1

Curriculum Vitae

1. Personal Information

Name: I.M.Premachandra Date of Birth: 4 July 1950 Sex : male

2. Qualifications

PhD in Systems Engineering. Tokyo Institute of Technology, Japan, 1986

MEng in Systems Engineering, Tokyo Institute of Technology, Japan, 1983

MSc in Applied Statistics, University of Colombo, Sri Lanka, 1977

DipStat in Statistics, University of Vidyodaya, Sri Lanka, 1975

BSc(First Class Honours) in Science, University of Kelaniya, Sri Lanka, 1973

3. Professional Affiliations / Memberships

Institute for Operations Research and the Management Sciences (Informs)

Decision Sciences Institute

Operational Research Society of New Zealand

4. Employment History

(a) Present Position

Associate Professor, Department of Accountancy and Finance, University of

Otago (since 2005). Joined Otago University in 1991.

(b) Employment History

Head of the Department, Department of Finance and Quantitative Analysis,

University of Otago, Nov 2006 – Nov 2009

Consultant, Postgraduate Institute of Management, University of Sri

Jayewardenepura, Sri Lanka, 1987-1989

Lecturer, Department of Industrial Management, University of Kelaniya, Sri

Lanka, 1975-1989

Part time Consultant, Sri Lanka Tyre Corporation, 1987-1989

Part time Consultant, Sri Lanka Police Department, 1989-1989

Staff Officer, Bank of Ceylon, 1974-1975

Chief Chemist, Sri Lanka Sugar Corporation, 1974-1974

5. Other Relevant Experience

(a) Experience Working in an Overseas Country

Visiting Professor, The Institute of Statistical Mathematics, Tokyo, Japan,

1998 – 2000

2

Visiting Professor, Postgraduate Institute of Management, University of Sri

Jayewardenepura, Sri Lanka, July 1998 – October 1998 and July 1999 –

February 2000

Associate Professor, University of New Hampshire, Whittemore School of

Business and Economics, United States of America, 1989-1990

(b) International and inter-departmental research collaboration

With Dr Yao Chen, College of Management, University of Massachusetts at

Lowell, USA, since 2011

With Dr John Watson, Dept. Of Accountancy and Finance, Monash University

(Caulfield campus), Australia, since 2010

With Dr Tissa Galagedera, Department of Econometrics and Business

Statistics, Monash University (Caulfield campus), Australia (2010)

With Professor Joe Zhu, School of Business, Worcester Polytechnic Institute,

USA, since 2010

With Professor T. Kimura, Dept. Of Civil, Environmental and Applied System

Engineering, Kansai University, Japan, since 2009

With Professor Sueyoshi, T., Dept. of Management, New Maxico Institute of

Mining Technology, USA, since 2008

With Professor A.W. Frankle, Boise State University, USA – Analysis of the

global discount rates using econometric models (2006)

With Professors N. Darmon and A. Briend, The Institute Scientifique et

Technique de la nutrition et de l’Alimentation and the Institut National de la

Sante et de la Recherche Medicale, Paris – develop a general food-based

dietary guidelines for Malawian children using Linear Programming (2006)

With Dr Elaine L. Ferguson, Department of Human Nutrition, University of

Otago – develop a tool to improve Otago toddlers’ iron status (2003)

With Dr Jinho Jeong, Kyung-Nam University, South Korea – applied for a

research grant to study the cash balance behaviour in Korean banks (2003)

With Professor Tilak Abeysinghe, National University of Singapore – do

research and write a book on Econometrics (2003)

With Dr Dias, G.J. and Dennison, K.J., Department of Anatomy and Structural

Biology, University of Otago, The previously unrecognised posterior deep

temporal nerve groove on the cranial base (2002)

With Dr Dias, G.J., Department of Anatomy and Structural Biology,

University of Otago, Distortion on plain film radiographs of the

temporomandibular joint: A neural network solution (2000)

With Dr Cabraal, D.A. and Fields, M., Otorrhoea following ventilation tube

insertion – identifying risk factors, ENT Department, Dunedin Hospital (1999)

6. Research Activities

For International and inter-departmental research collaborations (refer 6(b))

(a) Research Expertise

3

Stochastic Modelling and Analysis,

Futures market, efficiency tests, and spillover

Empirical Finance

Sovereign credit default swap spreads

Operations Research, Data Envelopment Analysis

Empirical Finance

(b) Experience in Applied R & D, Contract Research, Consultancies, Patents

Part time Consultant, Sri Lanka Police Department, 1989-1989

Part time Consultant, Sri Lanka Tyre Corporation, 1987-1989

(c) Research Grants

(1) Principal or joint principal research

Commerce research grant, $1160, to work on the paper entitled “Dynamics of

the Stck Market Information spillover on US Mutual Funds and the Role of

Commonality: A New Approach” (with John Watson and D.U.A. Galagedera),

2015

Otago research grant, $34000, with Dr Elaine L Ferguson, Department of

Human Nutrition, 2004

Laurenson Award – The Otago Medical Research Foundation, $25951, with

Dr Elaine L Ferguson, Department of Human Nutrition – to develop an

innovative tool to improve Otago toddlers’ iron status (2003) – I am a joint

principal investigator

School of Business Research Grant, $3740, for scheduling the ambulances at

St. John Ambulance Service (2001) – I am the principal investigator

(d) Supervision of Postgraduate Students

PhD students

PhD, Efficiency, Risk Premium and Information Diffusion in Futures Markets:

