Mary Malliaris - researchr alias

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Viewing Publication 1 - 10 from 10

2022

Framework for entity extraction with verification: application to inference of data set usage in research publicationsSvetlozar Nestorov, Dinko Bacic, Nenad Jukic, Mary Malliaris. el, 40(4):453-471, 2022. [doi]

2014

N-tuple S&P patterns across decades, 1950-2011A. G. Malliaris, Mary Malliaris. cejor, 22(2):339-353, 2014. [doi]

2011

Hospital foundation actions: Neural network model variable importanceMary Malliaris, Maria Pappas. ijcnn 2011: 2177-2183 [doi]

2010

Revenue Generation in Hospital Foundations: Neural Network versus Regression Model RecommendationsMary Malliaris, Maria Pappas. dmin 2010: 181-186

2009

Modeling Federal Funds rates: a comparison of four methodologiesA. G. Malliaris, Mary Malliaris. nca, 18(1):37-44, 2009. [doi]

Time series and neural networks comparison on gold, oil and the euroA. G. Malliaris, Mary Malliaris. ijcnn 2009: 1961-1967 [doi]

Leveraging Technology for ResearchFrances Vlasses, Mary Malliaris, Ida M. Androwich, Barbara Caspers, Mary Dominiak. ni 2009: 692-696 [doi]

2007

Modeling Short Term Interest Rates: A Comparison of MethodologiesA. G. Malliaris, Mary Malliaris. ijcnn 2007: 732-736 [doi]

1996

Using neural networks to forecast the S & P 100 implied volatilityMary Malliaris, Linda Salchenberger. ijon, 10(2):183-195, 1996. [doi]

1993

A neural network model for estimating option pricesMary Malliaris, Linda Salchenberger. apin, 3(3):193-206, 1993. [doi]

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