Το συνέδριο θα πραγαμτοποιθεί από την Πέμπτη 24 Μαΐου έως την Κυριακή 27 Μαΐου στο ξενοδοχείο Intercontinental στην Αθήνα.

 

Πέμπτη 24 Μαΐου 2001
09:30-10:00 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

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Παρασκευή 25 Μαΐου 2001
09:30-10:00 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.

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Σάββατο 26 Μαΐου 2001
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.

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Κυριακή 27 Μαΐου 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

"α-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

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