Mary Malliaris

Loyola University Chicago

Professor, Information Systems

16 East Pearson Street

Chicago, IL 60611

United States

SCHOLARLY PAPERS

14

DOWNLOADS

2,047

TOTAL CITATIONS

12

Scholarly Papers (14)

1.

Investment Principles for Individual Retirement Accounts

Journal of Banking and Finance, Vol. 32, pp. 393-404, 2008
Number of pages: 32 Posted: 27 Dec 2007 Last Revised: 26 Aug 2008
A. (Tassos) G. Malliaris and Mary Malliaris
Loyola University Chicago and Loyola University Chicago
Downloads 297 (214,433)
Citation 1

Abstract:

Loading...

Individual Retirement Accounts, Risk and Return, Investment Management, Risk Management of Individual Retirement Accounts

2.

Quantitative Easing and the U.S. Stock Market: A Decision Tree Analysis

Review of Economic Analysis 7 (2015)
Number of pages: 21 Posted: 11 Apr 2016
UNSW, Risk and Actuarial Studies, Loyola University Chicago and Loyola University Chicago
Downloads 294 (216,684)

Abstract:

Loading...

Quantitative Easing, Decision Tree, Stock Market, S&P 500 Index, 10 Year Notes

3.

Modeling Federal Funds Rates: A Comparison of Four Methodologies

Neural Computing & Applications, Vol. 18, pp. 37-44, 2009
Number of pages: 14 Posted: 14 Oct 2007 Last Revised: 12 Feb 2009
Mary Malliaris and A. (Tassos) G. Malliaris
Loyola University Chicago and Loyola University Chicago
Downloads 265 (241,114)
Citation 1

Abstract:

Loading...

Federal Funds, Modeling Interest Rates, Taylor Rule, Neural Networks

4.

What Drives Gold Returns? A Decision Tree Analysis

Number of pages: 14 Posted: 02 Apr 2015
A. (Tassos) G. Malliaris and Mary Malliaris
Loyola University Chicago and Loyola University Chicago
Downloads 233 (273,988)
Citation 3

Abstract:

Loading...

Key words: Gold Prices, Uncertainty, Decision Tree Analysis, Financial Stress Index

5.

Are Oil, Gold and the Euro Inter-Related? Time Series and Neural Network Analysis

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 27 Posted: 29 Nov 2011
A. (Tassos) G. Malliaris and Mary Malliaris
Loyola University Chicago and Loyola University Chicago
Downloads 212 (299,844)

Abstract:

Loading...

Oil, Gold, the Euro, Relationships, Time-series Analysis, Neural Network Methodology

6.

The Impact of Large-Scale Asset Purchases on the S&P 500 Index, Long-Term Interest Rates and Unemployment

Number of pages: 17 Posted: 09 Jun 2015
UNSW, Risk and Actuarial Studies, Loyola University Chicago and Loyola University Chicago
Downloads 170 (366,692)
Citation 2

Abstract:

Loading...

Quantitative Easing, Stock Market, S&P 500 Index, 10 Year Notes, Unemployment

7.

Are Foreign Currency Markets Interdependent? Evidence from Data Mining Technologies

Number of pages: 15 Posted: 29 Nov 2011
A. (Tassos) G. Malliaris and Mary Malliaris
Loyola University Chicago and Loyola University Chicago
Downloads 152 (403,468)

Abstract:

Loading...

8.

Directional Returns for Gold and Silver: A Cluster Analysis Approach

Handbook of Recent Advances in Commodity and Financial Markets: Quantitative Methods, Springer, Forthcoming
Number of pages: 17 Posted: 11 Apr 2016
A. (Tassos) G. Malliaris and Mary Malliaris
Loyola University Chicago and Loyola University Chicago
Downloads 130 (459,928)

Abstract:

Loading...

Gold, Silver, Directional Forecasting, Cluster Analysis, Neural Networks

9.

N-Tuple S&P 500 Index Patterns Across Decades, 1950s to 2011

Number of pages: 20 Posted: 02 Nov 2013
A. (Tassos) G. Malliaris and Mary Malliaris
Loyola University Chicago and Loyola University Chicago
Downloads 69 (691,162)

Abstract:

Loading...

S&P 500 Index; Patterns across decades; Random walk; Decision tree methodology

10.

Modeling the Global Price of Oil 2003-2018: Unintended Consequences of U.S. Quantitative Easing

Number of pages: 47 Posted: 09 Jun 2020
A. (Tassos) G. Malliaris and Mary Malliaris
Loyola University Chicago and Loyola University Chicago
Downloads 64 (718,405)

Abstract:

Loading...

Quantitative Easing, Price of Oil, High Yield Bond Spread, 10 Year Treasury Notes, Fracking Technology

11.

Modelling Oil Pricing Across Different Regimes: A Neural Network Methodology

Number of pages: 16 Posted: 03 Dec 2018
A. (Tassos) G. Malliaris and Mary Malliaris
Loyola University Chicago and Loyola University Chicago
Downloads 59 (747,632)
Citation 2

Abstract:

Loading...

oil prices, neural network, 2008 crisis, structural break

12.

What Microeconomic Fundamentals Drive Global Oil Prices During 1986-2020?

Number of pages: 20 Posted: 02 Aug 2021
A. (Tassos) G. Malliaris and Mary Malliaris
Loyola University Chicago and Loyola University Chicago
Downloads 51 (800,559)
Citation 3

Abstract:

Loading...

Oil price regimes; neural network methodology; 2007-9 Global Financial Crisis; structural breaks.

13.

Why Has Europe Grown More Slowly than the U.S.? The Impact of the Twin Financial Crises

Journal of Policy Modeling, Forthcoming
Number of pages: 23 Posted: 09 Jun 2020
A. (Tassos) G. Malliaris and Mary Malliaris
Loyola University Chicago and Loyola University Chicago
Downloads 51 (800,559)

Abstract:

Loading...

European Union, Eurozone, Global Financial Crisis, Eurozone Sovereign Debt Crisis, European Monetary Integration, the Euro, the European Central Bank, Slow Growth.

14.

Contrasting Approaches for Forecasting the S&P 500 Index

Merrill Warkentin (Editor), The Best Thinking in Business Analytics, Pearson Financial Times Press Analytics, 2015, Forthcoming
Posted: 30 Apr 2015
A. (Tassos) G. Malliaris and Mary Malliaris
Loyola University Chicago and Loyola University Chicago

Abstract:

Loading...

S&P 500 Index, Forecasting Approaches, Decision Tree, Neural Networks