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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 |
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