Fahimeh Rezayat
Frezayat@csudh.edu
Education:
University of Virginia, Ph.D., Systems Engineering, 1987.
Western Michigan University, M.S., Applied Statistics, 1981.
Western Michigan University, M.S., Operations Research, 1980.
Tehran University, B.S., Economics, 1970.
Professional Experience:
2003-2005
Chair, Department of Finance and Quantitative Methods, School of Business and
Pubic Administrations, California State University Dominguez Hills
1989-2003
Professor, School of Business and Public Administrations, California State
University Dominguez Hills.
1988-1989
Program Coordinator, School of Management Information Systems and
Engineering, National University, Los Angeles and Las Vegas Campuses.
1987-1988
Adjunct Instructor, School of Business, and Information Systems and
Engineering, National University, Los Angeles.
1984-1987
Adjunct Instructor, School of Management, California State Universities,
Dominguez Hills and Pomona.
1982-1984
Teaching/Research Assistant, Department of Systems Engineering, University of
Virginia.
1979-1980
Teaching Assistant, Department of Mathematics and Statistics, Western Michigan
University.
1976-1978
Statistical Analyst, Institute of Social Studies and Research, Tehran University.
1972-1976
Head of Long-Term Planning of the University, Department of Budget and
Planning, Tehran University
Publications:
International Portfolio Diversification: A Study of Linkages among the U.S., European
and Japanese Equity Markets, during 1999-2001,” Journal of Multinational Financial
Management (co-authored with Dr. B. Yavas), resubmitted 2005.
Estimating One-Step Ahead Forecast Interval When a Realization is Short, Using ReSampling-Based Calculation of Information Matrix," Journal of Applied Mathematics and
Decision Sciences, resubmitted, Sept 2005.
A Study of Correlation of International Equity Markets using Exchange-Traded Funds, Journal
of Asia Pacific Business, (co-authored with Dr. B. Yavas & H. Bilici), vol. 5, PP: 67-82,
2004,(Also in Proceedings of the Western Decision Sciences Institute, Mexico, April 16-19,
2004)
The Impact of culture on Managerial Perceptions of Quality, “International Journal of Cross
Cultural Management,” (co-authored with Dr. Yavas) vol.3, PP:211-232, 2003.
"Short term Linkages among the U.S., the UK., French, German, and the Japanese Stock Markets
during 1999-2001, Reading book of Global Business and Technology Association, Eds: N.
Delener and C.N. Chao, (co-authored with Dr. Yavas ),PP:1126-1133, 2003.
"A Cross-country Analysis of Managerial Perceptions of Quality," Contemporary Developments in
International Business, Eds: K Fatemi and D. Jourdan, (co-authored with Dr. Yavas), pp: 105116., 2002.
“Analysis of Short Term Linkage among the Daily Movement of the U.S., the U.K., and the
Japanese Stock Markets during 1999-2001,” Proceedings of the American Statistical MeetingsBusiness and Economics Sections,, pp: 2002,
“The Impact of The Daily Movements of The U. S. and The U.K. Stock Markets on the
Japanese Stock Market During 1989-1997: A Multivariate Approach,” Journal of Current
Research in Global Business , (co-authored with Dr. Basseer ),Vol. 3, pp., 2002.
“Estimating a One-Step-Ahead Forecast Interval Using Resampling- Based Information Matrix:
A Simulation Approach,” Proceedings of The Joint Statistical Meetings, Business and Economic
Statistics Section, 2001.
“Analysis of the Linkage among the Daily Movement of the U.S., the U.K., and the Japanese
Stock Markets,” International Business Trends, Contemporary Readings, Eds: Fullerton and
Moore, (co-authored with Dr. Basseer), pp: 182-189, Aug 2001.
“A Cross-country Analysis of Managerial Perceptions of Quality: Evidence from US, Japan, Hong
Kong, Singapore and Taiwan," Proceedings of the Western Decision Sciences Institute, (coauthored with Dr. Yavas), pp: 298-300, April.2001.
“The Impact of the Daily Movements of the Japan and the U.K. Markets on the U.S. Stock Market:
A Multivariate Approach,” Proceedings of International Business Association Conference, (coauthored with Dr. Basseer) , pp: 41-55, Los Cabos, Mexico, May 2001.
"Estimating the Uncertainty Bound for predictions via Resampling-Based Information Matrix:
An Application,” Proceedings of INFORMS-KORMS, Seoul, June 2000.
"Daily Relationship between the Japanese and the U.K. Stock markets-An Empirical
Investigation," Proceedings of the 8th annual conference of International Business Association,
(co- authored with Dr. Basseer), pp: 41-46, 2000.
