with A.G. Malliaris.  

Hospital Foundations: Compensation and Results by U.S. Region and Associated Hospital Size.   Proceedings of the Annual Meeting of the Decision Sciences Institute, 2009, with M. Pappas & T. Whitaker.   

Modeling Short Term Interest Rates: A Comparison of Methdologies.   Proceedings of the International Joint Conference on Neural Networks, 2007, with A.G.  Malliaris. 

Trade Asymmetries in the Americas.   Proceedings of the Conference on Asymmetries in Globalization: Opportunities and Risks, 2007. 

Forecasting Inter-related Energy Product Prices.   Proceedings of the 13th Annual Conference on Forecasting Financial Markets, 2006, with S.G. Malliaris. 

Performance of Individual Retirement Accounts,  Risk Measurement and Control Proceedings, volume III, New Tools in Risk Measurement and Asset Allocation, 2006, with A.G. Malliaris.

Forecasting Energy Product Prices.   Proceedings of the International Joint Conference on Neural Networks, 2005, with S. Malliaris. 

When Nonrandomness Appears Random:  A Challenge to Decision Sciences, Proceedings of the Annual Meeting of the Decision Sciences Institute, 1996, with A.G. Malliaris.

 Forecasting Wheat Futures Prices:  A Neural Network ApplicationProceedings of the Annual Meeting of the Decision Sciences Institute, 1995, with L. Salchenberger. 

Neural Networks for Predicting Options VolatilityProceedings of the World Congress on Neural Networks, 1994, pp 290-295, with L. Salchenberger.

Modelling the Behavior of the S&P 500 Index:  A Neural Network ApproachProceedings of the Tenth IEEE Conference on Artificial Intelligence for Applications, 1994, pp 86-90.

Do-Ahead Replaces Run-Time:  A Neural Network Forecasts Options Volatility.  Proceedings of the Tenth IEEE Conference on Artificial Intelligence for Applications, 1994, pp 480-481, with L. Salchenberger.

Beating the Best:  A Neural Network Challenges the Black-Scholes FormulaProceedings of the Ninth IEEE Conference on Artificial Intelligence for Applications, 1993, pp 445-449, with L. Salchenberger.

                                BOOKS 

Selected Papers from the Conference on Asymmetries in Globalization: Opportunities and Risks, CD-ROM with conference, 2007, with M. Hayford & A.G. Malliaris.  

The Global Economy: Financial, Monetary, Trade and Knowledge Asymmetries, 2003, APF Press, with M. Hayford & A.G. Malliaris, ISBN 1-894490-16-9.

 

 BOOK CHAPTERS, REFEREED

The Nikkei and Kospi Stock Market Indexes: Stylized Facts in Economic and Financial Asymmetries in Ongoing Crises (pp. 137-143), 2014. Sidma Press.

Chapter 4:  When Non-Randomness Appears Random in Catherine Kyrtsou and Costas Vorlow (Ed.), Progress in Financial Markets Research (pp. 71-82), 2012, Nova Science Publishers, with A. Malliaris.

 Oil, Gold and the Euro: Are These Series Related?, in CROSSING BORDERS- Global Prospects, New Perspectives and Emerging Agendas, edited by Batavia, Nandakumar, and Wagué, Indian Institute of Management, 2010, with A.G. Malliaris.

When Non-Randomness Appears Random, in Progress in Financial Markets Research, edited by Kyrtsou and Vorlow, Nova Publishers, 2010, in press, with A.G. Malliaris.

Leveraging technology for research.  Connecting Health and Humans, edited by K Saranto et al,  IOS Press, 2009, pp 692-696, with F. Vlasses, I.  Androwich, B. Caspers, & M. Dominiak.  

Online Analytical Processing (OLAP) for Decision Support, in Handbook on Decision Support Systems, edited by Burstein and Holsapple, Springer, 2008, with N. Jukic & B. Jukic.  

