Supply Chain and Finance -- CONTENTS -- Preface -- Network-based Techniques in the Analysis of the Stock Market V. Boginski, S. Butenko, P.M. Pardalos -- 1 Introduction -- 2 Statistical Properties of Correlation Matrices -- 3 Graph Theory Basics -- 3.1 Connectivity and Degree Distribution -- 3.2 Cliques and Independent Sets -- 4 Market Graph: Global Organization and Evolution -- 4.1 Edge Density of the Market Graph as a Characteristic of Collective Behavior of Stocks -- 4.2 Global Pattern of Connections in the Market Graph -- 5 Interpretation of Cliques and Independent Sets in the Market Graph -- 6 Conclusion -- References -- On the Efficiency of the Capital Market in Greece: Price Discovery and Causality in the Athens Stock Exchange and the Athens Derivatives Exchange H. V. Mertzanis -- 1 Introduction -- 2 Market Structure, Data and Method -- 2.1 Structure of the Greek Market and the General Index -- 2.2 Data and Method -- 3 Results and Discussion -- 4 Summary and Conclusions -- References -- Assessing the Financial Performance of Marketing Co-Operatives and Investor Owned Firms: a Multicriteria Methodology G. Baourakis, N. Kalogeras, C. Zopounidis and G. Van Dijk -- 1 Introduction -- 2 Co-ops vs IOFs: A Literature Overview -- 3 A Brief Market Outlook -- 4 Methodological Framework -- 4.1 Characteristics of Examined Firms & Sampling Procedure -- 4.2 Principal Component Analysis -- 4.3 Financial Ratio Analysis -- 4.4 Multicriteria Method -- 5 Results and Discussion -- 5.1 Firms Attitude through Principal Component Analysis -- 5.2 Overall Ranking of the Examined Firms -- 6. Conclusion -- References -- Assessing Country Risk Using Multicriteria Classification Approaches E. Gjonca, M. Doumpos, G. Baourakis, C. Zopounidis -- 1 Introduction -- 2 Multicriteria Classification Analysis -- 2.1 The UTADIS Method -- 2.2 The M.H.DIS Method -- 3 Application.

3.1 Data Set Description -- 3.2 Presentation of Results -- 3.2.1. Results of UTADIS -- 3.2.2. Results of M.H.DIS -- 3.2.3. Comparison with DA -- 4 Conclusions and Discussion -- References -- Assessing Equity Mutual Funds Performance Using a Multicriteria Methodology: a Comparative Analysis K. Pendaraki, M. Doumpos, C. Zopounidis -- 1 Introduction -- 2 Review of Past Empirical Studies -- 3 The UTADIS Multicriteria Decision Aid Method -- 4 Application to Mutual Funds Performance Assessment -- 4.1 Data Set Description -- 4.1.1. Sample -- 4.1.2. Evaluation Criteria -- 4.1.3. Statistical Analysis -- 5 Presentation of the Results -- 6 Concluding Remarks and Future Perspectives -- References -- Stacked Generalization Framework for the Prediction of Corporate Acquisitions E. Tartari, M. Doumpos, G. Baourakis, C. Zopounidis -- 1 Introduction -- 2 Methodology -- 2.1 Stacked Generalization Approach -- 2.2 Methods -- 2.2.1. Linear Discriminant Analysis -- 2.2.2. Probabilistic Neural Networks -- 2.2.3. Rough Set Theory -- 2.2.4. The UTADIS method -- 3 Description of the Case Study -- 3.1 Sample Data -- 3.2 Variables -- 3.3 Factor Analysis -- 4 Results -- 5 Conclusion -- References -- Single Airport Ground Holding Problem - Benefits of Modeling Uncertainty and Risk K. Taafe -- 1 Introduction -- 2 Static Stochastic Ground Holding Problem -- 2.1 Problem Definition and Formulation -- 2.2 Solution Properties -- 3 Motivation for Stochastic Programming Approach -- 3.1 Arrival Demand and Runway Capacity Data -- 3.2 Expected Value of Perfect Information (EVPI) and Value of Stochastic Solution (VSS) -- 4 Risk Aversion Measures -- 4.1 Conditional Value at Risk (CVaR) Model -- 4.2 Minimize Total Delay Cost Model vs. Minimize Conditional Value-at-Risk Model -- 4.3 Alternate Risk Aversion Models -- 5 Conclusions and Future Work -- References.

