WSEAS Trans. on BUSINESS and ECONOMICS, January 2004

WSEAS TRANSACTIONS on BUSINESS and ECONOMICS Issue 1, Volume 1, January 2004 ISSN 1109-9526 http://www.wseas.org

A High Throughput Solution for Portfolio VaR Simulation 1 Ana B. Alonso-Conde, Rafael A. Moreno-Vozmediano

Numerical Algorithms in Time Series Models. The case of Banana Production in Canary Islands 7 González-Concepción, Concepción, Gil-Fariña, María Candelaria

A Practical Algorithm to Identify Varma Models for Economic Data 13 Celina Pestano-Gabino, Israel Cruz-Báez

Risk Evaluation Using a Fuzzy Logic Model 18 Amaury Caballero, Syed Ahmed, Salman Azhar

Overcoming Barriers to Effective Technology Transfer in Iran Automotive Industries 24 M. Samiei Nasr

Human Capital Accumulation and Migration: A Brain Drain or a Brain Gain? 28 Hung-ju Chen

Using Frames and Jess with Servlets for Stock Market Prediction Based on Fundamentalist Analysis with 32 Fuzzy-Neural Networks Renato de C. T. Raposo, Adriano J. de O. Cruz , Sueli Mendes, Giselle Nunes Hamano, Leandro Barbosa da Silva

Mathematical algorithms for Optimizing Phosphorus Level in Chicken Diet 38 Tor A. Kwembe

Exact Solution for the Optimal Economic Design of X-Charts Problem 43 Mohammed S. Aljohani, Ahmad, A. Moreb

Analysing Trends of Quality Data by Means of New Pre-Processing Methods 47 M. Reuter, S. Bostelmann

An Approach for the Constitution of a Risks Business Memory 52 Rachid Chalal, Abdessamed Réda Ghorami

Towards a knowledge Acquisition Mixed Approach for Strategic Decision Support Systems 58 Abdessamed Réda Ghomari, Rachid Chalal

Electre and AHP MCDM Methods Versus CP Method and the Official choice Applied to High-Speed Railway 64 Layout alternative election José M. Antón, Juan B. Grau, Diego Angina

Proposing a New Architecture for Mobile Information and Consultation Support Systems 70 Mahdi Jalili-Kharaajoo Using Sharable Ontology to Retrieve Information through the Headline of Business News 76 Chao-Chun Yeh

Proposing a New Architecture for Mobile Information and Consultation Support Systems 80 Mahdi Jalili-Kharaajoo

Hierarchy of Evolutionary Levels in Knowleddge Management 86 Adriano Mones, Francisco Ortega, Nieves Roqueñi, Jose M. Mesa, Valeriano Alvarez

Implantation of a Project Management System following the ISO 10.006 in the Public Administration 91 Ramiro Concepción, Vicente Rodriguez, Joaquín Villanueva, Gemma Martinez, F. Javier deCos

Athens and Lisbon Stock Markets: A Thermodynamic Approach 95 A. Granas, V.L. Rendoumis, H.M. Polatoglou

Pareto-Zipf's Law in Variability of Financial Time Series 101 Robert Kitt, Jaan Kalda

Bargaining,Nontatonnemet, and Decreasing Density of Wealth Distribution 105 Takuya Iimura

Chaos and Complexity in Finance and Economics 110 Roger W. Clark, George C. Philippatos

Identification of typical trading days in the Athens Stock Exchange using intraday data 114 A. Sfetsos, C. Siriopoulos

Simulation of inluence of an " opinion souce " over an electorate 120 Carlo Artemi

Optimal Hedging Strategy for Value-at-Risk under Mean-Reversion Asset Markets 127 Hsiao-Tang Hsu

Ant colony System Hybridized With Simulated Annealing for Flow-Shop Scheduling Problems 133 Feng Yuanjing, Feng Zuren

The Risk and Response Implications of Security and privacy in Digital Society: A Four Sector Anaysis 139 T. Nagase, R. Scott, Y. Yoshika, T Araki, T. Nakamura

Virtual Communities: A powerful tool for eCRM 143 Mark Grether

Reaching Extreme Events with Conditional and Unconditional Model 156 Lampros Kalyvas, Costas Siriopoulos, Nikolaos Dritsakis

Modelling Asymmetric and Seasonal Effects in CAC 40 Volatility 162 Virginie Terraza