Prof. Mark T. Leung

Chair

Department of Management Science and Statistics

College of Business

University of Texas at San Antonio

USA

Email: mark.leung@utsa.edu

Qualifications

1999 Ph.D., Operations Management, Indiana University, USA

1996 M.B., Operations Management, Indiana University, USA

1991 M.B., Finance and Quantitative Analysis, University of California, USA

1989 B.A., Business Economics, University of California, USA

Publications (Selected)

1. “Financial Hedging in Energy Market by Cross-Learning Machines,” Neural Computing and Applications (forthcoming 2020). With An-Sing Chen, Shaotao Pan, Ching-Yun Chou. https://doi.org/10.1007/s00521-019-04572-4
2. “Predicting the Expected Waiting Time of Popular Attractions in Walt Disney World,” Journal of Undergraduate Research and Scholarly Works (2019), Vol. 6. With Dayanira Mendoza and Wenbo Wu. Publication and research collaboration with undergraduate student. Received best paper awards in 2019 UTSA Undergraduate Research Showcase.
3. “Strategic Analysis and Evaluation of Cheesecake Factory’s Supply Chain: Uncertainties, Challenges, and Remedies,” Journal of Undergraduate Research and Scholarly Works (2019), Vol. 6. With Brittany Farley, Michele Kidd, and Scot Morgan. Publication and research collaboration with undergraduate and graduate students.
4. “Finite Mixture Partial Least Squares for Segmentation and Behavioral Characterization of Auction Bidders,” Decision Support Systems (2014), Vol. 57, 200-211. With Ruben Mancha, Jan Clark, and Minghe Sun.
5. “Predicting the Performance of a Two-Stage Flowshop: Lower Bounds and Heuristics for Single and Bicriteria Measures,” Advances in Business and Management Forecasting (2013), Vol. 9, 199-227. Single author.
6. “A Case Study of Bayesian Belief Network in Industrial Work Process Design Based on Utility Expectation and Operational Performance,” International Journal of Productivity and Performance Management (2012), Vol. 61, Issue 7, 765-777. With Rolando Quintana.
7. “Forecasting, Control and Management of a Production System Using Predictive Visual Interactive Simulation,” Advances in Business and Management Forecasting (2011), Vol. 8, 185-198. With Rolando Quintana.
8. “Recognition of Geometric and Frequency Patterns for Improving Setup Management in Electronic Assembly Operations,” Advances in Business and Management Forecasting (2010), Vol. 7, 183-206. With Rolando Quintana.
9. “Making Trading Decisions for Financial-Engineered Derivatives: A Novel Ensemble of Neural Networks Using Information Content,” Intelligent Systems in Accounting, Finance and Management (2009), Vol. 16, Issue 4, 257-277. With Ansing Chen and Ruben Mancha.
10. “Stocking Policy in a Two-Party Vendor Managed Channel with Space Restrictions,” International Journal of Production Economics (2009), Vol. 117, Issue 2, 271-285. With Kefeng Xu.
11. “Make-to-Order Product Demand Planning Using Adaptive Neural Network Forecasting,” Advances in Business and Management Forecasting (2009), Vol. 6, 249-266. With Rolando Quintana and Ansing Chen.
12. “Corrective Maintenance through Dynamic Work Allocation and Preemption: Case Study and Application,” International Journal of Production Research (2009), Vol. 47, Issue 13, 3539-3557. With Rolando Quintana, J. Rene Villalobos, and Michael Graul.
13. “Enhancing Productivity in Manual Electronics Assembly and Inspection through Illumination Design,” International Journal of Productivity and Performance Management (2008), Vol. 57, Issue 4, 297-315. With Rolando Quintana and Ansing Chen.
14. “Adaptive Smoothing versus Conventional Approach for Lumpy Demand Forecasting: Case of Production Planning for a Manufacturing Line,” International Journal of Production Research (2007), Vol. 45, Issue 21, 4937-4957. With Rolando Quintana.
15. “Evaluation of Financial Time Series Forecasts and Performance of Artificial Neural Networks,” FSR Forum (Financial Study Association of Rotterdam) (2006), Vol. 8, November Issue, 7-11. With Ruben Mancha.
16. “Modeling Time Series Information into Option Prices: An Empirical Evaluation of Statistical Projection and GARCH Option Pricing Model,” Journal of Banking and Finance (2005), Vol. 29, Issue 12, 2947-2969. With Ansing Chen.
17. “Performance Evaluation of Neural Network Architectures: The Case of Predicting Foreign Exchange Correlation,” Journal of Forecasting (2005), Vol. 24, Issue 6, 403-420. With Ansing Chen.
18. “Regression Neural Network for Error Correction in Foreign Exchange Forecasting and Trading,” Computers and Operations Research (2004), Vol. 31, Issue 7, p. 1049-1068. With Ansing Chen. On the List of the Top 25 Most Requested Papers in the journal.
19. “Option Straddle Trading: Financial Performance and Economic Significance of Direct Profit Forecast and Conventional Strategies,” Applied Economic Letters (2003), Vol. 10, Issue 8, p. 493-498. With Ansing Chen.
20. “Application of Neural Networks to an Emerging Financial Market: Forecasting and Trading the Taiwan Stock Index,” Computers and Operations Research (2003), Vol. 30, Issue 6, p. 901-923. With Ansing Chen and Hazem Daouk. On the List of the Top 10 Most Downloaded Articles in SSRN (Economics Networks).
21. “Forecasting Stock Indices: A Comparison of Classification and Level Estimation Models,” International Journal of Forecasting, (2000), Vol. 16, Issue 2, p. 173-190. With Hazem Daouk and Ansing Chen. The number 1 most-requested paper (with 535 requests) from the International Journal of Forecasting in the year 2000.