International Evidence, University of Otago, Duminda Kuruppuarachchi,

supervisors: I.M. Premachandra (50%), Hai Lin (30%), Timothy Crack (20%),

2012 -2015 (completed)

PhD, Essays on the Evolving Risk-return profile of European Energy Utilities;

The Impact of Liberalization and decarbonisation, Dan Tulloch, supervisors: Ivan

Diaz-Rainey (45%), I.M. Premachandra (20%), George Benwell (35%), 2013-

2015 (submitted the thesis in September 2015)

PhD, Detecting Abnormal Behaviours in Financial Systems with High Data

Volumes, University of Otago, Rasika Withanawasam, supervisors: Peter

Whigham (50%), Premachandra, I.M. (25%, 2011-2012), and Crack, T. (25%),

2011-2013 (completed)

MCom/MBus/M.Sc./MBA students

4

MBus research project, Stock Exchange Mergers and Market Efficiency: MOEX

case, University of Otago, Evgeny Konov, 2015, supervisors: I.M. Premachandra

(50%), Ulku, N. (50%)

MCom, Performance Evaluation of US Mutual Funds, University of Otago,

Conrad Wong, 2011

MCom, Sovereign Credit Default Swap Spreads, University of Otago, Sasha

Srivastava, 2011

M.Sc., Neural Network Based Method to Improve the Accuracy of Forensic

Facial Approximation, University of Otago, Kunaal Sologar, supervisors: Dias,

G. Department of Anatomy (80%), Premachandra, I.M. (20%), 2009-2010

MBus, A Re-examination of the Holiday Effect in New Zealand Stock Returns:

The Effect of Size and Liquidity, University of Otago, Xiaoli Cao, 2006

Do Stock Indices Scaled by Macroeconomic Variables Contain Information about

Future Movements in the Aggregate Stock Market in Australia and New

Zealand?, University of Otago, Alun Campbell, 2006

MSc, Neural Network Approach to Forensic Facial Reconstruction, University of

Otago, Charlotte Oskam, 2006

MBus, The Real Exchange Rate Effect on Trade Between New Zealand and its

Major Trading Partners, University of Otago, Marcus Sew Hoy, 2005

MBus, Valuing Lost Future Earnings: Alternative Methodologies and Assigning

Appropriate Net Discount Rates, Otago, Ashley Gardyne, 2004

MBus, Numerical Methods for Bankruptcy Prediction: A Comparison

Between Data Envelopment Analysis and Logistic Regression, Otago, Robert

Buchanan, 2003

BSc(Hons), Is the Current Rain Rule (the Duckworth and Lewis system) Used

in One-day International Cricket Fair?, Otago, Jason Rabbitt , 2003

MCom, Confidence Interval Estimates for the Stochastic Frontier in Stochastic

Data Envelopment Analysis, Otago, John Watson, 2001- 2002

MBus, Bankruptcy Prediction, Otago, Andrew Graham, 2001

MBA, Inventory Record Accuracy, Otago, Kenneth J. Cochrane., 1999-2000

MBus, Predicting Management Buyouts using Data Envelopment Analysis,

Otago, Regan Hoult., 1999, 2000

MBus, Underpricing of IPOs, Otago, Dave Blondell, 1999, 2000

BCom (Hons), Measuring the Relative Efficiencies of New Zealand Equity

Unit Trusts Using a SDEA approach, Otago, Rebecca Short, 1997

MCom, Portfolio Management Using SDEA, Otago, Jing Shi, 1996-1997

7. Distinctions

My PhD student D. Kuruppuarachchi won the Alan MacGregor Prize from the

department of Accountancy and Finance, University of Otago, for the best

postgraduate student of the year 2013

My PhD student Daniel J. Tulloch won the Alan MacGregor Prize from the

department of Accountancy and Finance, University of Otago, for the best

postgraduate student of the year 2014 and the best PhD paper award at the Otago

5

Energy Research Centre Symposium, 2014.

My PhD student Daniel J. Tulloch received a Research Associate position at Oxford

University starting from September 2015

Received the best paper award at the IAENG International conference on Operations

Research for the paper entitled “Transient and Asymptotic Analysis of

Synchronisation Processes in Assembly-like Queues”, (with D.R. Alexander), IMECS

June 2009 conference, Hong Kong.

The best teacher award in module 2 of the MBA programme, University of Otago, 2008

Received the best paper award for the paper entitled “Firm Size and the Pre-Holiday

Effect in New Zealand” presented at the Sixth International Business Research

Conference on Global economy, Markets and Management, Hong Kong, July 2007

Certificate of merit for the 2006 IAENG International workshop on Operations

Research for the paper entitled “Modeling a Queueing System with Transacting

Populations”, (with D.R. Alexander and D.U.A. Galagedera), IMECS June 2006

conference, Hong Kong.

One of the ten finalists for the 2002 OUSA Teaching Award (one of the ten nominees

selected from a pool of 600 nominations for this award), 2002

Laurenson Award – The Otago Medical Research Foundation for the joint research with

Dr Elaine L. Ferguson (Department of Human Nutrition) on improving Otago toddlers’

iron status (2003)

Best paper award, New Zealand Society of Otolaryngology-Head and neck surgery

conference, 1992

Title of the paper: "Otorrhoea following ventilation tube insertion - identifying risk

factors" by D.A. Cabraal, M. Fields, I.M. Premachandra

Nominated for the Outstanding Teaching Award, University of Otago, 1991

Japanese Government Monbusho scholarship in 1981.

