ICMFII'2022 : ICMFII’2018

The 7 th International Conference on Multidimensional Finance, Insurance and Investment

ICMFII’2018

May 10-12, 2018, Chania, Crete, Greece

Organized by

Technical University of Crete

Organizing Committee

Conference Chairs

Michael Doumpos (Technical University of Crete, Greece)
Constantin Zopounidis (Technical University of Crete, Greece)

Members of the Organizing Committee

Giorgos Fakotakis (Technical University of Crete, Greece)
Chrysovalantis Gaganis (University of Crete, Greece)
Petros Kalantonis (Piraeus University of Applied Sciences, Greece)
Aggeliki Liadaki (Technical University of Crete, Greece)
Dimitrios Niklis (Technical University of Crete, Greece)
Christos Lemonakis (Neapolis University, Pafos, Cyprus)
Fotios Pasiouras (Technical University of Crete, Greece)

Scientific Committee

Ana Garcia-Bernabeu (Polytechnical University of Valencia, Spain)
Antonio Benito (Polytechnical University of Valencia, Spain)
Blanca Pérez-Gladish (University of Oviedo, Spain)
Bouchra M’Zali (UQAM, Montreal)
Cinzia Colapinto (Ca’ Foscari University, Italy)
Constantin Zopounidis (Technical University of Crete, Greece)
David Pla-Santamaria (Polytechnical University of Valencia)
Davide La Torre (University of Milan, Italy and Khalifa University, UAE)
Dylan Jones (University of Portsmouth, UK)
Francisco Ruiz (University of Málaga, Spain)
Hatem Masri (University of Bahrain, Bahrain)
Jamal Ouenniche (University of Edinburgh, UK)
Jose Manuel Cabello (University of Málaga, Spain)
Khamoussi Halioui (University of Imam Muhammed ben Saud, KSA)
Mila Bravo (Polytechnical University of Valencia, Spain)
Minwir Al-Shammari (University of Bahrain, Bahrain)
Moez Bennouri (Montpellier Business School, France)
Panos Xidonas (ESSCA, France)
Rafael Caballero (University of Málaga, Spain)
Sabri Boubaker (Champagne School of Management, ESC Troyes, France)
Sami Attaoui (NEOMA Business School France)
Slaheddine Hallara (University of Tunis, Tunisia)
Vicente Liern (University of Valencia, Spain)

Invited Speakers

Panos Pardalos

Prof. Panos Pardalos

Center for Applied Optimization (CAO), University of Florida, USA

Dynamics of Financial Markets

Abstract: Financial markets, banks, currency exchanges and other institutions can be modeled and analyzed as network structures where nodes are any agents such as companies, shareholders, currencies, or countries. The edges (can be weighted, oriented, etc.) represent any type of relations between agents, for example, ownership, friendship, collaboration, influence, dependence, and correlation. We are going to discuss network and data sciences techniques to study the dynamics of financial markets and other problems in economics.

Prof. Salvatore Greco

Department of Economics and Business, University of Catania, Italy

University of Portsmouth, Portsmouth Business School, Centre of Operations Research and Logistics (CORL), United Kingdom

Financial rating with ordinal classification based on the hierarchical SMAA Choquet integral approach

Abstract: We consider financial rating proposing a robust ordinal regression and a stochastic ordinal regression model taking into account interaction in a hierarchy of criteria corresponding to financial and economic indicators underlying the rating. Formally we apply Robust Ordinal Regression (ROR) and Stochastic Multiattribute Acceptability Analysis (SMAA) to a sorting model based on the Choquet integral taking into account a hierarchy of criteria. The advantages of our approach are shown by means of an application to financial rating of European Countries. Economic and financial data used in the analysis are provided by Standard &Poor’s Global Inc.

Site and Location

The Conference will be held at Chania, Greece. The venue of the conference is the Conference Center of the Mediterranean Agronomic Institute of Chania (MAICH, http://confer.maich.gr), which is located 3 km from the Chania city center.