Hercma 2007 conference hellenic european research on


Optimal advertising policy in stochastic environments



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Optimal advertising policy in stochastic environments


NIKOLOPOULOS C, and YANNACOPOULOS A., University of Aegean, Greece


      1. 13C-4

Data mining in the framework of analytical CRM

TSIPTSIS K., EFG Eurobank Ergasias, Greece



_______________________________________________________________________
Session 13G: Minisymposium: Computational Advances in

Finance and Management-III*

Organizers: Prof. R.C. Papademetriou, Univ. of Portsmouth, England, and

Prof. N. Tessaromatis, ALBA, Greece

Chairman: Prof. N. Tessaromatis, ALBA, Greece

______________________________________________________________________


18.00- 18.30 13G-1

Modeling Temperature Time-Dependent Mean Reversion

with Neural Networks in the Context of Derivatives Pricing

Zapranis A. and Alexandridis A., University of Macedonia, Thessaloniki, Greece
18.30- 19.00 13G-2

A shape preserving rational interpolation method and its application to optimal economic growth models



MAKROGLOU ATH., University of Portsmouth, England
19.00- 19.30 13G-3

A computational approach for the calculation of value at risk using a partial differential equation



FRANGOS N.1 , VRONTOS S.2 and YANNACOPOULOS A.1, (1) AUEB, Greece, (2) University of Aegean, Greece.

21.30 End- of- HERCMA 2007 Conference

________________________________________________________________________

* * * * * * * * * * * *


HERCMA 2007 AUTHORS LIST







SURNAME

F. NAME

AFFILIATION

COUNTRY

SESSION

AGGELIDIS

T.

ALBA

GREECE

12G-1

ALEXANDRIS

C.

ILSP

GREECE

5D-2

ALEXOGIANNI

E.

AUEB

GREECE

12D-3

ANDRAS

C.

UNIV. MACEDONIA

GREECE

13B-4

ANDREADIS

I.

IL-ACADEMY ATHENS

GREECE

10F-1

ANDROULAKIS

G.S.

UNIV. PATRAS

GREECE

5G-4

ANTARAKI

A.

IL-ACADEMY ATHENS

GREECE

10F-1

ANTZOULAKOS

D.L.

UNIV. PIRAEUS

GREECE

12C-2

ANYFANTIS

D.

UNIV. PATRAS

GREECE

4F-1

APOSTOLOPOULOU

M.S.

UNIV. PATRAS

GREECE

4H-3

ARMAOS

I.

UNIV. ATHENS

GREECE

5D-3, 5D-6

ARVANITIS

A.

ELVAL

GREECE

12C-3

ASANO

T.

SIS-JAIST

JAPAN

4A-1
















BARTKOWIAK

A.

UNIV. WROCLAW

POLAND

5G-2

BEKAKOS

M.P.

UNIV. THRACE

GREECE

12D-2

BENMAKROUHA

F.

INSA-IRISA

FRANCE

12F-1,12F-2

BERSIMIS

F.

AUEB

GREECE

13C-1

BERSIMIS

S.

UNIV. PIRAEUS

GREECE

13C-1,13C-2

BLITSAS

P.

UNIV. ATHENS

GREECE

4D-1

BOTSARIS

C.A.

UNIV. PATRAS

GREECE

4H-3

BRATSOS

A.G.

TEI-ATHENS

GREECE

12E1,12E2,12E3
















CASTAIN

R.

LOS ALAMOS NAT.LAB

USA




CHANDRA

G.

IMPERIAL COLLEGE

ENGLAND

5C-6

CHASSAPIS

C.S.

ALGOSYSTEMS S.A.

GREECE

12B-1

CHERUBINI

G.

IBM-ZURICH RESEARCH LAB

SWITZERLAN

5C-1

CHIANG

M.

PRINCETON UNIV.

USA

5C-2

CHONG

E.K.P.

COLORADO STATE UNIV.