Award for the outstanding performance at General Science Qualifying

Examination, University of Kelaniya (Sri Lanka), 1970

Countrywide Grade V Scholarship, Ministry of Education (Sri Lanka), 1961

8. Teaching Activities

(a) Range and level of teaching ( only at Otago University )

FINQ102, Business Mathematics

FINC406, Advanced Empirical Finance

BUSI526, Operations Research, MBA program

QUAN101, Business Statistics

FINC203, Business Data Analysis

FINC308, Quantitative Methods for Business

ACTP 303, Management Science Applications

BUSA 504, Statistical and Quantitative Methods

(b) Development of significant innovations and/or publications in teaching materials

and procedures

(i) Won the Innovation in Teaching grant for $7200 to develop a

6

Blackboard system for FINC203, 2000.

(ii) Developed the following new cases for the QUAN 101 case study

tutorial classes. In these case study classes students were able to use the

concepts learned in the class in solving real-life problems.

Should John’s company market the new water filter?

Who is responsible for this?

Send this machine back!!!

(iii) Developed and introduced activity based tutorials in QUAN 101 case

study tutorial classes on the following topics. These tutorials helped the

students to visualise the statistical concepts very easily.

Estimating the mean of a population

Random variables and probability distributions

Hypothesis testing

(iv) Course notes, handbooks and computer manuals were written for all

the courses taught (see section (viii) below for details)

(v) Published a simplified guide book for teaching (and learning) EXCEL

(see section (viii) below for details).

(vi) Developed a spreadsheet program for teaching some aspects of Project

Management. This work was published in the Journal of Computers

and Education (see section 10 for details)

(vii) Developed and wrote several prototype practical projects for BUSI

526 which simulate the behaviour of real life problems. These

problems are solved in the computer practical sessions.

(viii) Teaching material produced

A Handbook on Empirical Finance (270 pages)

A Handbook on Operations Research (250 pages)

A Quick reference manual for LINDO (20 pages)

A Quick reference manual for Microsoft Project 2000 (33 pages)

A Quick reference manual for @RISK (48 pages)

A Quick reference manual for SPSS (26 pages)

A Handbook on Forecasting Methods for Management (200 pages)

A Handbook on Statistics (285 pages)

A Simplified Guide to EXCEL (184 pages)

A handbook on Business Data Analysis (350 pages)

(c) Teaching Administration and Leadership, Quality Assurance, Evaluation

Member of the working party for reintroducing BCom (Hons) and MBus, 2003

Curriculum co-ordinator, Department of Finance and Quantitative Analysis (

2002-2003)

Member of the MBA Curriculum Review Committee (2002)

Participated in the pilot study of a new system for evaluating teaching

performance (2000)

Departmental co-ordinator for MBA research projects (2000-2001)

Participated in the Commerce focus sessions on “staff feedback provided on

7

student work” (2000)

Nominated for the NZQA evaluation panel of the MSc program in Project

Management (2001)

Course co-ordinator, FINC 203 (2000-2006)

Course co-ordinator, BUSI526 ( 1991-2008)

Course co-ordinator, FINC406 (since 2002)

(d) Professional Development Achievements

Attended the HEDC workshop on “providing quality postgraduate

supervision”, October 2011

Attended the HEDC training programme on scholarship development and

career planning for academic staff, May 2009

Attended the HEDC workshop for Heads of Academic Departments on

promotion, progression, confirmation, and scholarship development, March

2007

Attended the HEDC workshop on how to develop research culture in the

department, June 2007

Attended the HEDC workshop on “Managing People”, June 2007

Attended the HEDC Performance Development Reviewer’s training program,

2007

Completed the computer training program on Course Info overview conducted

by ITS, University of Otago, 2000

Completed the course on Project Management conducted by NZIM, 2000

PhD in Systems Engineering, 1986

MEng in Systems Engineering, 1983

MSc in Applied Statistics, 1977

DipStat in Statistics, 1975

BSc (First Class Honours), 1973

GSQ- won an award for excellent performance at the General Science

Qualifying examination, University of Kelaniya, Sri Lanka. This award was

given to the four best students selected from among all the national

Universities in Sri Lanka, 1970

9. Student Evaluation of teaching (last three years)

See Otago teaching profile

10. Publications

(a) Books

Premachandra, I.M., A Simplified Guide to Excel, Post Graduate Institute of

Management, Sri Lanka (1999) 184 p [ISBN: 955-9054-30-9]

Premachandra, I.M., A Simplified Guide to LOTUS 123, Post Graduate Institute of

Management, Sri Lanka (1988) 191 p [ ISBN : 955-9054-00-7]

Premachandra, I.M., A Comprehensive Guide to dBASE III PLUS, Post Graduate

8

Institute of Management, Sri Lanka (1988) 216p

[ISBN: 955-9054-05-8]

(b) Book Chapters

Premachandra, I.M., Joe Zhu, John Watson, and Don U.A. Galagedera, A book chapter:

Mutual Fund Industry Performance: A Network Data Envelopment Analysis Approach,

Data Envelopment Analysis: A Handbook of Empirical Studies and Applications, Edited

By Joe Zhu, 2014 (accepted for publication) [ Some parts of this paper are based on our paper

entitled Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage

DEA model for efficiency decomposition, Journal of Banking and Finance, Vol.36, 12, 2012, p 3302-

3317. Wrote the entire manuscript jointly with the co-authors]

(c) Refereed Journal Articles ( ABDC ranking of journals is according to 2013 list)

Galagedera, D.U.A., Watson, J., Premachandra, I.M., Chen, Y., 2015. Modeling leakage

in two-stage DEA models: An application to US mutual fund families, Omega: The

International Journal of Management Science, in print, DOI:

