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The international conference on
Financial Engineering, E-commerce, and Supply Chain
will take place in Athens Greece, during the period
of May 24-27, 2001.
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Thursday 24 May 2001
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| 09:30-10:00
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Registration
Introduction
John Taloumis, Chairman of 3NET, Vice President
of Acropolis Technological Park, Vice President
of Telecom Committee of SEPE. |
| 10:00-10:30 |
Greetings
Dimitris Mardas, General Secretary of Commerce,
Ministry of Development.
Spyros Bakoyannis, President of Greek Computer
Society Representatives of Political Parties and
Local Authorities. |
| 10:30-11:15 |
Speeches
"Optimization Models and Algorithms in Supply
Chain and
E-commerce"
Panos M. Pardalos, PhD Professor of Industrial
and Systems Engineering, affiliated faculty member
of the Computer Science Department and Biomedical
Engineering Program, University of Florida.
Director of the Center for Applied Optimization,
University of Florida and President of Deal-FX S.A. |
| 11:15-11:45 |
"Deal-FX and
the distribution of financial data-Impact on the
financial markets"
Vicky Bouzi, Marketing Manager, Deal-FX S.A. |
| 11:45-12:30 |
"Supply contracts
with Asymmetric Demand Information"
Apostolos Burnetas, PhD Associate Professor
of Operations, Weatherhead School of Management,
Case Western Reserve University
Stephen M. Gilbert, PhD Assistant Professor,
Department of Management, University of Texas, Austin
Craig Smith, McKinsey and Company, Inc.
Panel Discussion
Coordinator John Taloumis, Chairman of 3NET,
Vice President of Acropolis Technological Park,
Vice President of Telecom Committee of SEPE |
| 12:30-13:00 |
"Supply Chain
Management: a business approach to some actual aspects"
Ines Alves de Queiroz, M.Sc., "Wissenchaftliche
Mitarbeiterin", researcher and doctor student
at FZI - Forschungszentrum
Informatik an der Universitat Karlsruhe, research
group Business Process Engineering and Management
(BPEM). |
| 13:00-14:30 |
Lunch
(Lounges: VIP, Lamda, Omega) |
| 14:30-15:00 |
"An attempt to
understand the world stock markets 1996 to 2001"
William T. Ziemba, PhD Alumni Professor of
Management Science, Faculty of Commerce, University
of British Columbia, Vancouver, Canada |
| 15:00-15:45 |
"Identifying usage patterns in Internet
Retail Store Layouts"
Adam P. Vrechopoulos, PhD Candidate, Brunel
University, Uxbridge, and Athens University of
Economics and Business
Georgios P. Papamichail, PhD, Visiting
Lecturer, Department of Technology and Management,
Athens University of Economics and Business
Georgios I. Doukidis, PhD, Visiting Professor,
Brunel University, Uxbridge
Professor, Department of Technology and Management,
Athens University of Economics and Business and
Chairman of New Economy Fund
Panel Discussion
Coordinator Tsouparopoulos Kostas,
Tempo
|
| 15:45-16:30 |
"Random Matrix
Theory and a Precise Definition of Correlation in
Financial Markets"
Galina Korotkikh, PhD Candidate, Faculty
of Informatics and Communication, Central Queensland
University, Australia |
Top of the page
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Friday 25 May 2001
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| 09:30-10:00
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Registration
Introduction
Fokion Zaimis, President of iForce Communications,
CEO of Acropolis Technological Park. |
| 10:00-10:30 |
Greetings
Panagiotis Alexakis, PhD, President, Athens
Stock
Exchange S.A. |
| 10:30-11:00 |
Speeches
Panayiotis Georgiadis, Secretary General,
General Secretariat for Information Systems, Ministry
of Finance, Associate Professor of Informatics,
University of Athens. |
| 11:00-11:30 |
"Scenario optimization
asset and liability modeling for endowments with
minimum guarantees"
Stavros A. Zenios, PhD, Professor of Management
Science, University of Cyprus, Hermes Center on
Computational Finance and Economics Senior Fellow,
The Wharton Financial Institutions Center, The Wharton
School, University of Pennsylvania. |
| 11:30-12:15 |
"A multiobjective
methodology for bank asset liability management"
K. Kosmidou, PhD, and C. Zopounidis,
PhD, Professors, Technical University of Crete,
Department of Production Engineering & Management
Financial Engineering Laboratory.