Measuring Production Efficiency in the Greek Food Industry A. Karakitsiou, A. Mavrommati and A. Migdalas -- 1 Introduction -- 2 Technical Efficiency -- 3 Research Methodology -- 4 Input and Output Measures -- 5 Empirical Results -- 6 Conclusion -- References -- Brand Management in the Fruit Juice Industry G. Baourakis and G. Baltas -- 1 Introduction -- 2 Consumption Patterns -- 3 Brand Preferences -- 3.1 Consumer Attitudes -- 3.2 Multidimensional Scaling Approach -- 4 Concluding Remarks -- References -- Critical Success Factors of Business To Business (B2B) E-commerce Solutions to Supply Chain Management I.P. Vlachos -- 1 Introduction -- 2 The Critical Success Factors Approach -- 3 Supply Chain Management -- 3.1 Supply Chain Management Activities -- 4 B2B E-Commerce Solutions -- 5 Critical Success Factors of B2B Solutions -- 5.1 Strategy: Cooperate to Compete -- 5.2 Commitment to Customer Service -- 5.3 Win-Win Strategy -- 5.4 Common Applications -- 6 Discussion and Recommendations -- References -- Towards the Identification of Human, Social, Cultural and Organizational Requirements for Successful E-commerce Systems Development A . S. Andreou, S. M. Mavromoustakos and C. N . Schizas -- 1 Introduction -- 2 The SpiderWeb Methodology -- 2.1 The SpiderWeb Model -- 2.1.1. Country Characteristics -- 2.1.2. User Requirements -- 2.1.3. Application Domain -- 2.2 The SpiderWeb Information Gathering Methodology -- 2.3 The SpiderWeb Methodology and the Web Engineering Process -- 3 Validation of the SpiderWeb Methodology -- 3.1 Analysis of the E- VideoStore Project Using the SpiderWeb Methodology -- 3.2 Results -- 4 Conclusion -- References -- Towards Integrated Web-Based Environment for B2B International Trade: Mall2000 Project Case R. Nikolov, B. Lomev and S. Varbanov -- 1 Introduction -- 2 B2B E-commerce Existing Standards for Product and Document Description.

2.1 EDI -- 2.2 SOAP -- 2.3 UDDI -- 2.4 ebXML -- 2.5 UNSPSC -- 3 Mall2000 - B2B E-Commerce System -- 3.1 Mall2000 Users and Services -- 3.2 Basic Web Technologies Used in Mall2000 -- 3.2.1. XSU -- 3.2.2. Java Server Pages -- 4 Towards One-Stop Trade Environment -- 4.1 Multilanguage User-Interface Support -- 4.2 Data Exchange between Different Systems -- 4.3 Security and Data Protection -- 4.4 Mobile Internet -- References -- Portfolio Optimization with Drawdown Constraints A. Chekhlov, S. Uryasev and M. Zabarankin -- 1 Introduction -- 2 General Setup -- 3 Problem Statement -- 4 Discrete Model -- 5 Results -- 6 Conclusions -- Acknowledgments -- References -- Portfolio Optimization using Markowitz Model: an Application to the Bucharest Stock Exchange C. Viju, G. Baourakis, A. Migdalas, M. Doumpos and P.M. Pardalos -- 1 Introduction -- 2 Markowitz Mean-Variance Theory -- 2.1 Asset Allocation versus Equity Portfolio Optimization -- 2.2 Required Model Inputs -- 2.3 Limitations of the Markowitz Model -- 2.4 Alternatives to the Markowitz Model -- 3 Methodology -- 4 Characteristics of Bucharest Stock Exchange -- 5 Results and Discussion -- 5.1 Minimum Risk Portfolios -- 5.2 Portfolios with Minimum Expected Return Constraints -- 6 Conclusions -- References -- A New Algorithm for the Triangulation of Input-Output Tables in Economics B. H. Chiarini, W. Chaovalitwongse and P.M. Pardalos -- 1 Introduction -- 2 The Linear Ordering Problem -- 2.1 Applications -- 2.2 Problem Formulations -- 2.3 Previous Work -- 2.3.1. Exact Methods -- 2.3.2. Heuristic Methods -- 3 A GRASP with Path-Relinking Algorithm -- 3.1 Introduction to GRASP and Path-Relinking -- 3.2 Proposed Algorithm -- 3.2.1. Construction Phase -- 3.2.2. Local Search -- 3.2.3. Path Relinking -- 4 Computational Results -- 5 Concluding Remarks -- References.

Mining Encrypted Data B. Boutsinas, G. C. Meletiou and M. N. Vrahatis -- 1 Introduction -- 2 The Proposed Methodology -- 2.1 Encryption Technique I The RSA Cryptosystem -- 2.2 Encryption Technique II Using a Symmetric Cryptosystem -- 2.3 Distributed Data Mining -- 3 Conclusions and Future Research -- References -- Exchange Rate Forecasting through Distributed Time-Lagged Feedforward Neural Networks N.G. Pavlidis, D.K. Tasoulis, G.S. Androulakis and M.N. Vrahatis -- 1 Introduction -- 2 Artificial Neural Networks -- 2.1 Focused Time-Lagged Feedforward Neural Networks -- 2.2 Distributed Time-Lagged Feedforward Neural Networks -- 2.3 Differential Evolution Training Algorithm -- 3 Empirical Results -- 4 Concluding Remarks -- References -- Network Flow Problems with Step Cost Functions R. Yang and P.M. Pardalos -- 1 Introduction -- 2 Problem Description -- 3 A Tighter Formulation -- 4 Experimental Design and Computational Results -- 5 Conclusion -- References -- Models for Integrated Customer Order Selection and Requirements Planning under Limited Production Capacity K. Taaffe and J. Geunes -- 1 Introduction -- 2 Order Selection Problem Definition and Formulation -- 3 OSP Solution Methods -- 3.1 Strengthening the OSP Formulation -- 3.2 Heuristic Solution Approaches for OSP -- 3.2.1. Lagrangian relaxation based heuristic -- 3.2.2. Greatest unit profit heuristic -- 3.2.3. Linear programming rounding heuristic -- 4 Computational Testing Scope and Results -- 4.1 Computational Test Setup -- 4.2 Computational Results for the OSP and the OSP-NDC -- 4.3 Computational Results for the OSP-AND -- 5 Summary and Directions for Future Research -- Appendix A. Description of Feasible Solution Generator (FSG) Algorithm for OSP -- References.