10.1016/j.omega.2015.07.007 [ ABDC: A*. Impact factor 3.626 ]

Srivastava, S., Lin, H., Premachandra, I.M., Roberts, H., Global Risk Spillover and the

Predictability of Sovereign CDS Spread: International Evidence, International Review of

Economics and Finance, 2016 (accepted), DOI: 10.1016/j.iref.2015.10.047, [ ABDC: A ]

Premachandra, I.M., Joe Zhu, John Watson, and Don U.A. Galagedera, Best-performing

US Mutual Fund Families from 1993 to 2008: Evidence from a Novel Two-stage DEA

Model for Efficiency Decomposition, Journal of Banking & Finance, Vol.36, 12, 2012,

p 3302-3317 [ ABDC: A* with an impact factor of 1.362. Cited 21 times so far. ]

Premachandra, I.M., Chen, Y., Watson, J. DEA as a Tool for Predicting Corporate Failure

and Success: A Case of Bankruptcy Assessment, Omega: The international Journal of

Management Science, Vol. 39, 2011, p620-626 [ ABDC: A*. Impact factor 3.626. Cited 41 times

so far]

Watson, J., Wickramanayake, J., Premachandra, I.M. The Value of Mornigstar Ratings:

Evidence Using Stochastic Data Envelopment Analysis, Managerial Finance, Vol. 37,

No.2, 2011, pp. 94-116 [ ABDC: B. Cited 5 times so far]

Alexander, D., Premachandra, I.M., Kimura, T., Transient and Asymptotic Behaviour of

Synchrinization Processes in Assembly-like Queues, Annals of Operations Research,

Vol.181, No.1, 2010, p641-659 [ ABDC: A. Impact factor 1.103. Cited 2 times so far]

Oskam, C.L., Premachandra, I.M., Dias, G.J., Bizygomatic Breadth Determination in

Damaged Skulls, International Journal of Osteoarchaeology, Vol. 20, 2010, p540-548

[Impact factor 1.07, cited 2 times so far]

Premachandra, I.M., Bhabra, G.S., Sueyoshi, T., DEA as a tool for bankruptcy

9

assessment : A comparative study with logistic regression technique, European Journal

of Operational Research, Vol. 193, 2009, p 412-424 [ ABDC: A*. Impact factor 2.625. Cited 78

times so far]

XiaoLi Cao, Premachandra, I.M., Bhabra, G.S., and Tang, Y.P, Firm Size and the Pre-

Holiday Effect in New Zealand, International Research Journal of Finance and

Economics, Vol.32, October 2009 [ ABDC: C. Cited 18 times so far]

Campbell, A., Premachandra, I.M., Bhabra, G.S., and Tang, Y.P., GDP, Share Prices and

Returns : The Australian and New Zealand Evidence, Journal of Money, Investment and

Banking, No. 5, (2008), p28-56 [ ABDC: C. Cited once so far]

Ferguson, E.L., Darmon, N., Fahmida, U., Fitriyanti, S., Harper, J.B., and Premachandra,

I.M., Design of Optimal Food-based Complimentary Feeding Recommendations and

Identification of Key “Problem Nutrients” using Goal Programming, The Journal of

Nutrition, Vol. 136 (2006), p 2399-2404 [ ERA: A. Impact factor 4.2. Cited 60 times so far]

Dias, D.J., I.M. Premachandra, A New Approach to Improve TMJ Morphological

Information from Plain Film Radiographs, CRANIO: The Journal of Cranio Mandibular

Practice, Vol. 23, No.1 (2005) p30-38

Premachandra, I.M. A Diffusion Approximation Model for Managing Cash in Firms:

An Alternative Approach to the Miller-Orr Model, European Journal of Operational

Research, Vol. 157, No.1 (2004) p218-226 [ ABDC: A*. Impact factor 2.625. Cited 35 times

so far]

Ferguson, E.L., Darmon, N., Briend, A., Premachandra, I.M., Food-based Dietary

Guidelines can be Developed and Tested using Linear Programming Analysis,

Journal of Nutrition , Vol. 134 (2004) p 951-957 [ ABDC: A. Impact factor 4.2, Cited 45

times so far]

Dias, D.J., Dennison, K.J., Premachandra, I.M., A Newly Discovered Craniological

Non-metric Trait, Antropologia Portuguesa, Vol. 19 (2003) p 41-55

Premachandra, I.M. An Approximation of the Activity Duration Distribution in

PERT, Computers and Operations Research, Vol.28, No.5 (2001) p 443-452 [ ABDC:

A. Impact factor 1.718. Cited 54 times so far]

Premachandra, I.M., Controlling Factor Weights in Data Envelopment Analysis by

Incorporating Decision Maker’s Value Judgement: An Approach Based on AHP,

Journal of Information and Management Science, Vol.12, No.2 (2001) p1-12. [ERA:

C]

Dias, D.J., Dennison K.J., Premachandra I.M., The Previously-unrecognized Posterior

Deep Temporal Nerve Groove in the Cranial Base, International Journal of

Osteoarchaeology , Vol. 11 (2001) p241-248 [ ERA: B ]

Premachandra, I.M. , A note on DEA vs. Principal Component Analysis: An

10

Improvement to Joe Zhu’s Approach, European journal of Operational Research,

Vol.132, No.3 (2001) p553-560 [ ABDC: A*. Impact factor 2.625. Cited 62 times so far]

Premachandra, I.M., John G. Powell and John Watson., A Simulation Approach for

Stochastic Data Envelopment Analysis, Journal of Information and Management

Sciences , Vol.11, No.1 (2000) p11 – 31 [ ERA : C]

Premachandra, I.M. and Powell, J., Accommodating Diverse Institutional Investment

Objectives and Constraints Using Non-linear Goal Programming, European Journal

of Operational Research, Vol.105, 3 (1998) p447-456 [ ABDC: A*. Impact factor 2.625.