USA

5C-3

CHOUHAN

P.

UNIV. COLLEGE CORK

IRELAND

4E—2

COFFMAN*

E.G.

COLUMBIA UNIV.

U.S.A.

2A*

CONSTANTOPOULOU

CH.

UNIV. OF MACEDONIA

GREECE

13B-4
















DAMASKOS

G.

UNIV. CENTRAL GREECE

GREECE

10B-1

DELIGIAOURI

A.

UNIV. OF THESSALONIKI

GREECE

13B-4

DELIS

A.I.

UNIV. CRETE

GREECE

12E-2

DEMETRIOU

I.C.

UNIV. ATHENS

GREECE

4H-2

DENIS

C.

UNIV. PIERRE-MARIE CURIE

FRANCE

10H-1

DIETHELM

K.

UNIV. CHESTER

ENGLAND

4B-1

DIMITRANTZOU

A.

UNIV. CENTRAL GREECE

GREECE

10B-1

DIMOPOULOS

P.

UNIV. CENTRAL GREECE

GREECE

12B-2

DIMOPOULOS

A.

NTUA

GREECE

10D-2

DIOGO

T.

CMA-IST

PORTUGAL

12A-2

DOUKAKIS

D.

UNIV. ATHENS

GREECE

5D-1
















EFSTATHOPOULOS

G.

IMPERIAL COLLEGE

ENGLAND

5C-4

EHRHARDT

M.

TECHN. UNIV. BERLIN

GERMANY

12E-1

EKAKA-A

E.O.N.

UNIV. CHESTER

ENGLAND

5B-1

ELISSAIOS

G.

IMPERIAL COLLEGE

ENGLAND

5C-4
















FAMELIS

T.

TEI-ATHENS

GREECE

12E-1, 12E-2

FOLLMER*

H.

HUMBOLDT UNIV.

GERMANY




FORD

N.J.

UNIV. CHESTER

ENGLAND

4B-1, 5B-1, 5B-5

FOTIADIS

T.

UNIV. MACEDONIA

GREECE

4G-1, 13B-1

FOTOPOULOU

G.

UNIV. CENTRAL GREECE

GREECE

10B-1

FOUNTOUKIS

S.G.

UNIV. CENTRAL GREECE

GREECE

4G-2

FRAGIADAKI

E.

UNIV. MACEDONIA

GREECE

4C-1, 10E-2

FRANGOS

N.E.

AUEB

GREECE

13G-3
















GAO

X.

LSEC,ICM-SEC,AMSS

CHINESE ACADEMY OF SCIENCES



CHINA

11A-1

GIANNAKOPOULOU

D.

HIPPOCRATION HOSPITAL

GREECE

10F-1

GILES*

M.

OXFORD UNIV.

ENGLAND

6A-1*

GOULI

E.

UNIV. ATHENS

GREECE

4D-3

GRAPSA

T.N.

UNIV. PATRAS

GREECE

5H-1

GRAVVANIS

G.A.

UNIV. THRACE

GREECE

4E-3,5E-4,10H-2

GRIGORIADOU

M.

UNIV. ATHENS

GREECE

4D1,4D3,5D1,5D4

GUEANT

P.

UNIV. MADRID

SPAIN

5E—1

GURCAN

M.

IMPERIAL COLLEGE

ENGLAND

5C-6
















HADJIDIMOS

A.

UNIV. THESSALIA

GREECE

10J-2

HARAMIS

G.E.

UNIV. MACEDONIA

GREECE

4G-2,,13B-1

HARHALAKIS

S.

TEI-THESSALONIKI

GREECE

4C-1,10E-2

HATZITHOMAS

L.

UNIV. MACEDONIA

GREECE

4G-1,13B-1

HAWKINS

D.M.

UNIV. MINNESOTA

USA

10C-2

HE

J.

PRINCETON UNIV.

USA

5C-2

HESPEL

C.

