Mary Malliaris

Loyola University Chicago

Professor, Information Systems

16 East Pearson Street

Chicago, IL 60611

United States

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 38,694

SSRN RANKINGS

Top 38,694

in Total Papers Downloads

1,313

SSRN CITATIONS

4

CROSSREF CITATIONS

7

Scholarly Papers (13)

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 of Chicago - Department of Economics and Loyola University Chicago
Downloads 256 (135,206)

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

2.

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 of Chicago - Department of Economics
Downloads 200 (171,378)
Citation 1

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

3.

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 of Chicago - Department of Economics and Loyola University Chicago
Downloads 182 (186,693)

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

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 of Chicago - Department of Economics and Loyola University Chicago
Downloads 151 (218,935)

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

5.

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 of Chicago - Department of Economics and Loyola University Chicago
Downloads 117 (266,988)

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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 Business School, Risk and Actuarial Studies, Loyola University of Chicago - Department of Economics and Loyola University Chicago
Downloads 111 (277,025)
Citation 2

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

7.

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 Business School, Risk and Actuarial Studies, Loyola University of Chicago - Department of Economics and Loyola University Chicago
Downloads 108 (282,356)

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

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 of Chicago - Department of Economics and Loyola University Chicago
Downloads 92 (314,016)

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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 of Chicago - Department of Economics and Loyola University Chicago
Downloads 46 (449,814)

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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 of Chicago - Department of Economics and Loyola University Chicago
Downloads 23 (564,296)

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

11.

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 of Chicago - Department of Economics and Loyola University Chicago
Downloads 15 (616,961)

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

12.

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 of Chicago - Department of Economics and Loyola University Chicago
Downloads 12 (638,247)
Citation 1

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oil prices, neural network, 2008 crisis, structural break

13.

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 of Chicago - Department of Economics and Loyola University Chicago

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