Cited 20 times so far]

Premachandra, I.M., John G. Powell and Jing Shi., Measuring the Relative Efficiency

of Fund Management Strategies in New Zealand Using Spreadsheet Based Stochastic

Data Envelopment Analysis Model, Omega The International Journal of Management

Science, Vol.26, 2 (1998) p 319-331 [ABDC: A*. Impact factor 3.626. Cited 33 times so far ]

Premachandra, I.M. and Rajasingh, A., Production Planning for Chicken Processing,

OR Insight, Vol.10, 3 (1997), p27-32 [ ABDC: C.]

Premachandra, I.M. and Gonzalez, L., A Simulation Model Solved the Scheduling

Problem of Drilling Rigs at Clyde Dam, Interfaces, Vol. 26, 2 (1996), p80-91[ ABDC:

C]

Premachandra, I.M. and Gonzalez, L., An Exact Solution to a Class of Queueing

Systems with Multipurpose Counters, Computers and Operations Research, Vol.21,

No.9, 969-977 (1994) [ ABDC: A. Impact factor 1.718. Cited once so far ]

Premachandra, I.M., A Goal Programming Model for Activity Crashing in Project

Networks, International Journal of Operations and Production Management, Vol.13,

No.6, 79-85 (1993) [ABDC: A. Impact factor 1.518. Cited 9 times so far ]

Premachandra, I.M., Modelling a Turing Machine on a Spreadsheet: A Learning Tool,

Journal of Information and Management Sciences, Vol.4, No.2, 81-92 (1993) [ERA: C

]

Premachandra, I.M., A Spreadsheet Program for Learning Some Aspects of Project

Management, Journal of Computers and Education, Vol.17, No.3, 235-242 (1991)

Premachandra, I.M., Simulating a Harbour Unloading Operation, Journal of

Information and Management Science, Vol.1, No.1, 119-128 (1990) [ ERA: C ]

Premachandra, I.M., Selecting a software for Digital Systems Simulation, Journal of

Information and Management Science, Vol.1, No.2, 115-123 (1990) [ ERA: C ]

Premachandra, I.M. and Morimura, H., A Fluid Flow Approximation Analyser for

Buffer Type Queueing Systems, Journal of Operations Research Society of Japan,

11

Vol.29, 156-175 (1986)

Premachandra, I.M. and Morimura, H. Modelling and Analysis of a Queueing System

Existing in a Bank, Journal of Operations Research society of Japan, Vol.28, 112-132

(1985)

(d) Refereed Conference Proceedings ( other publications )

D. Kuruppuarachchi, I.M. Premachandra, Information Spillover Dynamics of the Energy

Futures Market: A Common Factor Approach”, presented at the World Finance and

Banking Symposium, Hanoi, Vietnam, Dec 2015 (see http://www.world-finance-

conference.com/node/282 )

D.U.A. Galagedera, J. Watson, I.M.Premachandra, Y. Chen, Efficiency Decomposition in

a Two Stage DEA Model with Stage 1 Output, Interdiate and Stage 2 Input Variables,

13th

International Conference on Data Envelopment Analysis, Braunschweig, Germany,

Aug 2015 http://deaconference.com/dea2015/

Duminda Kuruppuarachchi, Hail Lin, I.M. Premachandra, Re-Examining the Futures

Market Efficiency using a New Approach in the Presence of a Time-Varying Risk

Premium, World Finance Conference, Venice, July 2014, http://www.world-finance-

conference.com/sites/default/files/World%20Finance%20Conference_v70_internet.pdf

I.M. Premachandra, Hai Lin, Helen Roberts, Global Risk Spillover and the Predictability

of Sovereign Credit Default Swap Spreads: International Evidence, The second

Conference on Global Financial Stability and Prosperity, Sydney, July 2013,

www.asb.unsw.edu.au/igf

Alexander, D.R., Premachandra, I.M., Kimura, T., Transient and Asymptotic Analysis of

Synchronization Process in Assembly-like queues, International Statistics conference on

statistical concepts and methods for modern world, Sri Lanka, December 2011

Peter Whigham, Rasika Withanawasam, Timothy Crack, I.M. Premachandra, Evolving

Trading Strategies for a Limit-Order Book Generator, IEEE Congress on Evolutionary

Computation, 2010

Alexander, D.R., Premachandra, I.M., Transient and Asymptotic Analysis of

Synchronization Processes in Assembly-like queues, IMECS (International Multi

Conference of Engineers and Computer Scientists, Hong Kong (June 2009), pp 66-70

Alexander, D.R., Premachandra, I.M., Kimura, T., Transient and Asymptotic Analysis of

Synchronization Processes in Assembly-like queues, Symposium on Queueing Theory,

Nagano, Japan (January 2009)

Alexander, D.R., Premachandra, I.M., Kimura, T., Transient and Asymptotic Analysis of

Synchronization Processes in Assembly-like queues, National Conference of the

Operations Research Society of Japan, Ibaraki, Japan (March 2009)

12

Campbell, A., Premachandra, I.M., Bhabra, G.S., Tang, Y.H., Watson, J., GDP, share

prices, and share returns: Australian and New Zealand evidence, Australian Finance and

Banking Conference, Sydney, Australia, December 2007

Xiao Li Cao, Premachandra, I.M., Bhabra, G.S., Tang, Y.P., Firm Size and the Pre-

Holiday Effect in New Zealand, Sixth International Business Research Conference on

“Global Economy, Markets and Management”, Hong Kong, July 2007, p27

Premachandra, I.M., Alexander, D.R., and Galagedera, D.U.A, Modeling a Queueing

System with Transacting Populations, IMECS (International MultiConference of

Engineers and Computer Scientists, Hong Kong (June 2006), p766-768

Oskam, C., Codinha, S., Premachandra, I.M., Dias, G., Forensic facial reconstruction on

damaged skulls. In C. Brown, P. Gragg, M. Hibma, T. Merriman, D. Oorschot, J.

