WSEAS Trans. on BUSINESS and ECONOMICS, January 2004

WSEAS Trans. on BUSINESS and ECONOMICS, January 2004

<p> WSEAS TRANSACTIONS on BUSINESS and ECONOMICS Issue 1, Volume 1, January 2004 ISSN 1109-9526 http://www.wseas.org</p><p>A High Throughput Solution for Portfolio VaR Simulation 1 Ana B. Alonso-Conde, Rafael A. Moreno-Vozmediano</p><p>Numerical Algorithms in Time Series Models. The case of Banana Production in Canary Islands 7 González-Concepción, Concepción, Gil-Fariña, María Candelaria</p><p>A Practical Algorithm to Identify Varma Models for Economic Data 13 Celina Pestano-Gabino, Israel Cruz-Báez</p><p>Risk Evaluation Using a Fuzzy Logic Model 18 Amaury Caballero, Syed Ahmed, Salman Azhar</p><p>Overcoming Barriers to Effective Technology Transfer in Iran Automotive Industries 24 M. Samiei Nasr</p><p>Human Capital Accumulation and Migration: A Brain Drain or a Brain Gain? 28 Hung-ju Chen</p><p>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</p><p>Mathematical algorithms for Optimizing Phosphorus Level in Chicken Diet 38 Tor A. Kwembe</p><p>Exact Solution for the Optimal Economic Design of X-Charts Problem 43 Mohammed S. Aljohani, Ahmad, A. Moreb</p><p>Analysing Trends of Quality Data by Means of New Pre-Processing Methods 47 M. Reuter, S. Bostelmann</p><p>An Approach for the Constitution of a Risks Business Memory 52 Rachid Chalal, Abdessamed Réda Ghorami</p><p>Towards a knowledge Acquisition Mixed Approach for Strategic Decision Support Systems 58 Abdessamed Réda Ghomari, Rachid Chalal</p><p>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</p><p>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</p><p>Proposing a New Architecture for Mobile Information and Consultation Support Systems 80 Mahdi Jalili-Kharaajoo</p><p>Hierarchy of Evolutionary Levels in Knowleddge Management 86 Adriano Mones, Francisco Ortega, Nieves Roqueñi, Jose M. Mesa, Valeriano Alvarez</p><p>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</p><p>Athens and Lisbon Stock Markets: A Thermodynamic Approach 95 A. Granas, V.L. Rendoumis, H.M. Polatoglou</p><p>Pareto-Zipf's Law in Variability of Financial Time Series 101 Robert Kitt, Jaan Kalda</p><p>Bargaining,Nontatonnemet, and Decreasing Density of Wealth Distribution 105 Takuya Iimura</p><p>Chaos and Complexity in Finance and Economics 110 Roger W. Clark, George C. Philippatos</p><p>Identification of typical trading days in the Athens Stock Exchange using intraday data 114 A. Sfetsos, C. Siriopoulos</p><p>Simulation of inluence of an " opinion souce " over an electorate 120 Carlo Artemi</p><p>Optimal Hedging Strategy for Value-at-Risk under Mean-Reversion Asset Markets 127 Hsiao-Tang Hsu</p><p>Ant colony System Hybridized With Simulated Annealing for Flow-Shop Scheduling Problems 133 Feng Yuanjing, Feng Zuren</p><p>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</p><p>Virtual Communities: A powerful tool for eCRM 143 Mark Grether</p><p>Reaching Extreme Events with Conditional and Unconditional Model 156 Lampros Kalyvas, Costas Siriopoulos, Nikolaos Dritsakis</p><p>Modelling Asymmetric and Seasonal Effects in CAC 40 Volatility 162 Virginie Terraza</p>

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