"Constrained SPSA Controller for Operations Processes," IEEE Transaction on Systems, Man,
and Cybernetics, part B, Vol. 29, pp: 645-649, 1999.
"A New On Line Quality Management Tool," Proceedings of the EUROMA International
Annual Conference, pp: 821-828, 1999.
"Daily Relationship between the Japanese and the U.K. Stock Markets-An Empirical
Investigation," Proceedings of the 8th annual conference of International Business Association,
Global Perspectives, (co-authored with Dr. Basseer), PP: 41-46, 1999.
“Constrained SPSA Controller for Operations Processes," Proceedings of the American Control
Conference, pp: 2698-2702, June 1998.
“Integration of Statistical Process Control and Engineering Process Control-A Neural Network
Application," Manufacturing Decision Support Systems, Ed: Parsaei, Chapman and Hall,
pp:238-252, 1997.
"Predicting the U.S. Economy Recessions Using Information Theoretic-Based Probability
Forecast Method," International Business Practices, Contemporary Readings, (co-authored with
Dr. Mostaghimi) pp:196-202, 1997.
"Probability Forecast of Downturn in U.S. Economy Using Classical Statistical Theory,"
Journal of Empirical Economy, (co-authored with Dr. Mostaghimi), vol. 21, pp: 255-279, 1996.
"Neural Network-Based Model-Free Controllers as Repeated Adjustment Scheme, When Some
Operations Attributes' Values Are Constrained," Proceedings of The Joint Statistical Meetings,
Quality and Productivity Section, pp: , 1996.
"On the Use of SPSA-based Model-Free Controller in Quality Improvement," Automatica, vol.
31, no.6, pp: 913-915, 1995 (also in proceedings of the 33rd IEEE Conference on Decision and
Control, 1994).
"Scoring Information-Theoretic Forecast of a Turning Point in U.S. Economy," Proceedings of
the Forth world Congress: Innovation, Technology and Information Management for Global
Development and Competitiveness, (co-authored with Dr. Mostaghimi), pp.671-677,1995.
"Neural Network-based Model-Free Controllers as Repeated Adjustment Scheme," Proceedings
of the Joint Statistical Meetings, Quality and Productivity Section, pp. 1995.
"Locating the Faulty Component in a Malfunctioning Repetitive Operations Process," IEEE
Transactions on Reliability , vol. 43, pp: 431-438, 1994.
"Neural Network Controller and Quality Improvement: An Application," Proceedings of the
Joint Statistical Meetings, Quality and Productivity Section, , pp: 1994.
"Neural Networks and Quality Control When the Process Dynamics are Unknown," Proceedings
of the 32nd IEEE Conference on Decision and Control, pp: 3237-3242, 1993.
"Neural Networks and Quality Improvement," Proceedings of the American Statistical
Association Meetings, Quality and Productivity Section, pp: 95-100, 1993.
"A Statistical Index for Predicting Downturn in Business Cycle," Proceedings of the American
Statistical Association Meetings, Business and Economics Section, (co-authored with Dr.
Mostaghimi), pp: 210-214,1992.
"Bayes Test for Locating the Faulty Component in a Malfunctioning Operation Process,"
Proceedings of the American Statistical Association, Business and Economics Section, pp:140145, 1991.
"Preliminary Results on Isolating the Source of Malfunction in a Production Process Using
Bayesian Methodology," Proceedings of the American Statistical Association, Business and
Economics Section, pp: 432-436, 1990.
"Selecting the Order of ARMA Models, An Approach Based on Economic Analysis," Applied
Time Series Analysis, Ed. Chan, Scientific Publishers. (co-authored with Dr. Anandalingam,)
1989.
"Using the Instrumental Variables Technique for Selecting the Order of ARMA Models,"
Communications in Statistics-Theory and Methods, (co-authored with Dr. Anandalingam ),pp:
3029-3065, 1988.
"Selecting of the Order of ARMA Models for Short Realizations," Proceedings of the American
Statistical Association, Business and Economics Section, 1987.
Presentations:
"Short term Linkages among the U.S., the Uk., French, German, and the Japanese Stock Markets
during 1999-2001,”Global Business and Technology Association International Conference,
Budapest, July 2003.
“Analysis of Short Term Linkage among the Daily Movement of the U.S., the U.K., and the
Japanese Stock Markets during 1999-2001,” the Joint statistical meetings--Business and
Economics Sections, New York, US, Aug., 11-15, 2002
“Estimating a One-Step-Ahead Forecast Interval Using Resampling- Based Information Matrix:
A Simulation Approach,” The Joint Statistical Meetings, Business and Economic Statistics
Section,” Atlanta, Aug., 2001.
