Schedule

Thursday May 24, 2001
Athenaeum Ballroom I
Athenaeum Intercontinental Athens
 


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

Elias Kalioras 
Member of Parliament

  Speeches
10:30-11:15 “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 “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
 

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 Universit?t Karlsruhe, research group Business Process Engineering and Management (BPEM).
 

13:00-13:15 Panel Discussion, Coordinator John Taloumis, Chairman of 3NET, Vice President of Acropolis Technological Park, Vice President of Telecom Committee of SEPE
13:15-14:45 Lunch (Lounges: VIP, Lamda, Omega) 
14:45-15:30 “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
 

15:30-16:15 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
 

16:15-16:45 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
 

16:45-17:15 “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, PhD
McKinsey and Company, Inc.
 

17:15-17:30 Panel Discussion, Coordinator Tsouparopoulos Kostas, Tempo

Friday May 25, 2001
Athenaeum Ballroom I
Athenaeum Intercontinental Athens


09:30-10:00 Registration
10:00-10:30 Introduction

Fokion Zaimis
President of iForce Communications, CEO of Acropolis Technological Park

10:30-11:00 Greetings

Panagiotis Alexakis, PhD
President, Athens Stock Exchange S.A.
 

11:00-11:30 Panayiotis Georgiadis
Secretary General, General Secretariat for Information Systems, Ministry of Finance, Associate Professor of Informatics, University of Athens

Speeches
11:30-12:00 “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
 

12:00-12:15 Panel Discussion, Coordinator Kostas Kolmer, Journalist
12:15-12:45 “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
 

12:45-13:00 Panel Discussion, Coordinator Kostas Kolmer, Journalist
13:00-14:30 Lunch (Lounges: VIP, Lamda, Omega, Theta, Sigma)
14:30-15:15 “Risk management Using conditional Value-at-Risk”

Stanislav Uryasev, PhD, Associate Professor, Department of Industrial and Systems Engineering, University of Florida
 

15:15-15:45 “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
 

15:45-16:00 Panel Discussion, Coordinator Kostas Tsouparopoulos, Tempo
16:00-16:45 “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
 

16:45-17:00 Panel Discussion, Coordinator Vasilis Dinos, Net Business (supplement of Imerisia)
17:00-17:30 “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
 

17:30-17:45 Panel Discussion, Coordinator Fokion Zaimis, President of iForce Communications,
CEO of Acropolis Technological Park

Saturday May 26, 2001
Athenaeum Ballroom I
Athenaeum Intercontinental Athens


10:00-10:30 Registration
  Speeches
10:30-11:15 “Estimation of Failure Probability by Semi-Definite Logit Model”

Hiroshi Konno, PhD 
Graduate Professor, Tokyo Institute Of Technology, Institute Of Industrial Engineering and Management
 

11:15-11:45 “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
 

11:45-12:00 Panel Discussion, Coordinator Yannis Mouratedes, Net Business (supplement of Imerisia)
12:00-12:30 “On Structures and Complexity in Models of Emerging Digital Economy”

Victor Korotkich, PhD
Faculty of Informatics and Communication, Central Queensland University, Australia
 

12:30-13:00 “Deal-FX and the distribution of financial data-Impact on the financial markets”

Vicky Bouzi
Marketing Manager, Deal-FX S.A.
 

13:00-14:30 Lunch (Lounges: VIP, Lamda, Omega)
14:30-15:15 “Pricing and Hedging in Incomplete Markets”

Nicos Christofides, PhD
Director of the Centre for Quantitative Finance, Imperial College UK School of Management, London, UK 

Sunday May 27, 2001
Athenaeum Ballroom I
Athenaeum Intercontinental Athens


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
 

11:00-11:30 “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
 

11:30-11:45 Panel Discussion, Coordinator, Demetres Mallas, Net Business (supplement of Imerisia)
11:45-12:15 “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
 

12:15-12:30 Panel Discussion, Coordinator Demetres Mallas, Net Business (supplement of Imerisia)
12:30-13:00 a -quantile option in a jump-diffusion economy”

Laura Ballotta, PhD 
Lecturer, City University, London, UK
 

13:00-14:30 Lunch (Lounges: VIP, Lamda, Omega, Theta, Sigma)
 
14:30-15:00 “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
 

15:00-15:15 Panel Discussion, Coordinator Perecles Metaxas, Net Business (supplement of Imerisia)
 
15:15-15:45 “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
 

15:45-16:00 Panel Discussion, Coordinator Perecles Metaxas, Net Business (supplement of Imerisia)
 
16:00-16:30 “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
 

16:30-16:45 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