Tyndall, and M. Williams (Eds.), Proceedings of the 185th scientific meeting of the Otago

Medical School Research Society, Dunedin, New Zealand, 2006, pp. A5.

Elaine, L.F., Fahmida, U., Fitriyanti, S., Harper, T.B., Darmon, N., and Premachandra,

I.M., A rigorous approach to design optimal complementary feeding recommendations for

young children in developing countries, Bioavailability conference, Thailand (March

2006)

Premachandra, I.M., Bhabra, G.S., and Buchanan, R., DEA as a tool for predicting

corporate bankruptcy, IFORS conference, Hawaii (July 2005)

Elaine, L.F., Paul, R., Alexander, C., A., and Premachandra, I.M., Computerised-

assisted tool to improve toddler’s diets, Dietetics conference, New Zealand (2004).

Bhabra, G.S., Premachandra, I.M., and Buchanan, R., Predicting Corporate

Bankruptcy: Data Envelopment Analysis as an alternative to Logistic Regression

Technique, AFAANZ (Accounting and Finance Association of Australia and New

Zealand) conference, to be presented in July 2004, Alice Springs, Australia

Premachandra, I.M., A Diffusion approximation model for managing cash in firms,

ICIAM 2003- 5th

international congress on industrial and applied mathematics,

Sydney (2003) p 225.

Dias, G., Dennison, J. and Premachandra, I.M., The previously unrecognised posterior

deep temporal nerve groove on the cranial base. In proceedings of the 14th

European

meeting of the Paleopatology Association, Coimbra, Portugal (2002) p52

Bhabra, G.S., Premachandra I.M. and Hoult, R., Predicting management buyouts

using data envelopment analysis, APORS 2000, The fifth conference of the

Association of Asian-Pacific Operations Research societies, Singapore (2000) p 89.

Premachandra I.M and Powell, J., Portfolio management using a spreadsheet based

13

stochastic data envelopment analysis model, Association of Asian-Pacific Operational

Research societie’s conference, Melbourne (1997) p HB1.3

Premachandra I. M ( with Powell, J. ), Accommodating conflicting institutional

objectives using Goal Programming, Academy of International Business South East

Asia regional conference, New Zealand (1996)

Premachandra I.M and Stent, A., A Linear Programming model for Fleet

management, Pan Pacific conference XIII, Japan (1996) p 139

Premachandra, I.M., Gonzalez, L., A Simulation Model Solved the problem of

scheduling drilling rigs at Clyde Dam, IASTED conference, Sri Lanka (1995) p102

Premachandra, I.M., An Exact solution to a class of queueing systems with

multipurpose counters, ORSA/TIMS conference, USA (1993) p 98

Cabraal, D.A., Fields, M., Premachandra, I.M., Otorrhoea following ventilation tube

insertion- identifying risk factors, New Zealand society of Otolaryngology- Head

and Neck Surgery conference, New Zealand (1992)

Premachandra, I.M., Quantitative Modelling using Spreadsheets, ORSA/TIMS

conference, Philadelphia, USA (1990) p 147

Premachandra, I.M., An Extension of the Fluid Flow Approximation Technique,

Proceedings of the 43rd annual session of Sri Lanka Association for the Advancement

of Science, Sri Lanka (1987) p 250

11. University Service

(a) Positions held within the Department/School/Division

Co-Chair (50%), Research Committee, Department of Accountancy and Finance,

University of Otago, since 2013

Member, Executive Committee, Department of Accountancy and Finance,

University of Otago, 2011-2013

Head of the Department, Department of Finance and Quantitative Analysis,

University of Otago, from November 2006 to November 2009

Departmental host for the Williams Evans Fellow (Professor Toshikazu

Kimura, Hokkaido University, Japan ) (2008)

Departmental host for the Williams Evans Fellow (Professor Toshiuki Sueyoshi,

New Mexico Institute of Mining and Technology, USA) (2006)

14

Member of the School of Business Advisory Board – which advises to the Dean

on curriculum, governance and engagement with business community. Also help

the Dean to enhance the visibility and reputation of the School of Business in the

business community – 2006-2008

Member of the interview panel for Deutsche Bank Financial markets and

investment banking scholarships for Finance students, July 2007

Member of the selection committee for the First NZ Capital scholarship for

studies in Finance, 2007

A member of the panel appointed to interview the candidates for the Chair

position at the Department of Finance and QA, May 2006

An invited member of the Recruitment and Admissions Committee to discuss the

MCom course work for Ms. Fariza (2005)

A member of the AACSB accreditation panel (research led teaching) of the school

of business (2005)

A member of the School of Business research grants (2004-2007)

A member of the committee for the award of SOB (School Of Business) Dean’s

PhD scholarships (2005)

Departmental representative of the focus group which met the Vice Chancellor to

discuss about the PBRF issues ( November, 2005 )

A member of the interview panel to appoint the Director, International Business

program (2005)

A member of the EQUIS accreditation panel (research) of the school of business

(2004)

A member of the working party on the development of the school of business

strategic plan (2004)

A member of the Research Committee, School of Business

(2004)

A member of the Commerce Divisional Board (2004-2006)

A member of the departmental working party on reintroducing BCom (Hons)

(2003)

Liaison Officer, Ceylinco Consolidated, Sri Lanka- to facilitate recruiting

students from Sri Lanka (2002).