“Analysis of the Linkage among the Daily Movement of the U.S., the U.K., and the Japanese
Stock Markets,” International Business Trends, Portugal, Aug., 2001.
"Estimating the Uncertainty Bound for predictions via Re-sampling-Based Information Matrix:
An Application,” INFORMS-KORMS, Seoul, June 2000.
"A New On Line Quality Management Tool," IV International European Operations
Management Association Conference, Venice, Italy, June 7th - 8th, 1999.
"Constrained SPSA Controller for Operations Processes," American Control Conference, 1998.
"Predicting the U.S. Economy Recessions Using Information Theoretic-Based Probability
Forecast Method," International Business Practices Conference, Athens, Greece, 1997.
"Neural Network-Based Model-Free Controllers as Repeated Adjustment Scheme, When Some
Operations Attributes' Values Are Constrained," The Joint Statistical Meetings, Quality and
Productivity Section, 1996, pp.... (Also the Institute of Management Sciences Meeting,
Singapore, June, 1995).
“Scoring Information-Theoretic Probability Forecast of a Turning Point in U.S. Economy,”
Fourth World Business Congress Conference, Turkey, July 1995.
“Neural Network-based Model-Free Controllers as Repeated Adjustment Scheme,” Joint
Statistical Meetings, Orlando, Aug., 1995.
“On the Use of SPSA-based Model-Free Controller in Quality Improvement,” The 33rd IEEE
Conference on Decision and Control, Dec., 1994.
“Neural Network Controller and Quality Improvement: An Application,” Joint Statistical
Association Meetings, Aug., 1994.
“Neural Networks and Quality Control When the Process Dynamics are Unknown,” The 32nd
IEEE Conference on Decision and Control, Dec., 1993.
“Neural Networks and Quality Improvement,” Joint Statistical Meetings, Aug. 8-12, 1993.
“Neural Networks and Production Quality Improvement when Process Dynamics are Unknown,”
Conference on Applied Probability in Engineering, Computer, and Communication Sciences,
June, 1993.
“Locating the Faulty Component in a Malfunctioning Operation Process,” ORSA/TIMS Meetings,
Los Angeles Chapter, March, 1992.
“Predicting a Turning Point Using Measuring Change Methodology,” The 33rd Joint National
Meeting of the Institute of Management Sciences, and Operations Research Society of America,
April, 1992.
“Locating the Faulty Component in a Malfunctioning Operation Process,” Applied Physics
Laboratory, the Johns Hopkins University, March, 1992.
“Bayes Test for Locating the Faulty Component in a Malfunctioning Operation Process,” The
American Statistical Association Meetings, Aug., 1991.
“An Information Theoretic Approach to Predicting Down Turning Points in Business Cycles,”
The 31st Joint National Meeting of The Institute of Management Sciences, and Operations
Research Society of America, May, 1991.
"Isolating the Source of Malfunction in a production Process Using Bayesian Methodology, "
American Statistical Association Meetings, Aug., 1990.
"Selecting of the Order of ARMA Models for Short Realizations,” American Statistical
Association Meetings, Aug., 1987.
Courses Taught at CSUDH and Other Universities:
Operations Research (Business Students: graduate and undergraduate)
Statistics (Business and Mathematics Students: graduate and undergraduate)
Operations Management (Business Students: graduate and undergraduate)
Business Forecasting (Business Students: graduate and undergraduate)
Logistics (Business Students: undergraduate)
Service Operations Management (Business Students: undergraduate)
Quality Management (Business Students: Undergraduate)
Calculus (Mathematics and Engineering Students: undergraduate)
Introduction to algebra (Mathematics Students: undergraduate)
Database Management (Information Systems Students: undergraduate)
Systems Management (Engineering Students: undergraduate)
School/University Committees & Services:
Member of Department RTP Committee 2005-2006
Chair of the Committee charged to develop the MBA-Finance Concentration, 2004
Member of School Curriculum Committees 96-99, 2000-2003,2003-2005
Member of School AACSB Committee 99-2005
Member of University Honor and Leave committee, 2001-2002
Proposed and developed the course outline for Supply Chain Management, 2000,
Member of MBA Taskforce, 98-99,
Proposed and developed the course outline for Service Operations Management 1996.
Community Services/professional Affiliations
The editorial board of International Journal of Process Management and Benchmarking,
American Statistical Society,
Institute of Operations Research and Management Sciences (INFORMS),
Decision Sciences Institute.