A Taylor Rule With Monthly Data, in Globalization, Governance and Public Policy, edited by Brox and Koveos, North Waterloo Academic Press, 2007, pp 255-260, with A.G. Malliaris.  

Insttutional Characteristics and Gender Choice in IT,  in Encyclopedia of Gender and Information Technology, edited by Eileen Trauth, 2006, pp. 813-819, Information Science Reference, with L. Salchenberger.

 Forecasting Daily Market Direction: A Data Mining Case Using the Nasdaq, in The Global Economy: Financial, Monetary, Trade and Knowledge Asymmetries, edited by A.G. Malliaris, M. Hayford, and M. Malliaris, 2003, pp 59-68, APF Press, with S. Malliaris.  

Using Neural Networks to Discover Patterns in International Equity Markets: A Case Study,  in Neural Networks for Business: Techniques and Applications, edited by Kate Smith and J. Gupta, 2002, Idea Group Publishing, with L. Salchenberger.  

Forward and Futures Markets: Conceptual Differences and Computational Illustrations, in The Global Structure of Financial Markets, edited by E. Ortiz and D. Ghosh, 1997, London, UK:  Routledge, Inc. 

Neural Networks for Predicting Options Volatility, in Neural Networks in Finance and Investing, edited by Robert Trippi and E. Turban, 1996, Irwin Professional Publishing, with L. Salchenberger.

 

PRESENTATION OF REFEREED PAPERS 

Resolving the Global Financial Imbalances: An Evaluation of Economic Policies and Regulations, 10th Biennial Conference of the Athenian Policy Forum and the Deutsche Bundesbank, Frankfurt am Main, Germany, July 28-31, 2010, with A. Kondonassis and A.G. Malliaris.

Revenue Generation in Hospital Foundations:  Neural Network versus Regression Model Recommendations.  The 2010 International Conference on Data Mining, Las Vegas, Nevada, July 2010, with M. Pappas.

Connecting: Using Technology to Create Research Partnerships.  Nursing Practice Based on Evidence Conference, Baltimore Maryland, March 2010, with with F. Vlasses, I. Androwich, M. Dominiak, and B. Caspers. 

Is Perception Reality?  The Nurse Manager Influence on the Practice Environment. Palmer Research Symposium, Oakbrook, Illinois, March 2010, with F. Vlasses, I. Androwich, M. Dominiak, and B. Caspers.

Leveraging Technology for Research. 10th International Congress on Nursing Informatics, Helsinki, Finland, June 2009, with F. Vlasses, I. Androwich, M. Dominiak, and B. Caspers.

Time Series and Neural Networks Comparison on Gold, Oil and the Euro. International Joint Conference on Neural Networks, Atlanta, Georgia, June 2009, with A.G. Malliaris.

Using Technology to Create Academic-Practice Research Partnerships. The 2009 International Nursing Administration Research Conference, Baltimore, Maryland, October 2009, with F. Vlasses, I. Androwich, M. Dominiak, and B. Caspers. 

Hospital Foundations: Compensation and Results by U.S. Region and Associated Hospital Size. Annual Meeting of the Decision Sciences Institute, New Orleans, Louisiana, November 2009, with M. Pappas and T. Whitaker.

Staff Nurse Perception of the Hospital Professional Practice Environment. Palmer Research Symposium, Oakbrook, Illinois, March 2009, with F. Vlasses, I. Androwich, M. Dominiak, and B. Caspers.

The Impact of Nurse Manager Characteristics on Staff Outcomes. CNO Annual Summit, Phoenix, Arizona, 2008, with F. Vlasses and I. Androwich.

Oil, Gold and the Euro. Western Economic Association International 83rd Annual Conference, Honolulu, Hawaii, June 2008, with A.G. Malliaris.

Oil, Gold and the Euro: Hypotheses and Time Series Analysis. The Joint Athenian Policy Forum and Indian Institute of Management Conference, Calicut, India, December 2008, with A.G. Malliaris.