15

A member of the Policy Committee of the Department of Finance and QA

(2002-2004). This is a high-level decision making committee of the

department.

Curriculum co-ordinator for two hundred and three hundred level papers,

Department of Finance and QA (2002-2004)

Course co-ordinator, FINC 406 (Advanced Empirical Finance) (since 2002)

Course co-ordinator, FINC 203(Business Data Analysis) (2001-2007)

Departmental host for the Williams Evans Fellow (Professor Toshikazu

Kimura) (2001)

Member of the MBA Curriculum Review Committee (2000)

Departmental co-ordinator for MBA research projects (2000-2002)

Departmental host for the Williams Evans Fellow (Professor Shinji Mizuno)

(1999)

Course co-ordinator of BUSI 526(Operations Research) (1991-2008)

Member of the Departmental Social Committee (2000-2003) – responsible for

organising staff/student parties, security of students

Administrator of FINC203 Blackboard System (2000-2007) – responsible for

the establishment and maintenance of the Blackboard system

Member of the Interview Committee for recruiting teaching staff in the

Department (2000)

Reporter, Departmental retreat (2000)

University Representative for the Dunedin-Otaru Sister City Society

Committee, Dunedin City Council (1999-2003) – attend monthly meetings and

report to the AVC (Commerce Division) on academic matters

Member of the working party for reviewing of procedures for work passing

through the Departmental secretary (1999)

International Student Adviser (1995 to 1999)

(b) Positions held at a University level

An invited member of the audience for evaluating the presentations of the

16

candidates for the position of a new Director of the HEDC, 2005

Member of the Senate representing Division of Commerce (2004-2006)

Member of the VC appointment focus group (2003)

Member of the CALT subcommittee for selecting the nominees for the

National Tertiary Teaching Excellence award (2003 - 2005)

Member of the CALT subcommittee for the award of National Tertiary

Teaching Excellence awards (2003 - 2005)

Member of the CALT subcommittee for awarding CALT grants (innovative

teaching, research into teaching, and internationalization of teaching

curriculum grants) (2003 – 2005)

Commerce Division representative for the Committee for the Advancement of

Learning and Teaching (CALT) (2003 - 2005)

Member of the pilot study group for implementing a new system for evaluating

teaching performance (2000)

Participated in the Commerce focus sessions on “staff feedback provided on

student work” (2000)

Nominated for the NZQA evaluation panel of the MSc program in Project

Management (2001)

Translator - University of Otago Consulting Group (since 1996)

Contact person - University Ethical Behaviour Committee (1997-1999)

12. Professional Activities

(a) Academic and Professional Advice and services

(i) Services to non-governmental organisations

Undertook a project at Telecom to study the price structures of their products

(2004)

Undertook a project with Elaine L. Ferguson (Department of Human

Nutrition) to improve the iron status of Otago toddlers’ under a grant from the

Otago Medical Research Foundation (2003)

Offered my services to the general hospital in Invercargill for scheduling the

roster of the doctors (2003)

17

Undertook (voluntary) a project to forecast and schedule the demand for

ambulances in all the centres of St. John Ambulance Service-Southern Region,

New Zealand (2000). This project involved the analysis of a large quantity of

data and formulation of a network model to forecast and schedule the demand

for ambulances and other resources at SJAS-SR.

Helped in the data analysis of the survey (on otorrhoea following

ventilation tube insertion) conducted by the ENT department at

Dunedin Hospital (1996)

Undertook a consultancy project for Bachy Company, Australia (1995), on

scheduling drilling rigs at Clyde Dam, New Zealand

Acted as an adviser for the project undertaken by Ashok Rajasingh

(MBA student) at the Tegel Company, New Zealand (1995)

(b) Service to External Academic and Professional Activities

(i) Academic Mentor

Alexander, D., Department of Finance and QA, University of Otago, 2006-

2009

Marilyn Waldron, Department of Accounting and Business Law – provided

guidance and support on Linear Programming and LINDO

Jing Shi, Australian National University:

- provided guidance and support to publish research articles

Liliana Gonzalez, University of Otago:

- supported joint research and publications

John Powell, John Watson, Gurmeet Bhabra, University of Otago:

- initiated research that combines Finance and Management Science

techniques. Results were published in a refereed journal.

Dias, G.J., Cabraal, D.A., University of Otago:

- supported their medical research with statistical analysis

Ashok Rajasingh, McKechnie Metals Ltd.:

- Helped to apply Management Science techniques in their work place

Ken Cochrane, Pacific Pharmaceuticals Ltd.:

- Helped to improve their inventory record accuracy

Peter Openshaw, Bachy Company, Australia:

- Supported stream-lining the drilling process in the Clyde Dam concrete

blanket construction

(b) Service to external academic and/or professional activities

Invited member of the International Scientific Committee of the Data

Envelopment Analysis International conference, Nanjing, China, July 2-5,

2016 (see http://icae.nau.edu.cn/s/159/t/214/a/24035/info.jspy )

18

Discussant of the paper entitled “A Time-Varying Error Correction Model of

Price Discovery: Implications for Portfolio Construction and Hedging” at the

World Finance and Banking Symposium, Hanoi, Vietnam, Dec 2015 (see

http://www.world-finance-conference.com/node/282 )

Chair Person, NZ Finance Colloquium, February 2013.