INSA-IRISA

FRANCE

12F-1,12F-2

HILFER

R.

UNIV. STUTTGART

GERMANY

12A-1

HOARE*

C.A.R.

OXFORD UNIV.

ENGLAND

1A*

HOGAN

G.







5B-2

HU XI-YAN

X.Y.

HUNAN UNIV.

CHINA

5H-4

ITO


H.

UNIV. KYOTO

JAPAN

4A-3

IZUMI

T.

NAGOYA INST. OF TECHN.

JAPAN

5A-1
















JEZEQUEL

F.

UNIV. PIERRE-MARIE CURIE

FRANCE

10H-1

KALATHAS


M.

NTUA

GREECE

12D-1

KAMEAS

A.

HELLENIC OPEN UNIV.

GREECE

4F-2

KAMIYAMA

N.

UNIV. KYOTO

JAPAN

5A-2

KANELLOPOULOS

D.N.

UNIV. PATRAS

GREECE

4F-3

KARAGIANNOPOULOS

M.

UNIV. PATRAS

GREECE

4F-1

KARAKITSIOS

I.

UNIV. CENTRAL GREECE

GREECE

10B-1

KARIDIS

T.

UNIV. ATHENS

GREECE

4D-3

KARRAS

D.

TEI-CHALKIS

GREECE

5C-5

KASKAVELIS

E.

ELVAL

GREECE

12C-3

KATOH

N.

UNIV. KYOTO

JAPAN

5A-2

KERAMIDAS

G.

UNIV. ATHENS

GREECE

5D-5

KEVREKIDIS*

J.

PRINCETON UNIV.

USA




KIANI

M.

AUEB

GREECE

10C-1

KONTOS

J.

UNIV. ATHENS

GREECE

5D3, 5D5, 5D6, 12H3

KORNILAKIS

H.

UNIV. ATHENS

GREECE

4D-3

KONSTANTINIDES

D.

UNIV. AEGEAN

GREECE

5H-5

KOSTANTINIDI

I.

UNIV. ATHENS

GREECE

5D-4

KOSTOPOULOS

M.

UNIV. CENTRAL GREECE

GREECE

12B-3

KOTSIALOS

E.

UNIV. MACEDONIA

GREECE

4C-2,12H-2

KOTSIANTIS

S.B.

UNIV. PATRAS

GREECE

4F-1

KOULOHERI

D.

HIPPOCRATION HOSPITAL

GREECE

10F-1

KOUTRAS

V.P.

UNIV. AEGEAN

GREECE

4E-3, 10H-2

KOUTRAS

M.V.

UNIV. PIRAEUS

GREECE

12C-2

KREMIZIS

A.

UNIV. ATHENS

GREECE

5D-4

KUECHLER

U.

HUMBOLDT UNIV.

GERMANY

4B-2

KYRIMIS

G.

UNIV. PATRAS

GREECE

10B-2

KYTRAS

V.

UNIV. AEGEAN

GREECE

10H-2
















LAZARINIS

F.

TEI- MESOLONGHI

GREECE

5F-1

LI FAN-LIANG

F.L.

CSUFT-CHANGSHA

CHINA

5H-4

LIAKOPOULOU

G.

UNIV. CENTRAL GREECE

GREECE

10B-1

LIGOMENIDES

P.A.

FBR-ACADEMY ATHENS

GREECE

10F-1

LIMA

P.M.

CMA-IST, UNIV. LISBON

PORTUGAL

5B-5

LIONS*

P. J.

COLLEGE DE FRANCE

FRANCE

3A-2*

LIPITAKIS

E.A.

AUEB

GREECE

4H-2, 12D-2

LIPITAKIS

A.

KBS-UNIV. KENT

ENGLAND

4C-3, 12G-2

LISGARA

E.G.

UNIV. PATRAS

GREECE

5G-4

LIU

F.