Modeling Federal Funds Rates: A Comparison of Four Methodologies. Western Economic Association International 82nd Annual Conference, Seattle, Washington, June 2007, with A.G. Malliaris.

Modeling Short Term Interest Rates. International Joint Conference on Neural Networks, Orlando, Florida, August 2007, with A.G. Malliaris.

Trade Asymmetries in the Americas. Conference on Asymmetries in Globalization: Opportunities and Risks, Chicago, Illinois, 2007.

 A Taylor Rule with Monthly Data. The Joint University of Waterloo and the Eighth Biennial Athenian Policy Forum Conference, Waterloo, Ontario, 2006, with A.G. Malliaris.

Forecasting Inter-Related Energy Product Prices. The 13th Annual Conference on Forecasting Financial Markets, Aix-en-Provence, France, June 2006, with S. Malliaris.

Risk and Return of Individual Retirement Accounts. International Summer School on Risk Measurement and Control, Universita di Rome 'La Sapienza,', Rome, Italy, 2006, with A.G. Malliaris.

Asymmetries in Exports and Imports in the Americas: 1980 to 2003. APF 2005: Asymmetries in Growth and Trade, Mexico City, Mexico, 2005.

 Forecasting Energy Product Prices. International Joint Conference on Neural Networks, Montreal, Quebec, July 2005, with S. Malliaris.

Asymmetries in Forecasting Energy Product Prices.  International Conference on Asymmetries in Trade and Currency, Deutsche Bundesbank, Frankfurt, Germany, 2004.

Ethics Accountability in the IS Classroom.  Third Annual Ethics and Technology Conference, Santa Clara University, 1998, with R. Kizior.

Ethical Issues in Information Technology.  First Annual Conference on Ethics and Technology, Chicago, IL, 1996.

When Nonrandomness Appears Random:  A Challenge to Decision Sciences, Annual Meeting of the Decision Sciences Institute, Orlando, FL, 1996, with A.G. Malliaris.

Forecasting Wheat Futures Prices:  A Neural Network Application.  Annual Meeting of the Decision Sciences Institute, Boston MS, November 1995, with L. Salchenberger. 

Neural Networks for Predicting Options Volatility.  World Congress on Neural Networks, San Diego, CA, 1994, with L. Salchenberger.

Modelling the Behavior of the S&P 500 Index.  Tenth IEEE Conference on Artificial Intelligence for Applications, San Antonio, TX, July 1994.

Do-Ahead Replaces Run-Time:  A Neural Network Forecasts Options Volatility.  Tenth IEEE Conference on Artificial Intelligence for Applications, San Antonio, TX, 1994, with L. Salchenberger.

Beating the Best:  A Neural Network Challenges the Black-Scholes Formula.  Ninth IEEE Conference on Artificial Intelligence for Applications, Orlando FL, 1993, with L. Salchenberger.

Decomposition of Inflation and Its Volatility:  A Stochastic Approach.  North American Economics and Finance Association, Anaheim, CA, 1993, with A.G. Malliaris.

                               

 INVITED PRESENTATIONS

Data Mining in Nursing Informatics. 10th International Congress on Nursing Informatics, Helsinki, Finland, June 2009, with I. Androwich and M. Kraft.

Is Perception Reality?, CNO Annual Summit, New Orleans, Louisiana, October 2009, with F. Vlasses, I. Androwich, M. Dominiak, and B. Caspers.

Information Systems:  Ethics as Taught and Practiced.  Center for Ethics Across the University, Chicago, IL, 1995.

Nonlinear Techniques in Volatility Forecasting:  A Neural Network Example.  Conference on Quantitative Methods in Economics and Finance, Rome, Italy, 1994.

Financial Applications of Neural Networks.  Conference on Quantitative Methods in Economics and Finance, Rome, Italy, 1994, with L. Salchenberger.

Black-Scholes Option Pricing and Neural Networks.  Conference on Quantitative Methods in Economics and Finance, Rome, Italy, 1992, with L. Salchenberger.