New Zealand Finance Colloquium | PhD Symposium - 2013 Programme

Discussant of the paper entitled “Intra-Regional Credit Contagion and Global Systemic Risk in International Sovereign Debt Markets” by Wu, E., Kalotychou, E., Remolona, E, The Second Conference on Global Financial

Stability and Prosperity, July 2013, Sydney], www.asb.unsw.edu.au/igf

Editorial Board Member of the “Theoretical Economics Letters” (ISSN: 2162-

2078 ) since 2013. This is an open access peer reviewed journal with an

impact factor of 0.31. See http://www.scirp.org/journal/tel/

Associate Editor, Sri Lankan Journal of Applied Statistics ( ISSN: 1391-4987

) since 2012. This is a new and an open-access, double-blind, peer reviewed

international journal published by the Institute of Applied Statistics, Sri Lanka.

See

http://www.iappstat.lk/journal/ojs/index.php/sljap/pages/view/EditorialBoard

Editorial Board member of the journal “Engineering letters” (ISSN: 1816-

0948) since 2007, of the International Association of Engineers. This journal is

associated with the annual IMECS conference where I am a committee

member. See www.engineeringletters.com/editorial_board.html

Guest editor of the special issue of the journal “Engineering Letters” that

follows the IMECS conference, since 2005

(http://www.engineeringletters.com/special_issues.html

Committee member of the conference committee of the annual IMECS

(International Multiconference of Engineers and Computer Scientists)

conference held in Hong Kong, since 2005. This committee has been formed

with over 300 scholars selected from 30 countries. The IMECS conference

held in 2015 has attracted more than 800 participants from over 50 countries

and the acceptance rate of papers is 50.73% (313 accepted out of 617

submitted). I am responsible for refereeing the conference papers and helping

the organizing committee in decision making. See:

http://www.iaeng.org/IMECS2015/

http://www.engineeringletter.com/special_issues.html or

www.engineeringletters.com/editorial_board.html

Reviewer of the special issue of JCC (Journal of CENTRUM Cathedra) on

DEA : The Business and Economics Research Journal, Vol.4, Issue 2,

19

September 2011

Invited speaker at the International Statistics Conference, Colombo, Sri Lanka,

Dec 2011. This conference is organized by the Institute of Applied Statistics,

Sri Lanka jointly with the School of Mathematics and Statistics, University of

Sydney, Australia. I was also the session chair of the special guest lecture by

Professor David Allen, Edith Cowan University, Australia.

External examiner for Samithamby Senthilnathan, PhD candidate, Department

of Finance, Massey University, completed in 2009, Thesis title: The Role of

the Most Recent Prior Periods Price in Value Relevance Studies.

School of Business representative to provide information to design a new

GMAT examination, 2009

Was nominated by the Worcester Polytechnic Institute, USA as an external

reviewer for the promotion of Joe Zhu for the rank of full professor,

Operational and Industrial Engineering group, Department of Management, in

2007, and 2009 promotion rounds.

External referee for the promotion of Dr Galagedera, D.U.A, Department of

Econometrics and Business Statistics, Monash University, Australia, to the

rank of Senior Lecturer, 2006.

Session chair (Cluster: OR in Finance) of the IFORS (International Federation

of Operational Research Societies) conference in Hawaii, 2005

Was nominated by the Worcester Polytechnic Institute, USA as an external

reviewer for the promotion of Joe Zhu, Operational and Industrial Engineering

group, Department of Management (2003)

Assisted Professor Bryan Manly (Department of Mathematics and Statistics) to

moderate the following Operations Research papers at Victoria

University of Wellington (1992- to 2000):

OPRE451 Operations Research Applications

OPRE453 Simulation and Stochastic Models

( ii ) Refereeing journals and periodicals

Referee to:

Australian Economic Papers (since 2015)

Pacific Accounting Review (since 2012)

Referee to:

Advances in Operations Research (since 2010)

20

Referee to:

Mathematical and Computer Modelling, (since 2009)

Referee to:

Annals of Operations Research, (since 2009)

Referee to:

The Financial Review, (since 2006)

Referee to:

Journal of the Operational Research Society, (since 2005)

Referee to:

Omega: The international journal of Management Science, (since 2004)

Referee to:

Multinational Finance Journal, (since 2000)

Referee to:

European Journal of Operational Research, (since 1997)

Referee to:

Journal of Computers and Education, (since 1997)

Referee to:

Journal of Computers and Operations Research, (since 1995)

13. Community Service

(a) Undertook a project with Elaine L. Ferguson, Department of Human Nutrition

to improve the iron status of Otago toddlers (2003)

(b) Active member of the Samadhi Buddhist Temple in Christchurch (since 2002).

Sponsored for a Buddhist monk and set up a temple in Christchurch for the

Buddhist community

(c) Member of the Sri Lankan Association in Dunedin and Christchurch (since

1993). Organised the Sri Lankan new year festival in Dunedin in 2002.

(d) New Zealand Police, Dunedin (Translator, voluntary), 2000

(e) Department of Courts, Dunedin (Translator, voluntary), 2000

(f) Assisted St. John Ambulance Service to formulate a model for forecasting the

demand for its ambulances (voluntary)

21

I.M.Premachandra Date: 9 March 2016

.