CENTRAL UNIV. OF FINANCE & ECONOMICS

CHINA

11A-1

LUMB

P.M.

UNIV. CHESTER

ENGLAND

5B-4, 5B-5
















MAKROGLOU

ATH.

UNIV. PORTSMOUTH

ENGLAND

5H-5, 13G-2

MALAGARDI

I.

UNIV. ATHENS

GREECE

5D3, 5D4, 5D5,12H3

MALIHOUTSAKI

E.N.

UNIV. PATRAS

GREECE

5H-1

MALIQUE

M.A.

UNIV. CHESTER

ENGLAND

4B-3

MANIKAS

A.

IMPERIAL COLLEGE

ENGLAND

5C-4

MANSINI

R.J.

UNIV. BRESCIA

ITALY

5G-1

MARGARIS

A.

UNIV. MACEDONIA

GREECE

4C-2, 12H-2

MARGARITIS

D.

AUT-AUCLAND

N-ZEALAND

10G-1

MARGARITIS

K.G.

UNIV. MACEDONIA

GREECE

12H-1

MAROULI

A.

UNIV. OF ATHENS

GREECE

4D-1

MICHAILIDIS

P.D.

UNIV. MACEDONIA

GREECE

12H-1

MIYAGAWA

H.

UNIV. KYOTO

JAPAN

4A-3

MONTES

J.

UNIV. MADRID

SPAIN

5E—1

MORRISON

J.

UNIV. COLLEGE CORK

IRELAND

4E-1, 4E-2

MOUE

A.S.

MMAA

GREECE

13B-5

MYTALAS

G.K.

AUEB

GREECE

12C-1
















NATSIS

D.G.

TEI-ATHENS

GREECE

12E-2

NIKITA

K.S.

NTUA

GREECE

10F-2

NIKITAKIS

A.S.

UNIV. THRACE

GREECE

12D-2

NIKOLOPOULOS

C.V.

UNIV. AEGEAN

GREECE

5H-2, 13C-3

NISHDA

T.

UNIV. TOKYO

JAPAN

4A-2

NORVIK

C.

UNIV. COLLEGE CORK

IRELAND

4E—1

NOUTSOS

D.

UNIV. IOANNINA

GREECE

12J-1, 12J-2
















OGRYCZAK

W.

WARSAW UNIV.

POLAND

5G-1

OSBORN

A.J.

UNIV. PORTSMOUTH

ENGLAND

10G-2

OSELEDETS

I.

INM-RUSSIAN ACADEMY

RUSSIA

9A-1, 10J-1
















PANAGOPOULOS

I.

NTUA

GREECE

10D-2

PANARETOS

J.

AUEB

GREECE

10C-1

PAPADAKI

M.

UNIV. ATHENS

GREECE

5D-4

PAPADEMETRIOU

R.C.

UNIV. PORTSMOUTH

ENGLAND

5C-5, 10G-2

PAPAIOANNOU

T.

UNIV. CYPRUS

CYPRUS

13C-2

PAPAKONSTANTINOU

G.

NTUA

GREECE

10D1,10D2,12D1

PAPAKOSTAS

T.

TEI-CRETE

GREECE

12E-2

PAPASAVA

A.

ISM

GREECE

13B-3

PAPAZOGLOU

P.

UNIV. PORTSMOUTH

ENGLAND

5C-5

PARASHAR

M.

RUTGERS UNIV.

USA

5E-2

PATIL

AD.

UNIV. COLLEGE CORK

IRELAND

4E—2

PATIL

AR.

UNIV. COLLEGE CORK

IRELAND

4E-1, 4E-2

PAVLATOS

C.

NTUA

GREECE

10D-2

PEFFERLY

R.J.

SUNITIA OU.

ESTONIA

5G-3

PEREZ

M.

UNIV. MADRID

SPAIN

5E—1

PETROPOULOS

J.H.

NTUA

GREECE

12B-1

PETSOUNIS

K.