A Neural Network Model for Estimating Option Prices, Regional Information Systems Meeting (REGIS), Chicago, IL, May 1992, with L. Salchenberger.

 

SERVICE:

SCHOOL OF BUSINESS ADMINISTRATION

Assessment Committee for Accreditation

Committee to Respond to Faculty/Staff Opinion Survey [Chair]

Chair of GSB Admissions, 2002-2005

Worked with Graduate Enrollment Management Office to implement new admissions system

Chaired Committees for Tenure and Mid-Tenure Reviews

Associate Dean, 1998-2002

Graduate Curriculum Committee

Undergraduate Curriculum Committee

Teaching Excellence Committee

Faculty Advisor for Management Science Club

Developed Paradox manual for use in all sections of MGSC 247, 1993

Developed PL/1 manual for use in all sections of MGSC 247, 1990

LOYOLA UNIVERSITY CHICAGO

Faculty Mentor for Center for Faculty Professional Development, 2008-09, 2009-10

Retention Task Force for President, 2006-07

Academic Computing Services Committee [Chair:1994-96]

Committee on University-Wide Academic Computing

Information Technology Committee on Security and Ethics

Academic Technology Committee

Planning Committee for the Gannon Women’s Center Conference

Group Leader for Center for Faith and Culture Jesuit Heritage

Faculty Development Review [Chair 2004] for the Center for Faculty Professional Development

Faculty Council [Chair of Subcommittee on Communication]

Center for Ethics, Fellows Selection Committee

THE PROFESSION 

Production Editor, Journal of Economic Asymmetries

Web-Master, APForum.org

Session Chair: Annual Meeting of the Decision Sciences Institute, New Orleans, LA, 2009.

Registration Chair:  Tenth Annual Midwest Computer Conference

Program Chair:  Seventh Annual Ethics and Technology Conference, Chicago, IL.

Program Chair:  Fifth Annual Ethics and Technology Conference, Chicago, IL.

Program Chair:  Second Annual Ethics and Technology Conference, Chicago, IL, 1997.

Reviewer for:  Decision Sciences Institute, International Joint Conference on Neural Networks, The Financial Review, Information Technology Interfaces Conferences, Journal of Economic Asymmetries, Journal of Applied Business Research, Mitchell-McGraw Hill Publishers, Leading Market Technologies (Expo Software), Wall Data (Semantic Modeling Software), Information Systems Educator’s Conferences

 

THE COMMUNITY 

Thorek Memorial Hospital Foundation Board, Board member 1999 to 2012

Illinois Information Technology Association Academic Outreach Committee

Fourth Presbyterian Church Committee on Children and Youth

Cook County Board Committee on Law Enforcement & Corrections

 

HONORS & AWARDS 

2009-10:  Outstanding Faculty Member, Graduate School of Business

2009-10:  Selected by Campus Life as Women’s Month Honoree for Essential Piece       Award

1997-98:  Outstanding Faculty Member, Graduate School of Business

April 1992:  Honored at Undergraduate Professor Appreciation Day

 

GRANTS

2007:  $15,000 Grant from Thorek Foundation to support a graduate assistant

2006:  $25,000 Grant from Thorek Foundation for student scholarship support

Summer 1996:  University Summer Research Grant:  Forecasting Treasury Bill Rates

Summer 1995:  University Summer Research Grant:  Forecasting Wheat Futures Prices

Spring 1995:  Selected as Fellow of the Center for Ethics Across the University:  Norms in Information Systems

Summer 1994:  University Summer Research Grant:  Why are Management Scientists Unable to Forecast?

Summer 1993:  SBA Summer Research Grant:  Modeling the Behavior of the S&P 500 Index

1992-93 Academic Year:  LU Research Support Grant:  A Neural Network Model for Estimating Option Prices

Summer 1992: University Research Support Grant:  Predicting Academic Performance:  Multiple Regression vs. Neural Networks