Speakers and titles of accepted talks
(in alphabetical order according to the first author's name)

Download program and abstracts: pdf, 263KB

Andreas S. Andreou, Stephanos M. Mavromoustakos, Christos N. Schizas 
Towards the Identification of Human, Social, Cultural and Organizational Requirements for Successful E-Commerce Systems Development 

A. Balbas, P. J. Guerra and M. J. Munos-Bouzo
Arbitrage in imperfect markets by vector optimization methods

G.Baourakis, E. Gjonca, M. Doumpos, C.Zopounidis
Assessing country risk using multicriteria classification approaches

Basilis Boutsinas, Gerasimos C. Meletiou, Michael N. Vrahatis 
Mining encrypted data

Sergiy Butenko, Alexander Golodnikov, Stan Uryasev
Optimal Security Liquidation Algorithms

Alexei Chekhlov, Stanislav Uryasev, Michael Zabarankin
Portfolio Optimization with Drawdown Constraints

G. Clark, M. Tsampra and T. Palaskas
Adjustment Strategies and Competitiveness of EU firms in Globalised Economy

David Gao

A. Karakitsiou, A. Mavrommati, A. Mygdalas 
Measuring Of Regional Concentration And Efficiency In The Greek Food Industry

Victor Korotkich and Galina Korotkich 
On the Structure of Collective Behaviour in Financial Markets   

K. Kosmidou, C. Zopounidis 
An Optimization Scenario Methodology for Bank Asset Liability Management

Triphonas Kyriakis, Gautam Mitra 
A framework for measurement and control of risk - 'Optimum Risk Decisions'

Leonard MacLean, William Ziemba, Yonggan Zhao 
A Process Control Approach to Investment Risk

Raphael N. Markellos and Dimitris Psychogios
Bootstrap Derivative Asset Pricing. 

Gerasimos C. Meletiou, Dimitris K. Tasoulis, Michael N. Vrahatis
A First Study of the Neural Network Approach in Problems Related to Cryptography

Harilaos Mertzanis
Price Discovery and Causality in the Greek Stock and Derivatives Markets 

Jonas Mockus
Optimization Problems in Stock Exchange Equilibrium Models

Charles B. Moss, Troy G. Schmitz, Albert Kagan, and Andrew Schmitz
New Institutional Economics, Schumpeter and the Emergence of the Internet in Agriculture: Fad or Innovation?

Maria Osorio
Tax Impact on Multistage Portfolio Allocation

Nikolaos Panigirtzoglou, George Skiadopoulos 
Modeling The Dynamics of Implied Distributions: Evidence from the S&P 500 Options and New Monte Carlo Simulation Algorithms

Panos Pardalos
Supply chain and E-commenrce

N.G. Pavlidis, G.S. Androulakis and M.N. Vrahatis
Foreign Exchange Rate Forecasting Using Neural Networks

K. Pendaraki, C. Zopounidis
The Performance of Greek Equity Mutual Funds: an Empirical Investigation

H.N. Psaraftis, D. Lyridis and O. Schinas
E-Brokerage in Intermodal Change: Experiences from the Prosit Project

Dimitris Psychogios and George Skiadopoulos
Pricing and Hedging Volatility Options

R. T. Rockafellar
Conditional Value-at-Risk in Financial Engineering

O.Schinas and D. Dimitriadis
Adjusting Conventional Knowledge and Skills in a e-learning environment

E. Tartari, M. Doumpos, G. Baourakis, C. Zopounidis
A multicriteria decision aid framework for the prediction of corporate acquisitions

E. Thalassinos and Th. Kiriazidis
Trade Regionalization, Exchange Rate Policies and EU - US Economic Cooperation

Ilias P. Vlachos
Critical Success Factors of Business to Business e-commerce Solutions in Supply Chain Management

Stavros Zenios
Scenario based asset and liability management for insurers, Banks and individual investors

William Ziemba
InnoALM, an asset-liability planning model for European private pension plans with emphasis on Austria

William Ziemba and Sandra L. Schwartz
An attempt to understand world stock markets, 1996-2002

William Ziemba
S&P500 futures options have a favorite longshot bias like the racetrack