MENTOR-HELLAS

GREECE

5E-6

PHILLIPS

P.

UNIV. KENT

ENGLAND

7A-1*, 12G-2

PIERSON

J.-M.

UNIV. P. SABATIER

FRANCE

5E-2

PINTELAS

P.

UNIV. PATRAS

GREECE

4F-1

PLATIS

A.N.

UNIV. AEGEAN

GREECE

4E-3, 5E-4, 10H-2

POWER

D.

UNIV. COLLEGE CORK

IRELAND

4E—1

PRANEVICIUS

H.

KAUNAS UNIV.

LITHUANIA

12F-3

PROTOPAPAS

A.L.

UNIV. THRACE

GREECE

13B-2

PSARAKIS

S.

AUEB

GREECE

10C-1, 13C-1

PSILLAKI

M.

UNIV. NICE-SOPHIA ANTIP.

FRANCE

10G-1
















RAKINTZIS

A.C.

UNIV. PIRAEUS

GREECE

12C-2

REXFORD

J.

PRINCETON UNIV.

USA

5C-2

ROUMELIOTIS

M.

UNIV. MACEDONIA

GREECE

4C-2, 12H-2
















SAHLAS

A.

UNIV. PIRAEUS

GREECE

13C-2

SALAMANOS

N.

AUEB

GREECE

12D-3

SAMARAS

N.

UNIV. MACEDONIA

GREECE

4C-1, 10E-2

SAMPSON

M.

NTUA

GREECE

10D-1, 12D-1

SANCHEZ

A.

UNIV. MADRID

SPAIN

5E-1

SATO*

T.

EARTH SIMULATOR CENTER

JAPAN

8A-1*

SAVOSTIANOV

D.

INM-RUSSIAN ACADEMY

RUSSIA

9A-1

SCOTT

N.S.

QUEEN UNIV. BELFAST

U.K.

10H-1

SERRA CAPIZZANO

S.

PADOVA UNIV.

ITALY

12J-2

SEYBOLD

H.J.

UNIV. STUTTGART

GERMANY

12A-1

SHIN

D.W.

SAMSUNG NETWORKS

KOREA

5C-3

SIEGEL

H.J.

COLORADO STATE UNIV.

USA

5C-3

SIMAIOFOROS

TH. A.

RAMAFA

GREECE

13B-6

SOTIROPOULOS

D.G.

IONIAN UNIV.

GREECE

4H-3

SOUBENIOTIS

D.

UNIV. MACEDONIA

GREECE

13B-1

SOURAVLAS

S.

UNIV. MACEDONIA

GREECE

4C-2, 12H-2

SOUTHALL

G.J.

UNIV. CHESTER

ENGLAND

5B-3

SPATHOULAS

G.

UNIV. CENTRAL GREECE

GREECE

12B-2

SPERANZA

M.G.

UNIV. BRESCIA

ITALY

5G-1

SPYRIOUNI

D.

DEMOKRITOS N.R.C.

GREECE

12B-1

SPYROU

G.

IL-ACADEMY ATHENS

GREECE

10F-1, 10F-2

SUGIHARA

K.

UNIV. TOKYO

JAPAN

3A-1*, 4A-2

SUGIHARA*

K.

UNIV. TOKYO

JAPAN




SUN

W.

CITY UNIV. HONG KONG

CHINA

4H-1

SUTIENE

C.

KAUNAS UNIV.

LITHUANIA

12GF-3
















TAKIZAWA

A.

UNIV. KYOTO

JAPAN

5A-2

TAMPAKAS

V.

TEI-PATRAS

GREECE

5F-2

TEODORO

M.F.

CMA-IST, UNIV. LISBON

PORTUGAL

5B-5

TERAMOTO

S.

SIS-JAIST

JAPAN

4A-1

TESSAROMATIS

N.

ALBA

GREECE

12G-1

THANOU

E.

HELLENIC OPEN UNIV.

