Prof. Mark T. Leung
Department of Management Science and Statistics
College of Business
University of Texas at San Antonio
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
1989 B.A., Business Economics, University of California, USA
“Financial Hedging in Energy Market by
Cross-Learning Machines,” Neural Computing and Applications (forthcoming 2020).
With An-Sing Chen, Shaotao Pan, Ching-Yun Chou.
“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.
“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
“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.
“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.
“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.
“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
“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.
“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.
“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.
“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.
“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.
“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.
“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.
“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
“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.
“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.
“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.
“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.
“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).
“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.