Hercma 2007 conference hellenic european research on

TZELEPIS D. and TAMPAKAS V., Dept. of Accounting, TEI-Patras, Greece
19.00- 19.30 5F-3

Session Discussion

Session 5G: FinancIAL COMPUTING AND METHODOLOGIES - I

Chairman: Prof. J. Demetriou, University of Athens, Greece

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18.00- 18.30 5G-1

Tail Gini’s risk measures and related linear programming models for portfolio optimization

MANSINI R.¹, OGRYCZAK W.² and GRAZIA SPERANZA M.³ , ⁽¹⁾ DEA-Univ. of Brescia, Italy, ⁽²⁾ ICCE- Warsaw Univ. Of Technology, Poland, DQM-Univ. of Brescia, Italy

18.30- 19.00 5G-2

Comparing the distribution of the WIG20 and S&P500 index

BARTKOWIAK A., Institute of Computer Science, Univ. of Wroclaw, Poland
19.00- 19.30 5G-3

Government debt collection metrics in the Estonian Market

PEFFERLY R.J., Sunitia OU, Estonia
19.30- 20.00 5G-4

An applied methodology for the prediction of time series’ local optima