GREECE

12G-3

THEODOROU

D.N.

NTUA

GREECE

12B-1

THOMAS

S.M.

UNIV. CHESTER

ENGLAND

12A-3

TOKUYAMA

T.

TOHOKU UNIV.

JAPAN

5A-3

TOLSTYKH*

A.I.

CC-RAS, MIPT

RUSSIA

11A-2*

TSAGANOU

G.

UNIV. ATHENS

GREECE

5D-1

TSAGKAS

F.N.

UNIV. THRACE

GREECE

13B-2

TSELEPIS

I.N.

UNIV. THRACE

GREECE

5F-2, 12D-2

TSERKEZOS

D.

UNIV. CRETE

GREECE

12G-3

TSIALTAS

C.

UNIV. PIRAEUS

GREECE

10B-2

TSIAMYRTZIS

P.

AUEB

GREECE

10G-2

TSIPTSIS

K.

EFG EUROBANK

GREECE

13G-4

TSIRIDIS

D.

HELLENIC OPEN UNIV.

GREECE

4F-2

TSITSIKLIS*

J.N.

MIT

USA

6A-2*

TSOLAS

I.E.

NTUA

GREECE

10G-1

TYRTYSHNIKOV*

E.

INM-RAS

RUSSIA

9A-1*, 10J-1

TZELEPIS

D.

TEI- PATRAS

GREECE

5F-2

TZOUMAS

M.

UNIV. OF THESSALIA

GREECE

10J-2
















VAFOPOULOS

M.

UNIV. AEGEAN

GREECE

5E—4

VALAVANIS

I.

NTUA

GREECE

10F-2

VALTSIS

N.

UNIV. CENTRAL GREECE

GREECE

10B-1

VAZIRGIANNIS

M.

AUEB

GREECE

12D-3

VENNOU

P.

UNIV. CENTRAL GREECE

GREECE

12B-2

VERGINIS

D.G.

UNIV. PIRAEUS

GREECE

10E--1

VINTER

B.

UNIV. COPENHAGEN

DENMARK

5E—3

VIOLENTIS

J.B.

UNIV. AEGEAN

GREECE

10H-2

VOUDOURIS

D.

NTUA

GREECE

10D-1, 12D-1

VRONTOS

S.D.

UNIV. AEGEAN

GREECE

13G-3
















WADA

K.

NAGOYA INST. OF TECHN.

JAPAN

5A-1

WELIWITEGODA

D.

IMPERIAL COLLEGE

ENGLAND

5C-6

WU

J.

LCP-INST. AP&COMP. MATHS

CHINA

4H-1
















XANTHI

S.

UNIV. ATHENS

GREECE

4D-2
















YANNACOPOULOS

A.N.

AUEB

GREECE

13C-3, 13G-3

YANNAKOUDAKIS

E.

AUEB

GREECE

13A
















ZAHARAKIS

I.D.

CTI-PATRAS

GREECE

4F-2

ZAMARASHKIN

N.

INM-RUSSIAN ACADEMY

RUSSIA

10J-1

ZAMBA

G.

UNIV. IOWA

USA

10C-2

ZAXAROPOULOS

A.

UNIV. CENTRAL GREECE

GREECE

10B-1

ZAZANIS

M.A.

AUEB

GREECE

12C-1

ZHANG

X.

CITY UNIV. HONG KONG

CHINA

4H-1

ZHANG LEI

L.

HUNAN UNIV.

CHINA

5H-4

ZHOU*

AIHUI

LSEC,ICM-SEC,AMSS

CHINESE ACADEMY OF SCIENCES



CHINA

11A-1*

ZOGRAFOS

G.

HIPPOCRATION HOSPITAL

GREECE

10F-1

ZOURARIS

G.E.

UNIV. KRETE

GREECE

5H-2, 5H-3















(*) HERCMA 2007 Invited Speaker



* * * * * * * * * * * *





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