Panel Discussion
Coordinator Kostas Kolmer, Journalist |
| 12:15-13:00 |
"An Asset Liability Management (ALM)
model incorporating uncertainty"
George Pappas, PhD Student, Computational
Optimization and Modelling Group, Brunel University.
Cormac Lucas, PhD, Lecturer in Operational
Research and Statistics, Supervisor of undergraduate
and PhD students researching in Mathematical Programming,
Brunel University.
Gautam Mitra, PhD, Professor of Computational
Optimization and Modelling, Brunel University.
Panel Discussion
Coordinator Kostas Kolmer, Journalist.
|
| 13:00-14:30 |
Lunch
(Lounges: VIP, Lamda, Omega) |
| 14:30-15:00 |
"Risk Management
Using Conditional Value-at-Risk"
Stanislav Uryasev, PhD, Associate Professor,
Department of Industrial and Systems Engineering,
University of
Florida. |
| 15:00-15:45 |
"Investigation of a stochastic programming
model for asset and liability management with
downside risk and VaR constraints"
Triphonas Kyriakis, PhD Student, Computational
Optimization and Modelling Group, Brunel University.
Cormac Lucas, PhD, and Gautam Mitra, PhD,
Brunel University.
Panel Discussion
Coordinator Kostas Tsouparopoulos, Tempo.
|
| 15:45-16:30 |
"The Innovest
Austrian Pension Fund Financial Planning Model InnoALM"
Alois Geyer, PhD, Professor University of
Economics, Vienna, Austria.
Wolfgang Herold, Senior Risk Manager, Innovest,
Vienna, Austria.
Konrad Kontriner, Chief Investment Officier,
Innovest, Vienna, Austria.
William T. Ziemba, PhD, Alumni Professor
of Management Science, Faculty of Commerce, University
of British Columbia, Vancouver, Canada.
Panel Discussion
Coordinator Vasilis Dinos, Netweek (supplement
of Imerisia). |
| 16:30-17:15 |
"Simulating the
Evolution of the Implied Distribution"
George Skiadopoulos, PhD, Associate Research
Fellow, Financial Options Research Center, Warwick
Business School, University of Warwick.
Stewart Hodges, PhD, Director, Financial
Options Research Center, Warwick Business School,
University of Warwick.
Panel Discussion
Coordinator Fokion Zaimis, President of iForce
Communications,
CEO of Acropolis Technological Park. |
Top of the page
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Saturday 26 May 2001
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| 10:00-10:30 |
Registration
Speeches |
| 10:30-11:00 |
"Estimation of
Failure Probability by Semi-Definite Logit Model"
Hiroshi Konno, PhD, Graduate Professor, Tokyo
Institute Of Technology, Institute Of Industrial
Engineering and Management.
|
| 11:00-11:45 |
"Threshold Accepting
for Index Tracking"
Evis Kellezi, PhD, Assistant Professor Department
of Econometrics, University of Geneva, Switzerland.
Manfred Gilli, PhD, Professor at the Department
of Econometrics, University of Geneva, Switzerland.
Panel Discussion
Coordinator Yannis Mouratedes, Netweek (supplement
of Imerisia). |
| 11:45-12:15 |
"On Structures
and Complexity in Models of Emerging Digital Economy"
Victor Korotkich, PhD, Faculty of Informatics
and Communication, Central Queensland University,
Australia. |
| 12:15-13:00 |
"Pricing and Hedging in Incomplete Markets"
Nicos Christofides, PhD, Director of the
Centre for Quantitative Finance, Imperial College
UK School of Management, London, UK.
|
| 13:00-14:30 |
Lunch
(Lounges: VIP, Lamda, Omega) |
| 14:30-15:00 |
"Deal-FX and
the distribution of financial data-impact on the
financial markets"
Vicky Bouzi, Marketing Manager, Deal-FX S.A. |
Top of the page
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Sunday 27 May 2001
|
| 10:00-10:30 |
Registration
Speeches |
| 10:30-11:00 |
"The microstructure
of the Greek Stock Market"
Harilaos Mertzanis, PhD, Director, Department
of Research and Monitoring of the Capital Market,
Hellenic Capital Market Commission.
|
| 11:00-11:45 |
"E-commerce in
the agribusiness sector: present situation and future
trends"
G. Baourakis, PhD, Studies Co-ordinator of
the Economic/Management Sciences and Marketing Department,
Mediterranean Agronomic Institute of Chania.
G. Daian, M.Sc., Department of Economic and
Management Sciences and Marketing, Mediterranean
Agronomic Institute of Chania.
Panel Discussion
Coordinator, Demetres Mallas, Netweek (supplement
of Imerisia). |
| 11:45-12:30 |
"The optimization
of the distribution system under the development
Supply Chain Management (SCM)"
G. Baourakis, PhD, Mediterranean Agronomic
Institute of Chania.
M. Stroe, M.Sc., Economic and Marketing Department,
Mediterranean Agronomic Institute of Chania.
Panel Discussion
Coordinator, Demetres Mallas, Netweek (supplement
of Imerisia). |
| 12:30-13:00 |
"á-quantile option in a jump-diffusion
economy"
Laura Ballotta, PhD, Lecturer, City University,
London, UK.
|
| 13:00-14:30 |
Lunch
(Lounges: VIP, Lamda, Omega) |
| 14:30-15:15 |
"Modelling post
tax optimal investments"
Maria A. Osorio, PhD, Research Associate,
Computing Department, Imperial College of Science,
Technology, and Medicine, London, UK.
Nalan Gulpinar, PhD, Research Associate,
Computing Department, Imperial College of Science,
Technology, and Medicine, London, UK.
Bert Rustem, PhD, Professor of Computing,
Imperial College of Science, Technology, and Medicine,
London, UK.
Reuben Settergren, PhD, Research Associate,
Computing Department, Imperial College of Science,
Technology, and Medicine, London, UK.
Panel Discussion
Coordinator Perecles Metaxas, Netweek (supplement
of Imerisia). |
| 15:15-16:00 |
"Evaluation of the financial performance
of agribusiness marketing firms: a multicriteria
approach"
N. Kalogeras, PhD, Wageningen University,
Social Sciences, Marketing and Consumer Behaviour
Group.
C. Zopounidis, PhD, Professor, Technical
University of Crete, Dept. of Production Engineering
and Management Financial Engineering Laboratory.
G. Baourakis, PhD, Mediterranean Agronomic
Institute of Chania.
Panel Discussion
Coordinator Perecles Metaxas, Netweek (supplement
of Imerisia).
|
| 16:00-16:45 |
"Is There an
Optimal Defense Expenditure Burden? An Answer in
the Context of The Greek-Turkish Arms Race"
A. Andreou, PhD, Professor of Electrical
and Computer Engineering, John Hopkins University.
K. Parsopoulos, PhD Candidate, Department
of Mathematics, University of Patras.
M. Vrahatis, PhD, Professor, Department of
Mathematics, University of Patras.
G. Zombanakis, PhD, Professor of Economics,
Deree College.
Panel Discussion
Coordinator John Taloumis, Chairman of 3NET,
Vice President of Acropolis Technological Park,
Vice President of Telecom Committee of SEPE. |
| 16:45-17:30 |
Closing
Remarks |
Top of the page
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