Schedule Keynote and Plenary Sessions Parallel Sessions Poster Session

Schedule Keynote and Plenary Sessions Parallel Sessions Poster Session and Editors round-table September 1-4 2006 Forum for Interdisciplinary Mathematics Announces its Next three international conferences Computational Mathematical and Statistical Methods CMASM 2007-FIM XIV Indian Institute of Technology-Madras, Chennai, India January 6-8, 2007 Contact: Professor P. V. Subrahmanyam pvs@iitm.ac.in Interdisciplinary Mathematical and Statistical Techniques IMST2007-FIM XV Shanghai Institute of Advanced Studies University of Science and Technology of China Shanghai, China, May 20-23, 2007 http://www.imst2007.southalabama.edu/ Interdisciplinary Mathematical and Statistical Techniques IMST2008-FIMXVI University of Memphis, Memphis, USA May 16-19, 2008 http://www.msci.memphis.edu/ SCHEDULE OF EVENTS Friday, September 1, 2006: Day 1 11:00a.m. – 13:00p.m. 12:30p.m. – 14:00p.m. 14:00p.m. – 14:30p.m. 14:30p.m. – 15:30p.m. 15:30p.m. – 16:00p.m. 16:00p.m. – 16:30p.m. 16:30p.m. – 18:30p.m. 19:00p.m. – 20:00p.m. Registration (will continue throughout Friday and Saturday) Lunch (available on the campus of Institute Polytechnic of Tomar) Parade (from the Library to the Auditorium) Honoris Causa Ceremony for Professor C. R. Rao Coffee/Tea break Opening ceremony of SCRA2006 – FIM XIII Presidential Invited Keynote Session Welcoming Reception (Mayor of Tomar) Saturday, September 2, 2006: Day 2 08:30a.m. – 10:00a.m. 10:00a.m. – 10:30a.m. 10:30a.m. – 12:30p.m. 12:30p.m. – 14:00p.m. 14:00p.m. – 16:00p.m. 16:00p.m. – 16:30p.m. 16:30p.m. – 18:00p.m. 18:00p.m. – 18:15p.m. 18:15p.m. – 19:45p.m. 20:00p.m. Plenary Session 1 Coffee/Tea break Parallel Sessions Lunch Parallel Sessions Coffee/Tea break R. C. Bose Memorial Keynote Session Break Editors Round Table Conference dinner – Templários Hotel (only those who have paid and registered in advance may attend this event) 1/9 Sunday, September 3, 2006: Day 3 08:30a.m. – 10:00a.m. 10:00a.m. – 10:30a.m. 10:30a.m. – 12:30p.m. 12:30p.m. – 14:00p.m. 14:00p.m. – 15:30p.m. 15:30p.m. – 16:00p.m. 16:00p.m. – 18:00p.m. 18:30p.m. – 20:30p.m. 21:30p.m. – 22:30p.m. Plenary Session 2 Coffee/Tea break Parallel Sessions Lunch Plenary Session 3 Coffee/Tea break Parallel Sessions Barbeque and Group Photo (Lawns of Building F). Relax and enjoy after a long day of scholarship. Concert (Library Auditorium) Monday, September 4, 2006: Day 4 08:30a.m. – 10:30a.m. 10:30a.m. – 11:00a.m. 11:00a.m. – 12:30p.m. 12:30p.m. – 13:00p.m. 13:00p.m. – 14:00p.m. 14:00p.m. – 15:30p.m. 15:30p.m. – 17:00p.m. Parallel Sessions Coffee/Tea break Plenary Session 4 Closing ceremony of SCRA2006 – FIM XIII Lunch Visit to the Convent of Christ in Tomar return to Lisbon 2/9 Keynote and Plenary Sessions - Presidential Invited Keynote Session : Sept 1 4:30-6:30 PM Chair: Sat N. Gupta, University of North Carolina-Greensboro, USA Speakers: C. R. Rao, Barry C. Arnold - Plenary Session 1: Sept 2 8:30 – 10:00 AM Chair: J. T. Mexia, Universidade Nova de Lisboa, Portugal Speakers: Tadeusz Calinsky, Carlos Braumann - R. C. Bose Memorial Keynote Session: Sept 2 4:30-6:00 PM Chair: Satya Mishra, University of South Alabama, USA Speakers: Malay Ghosh, Angela Dean - Plenary Session 2: Sept 3 8:30-10:00 AM Chair: Aman Ullah, University of California-Riverside, USA Speakers: Richard Davis, Benjamin Kedem - Plenary Session 3: Sept 3 2:00 – 3:30 PM Chair: Sanpei Kageyama, Hiroshima University, Japan Speakers: Francine Blanchet-Sadri, Ivette Gomes - Plenary Session 4: Sept 4 11:00 – 12:30 Chair: Carlos A. Coelho, Universidade Nova de Lisboa, Portugal Speakers: Steven Gilmour, Samad Hedayat 3/9 Parallel Sessions September 2 -- 10.30am - 12.30pm Design of Experiments I – Chair: Samad Hedayat (Room B253) Sanpei Kageyama – No affine resolvable triangular design Masakazu Jimbo – Optimal diallel cross experiments for estimating special combining ability effects Shinji Kuriki – Square lattice designs in incomplete split-plot designs Ryoh Fuji-Hara – An application of balanced arrays Masahide Kuwada – GA-optimal partially balanced fractional 2m1+m2 factorial designs of resolutions R({10, 01}∈ Ω* | Ω) with 2 ≤ m1, m2 ≤ 4 Fuzzy Logic – Chair: Isabel Nunes (Room B257) José Manuel Fonseca – Induction of Fuzzy Rules for Character Recognition V. Cruz Machado – Modelling MRP Systems under a Fuzzy Logic Approach Victor Lobo – Possibilistic Fuzzy Clustering Using Self Organizing Maps Isabel Lopes Nunes – Use of Fuzzy Logics on Human-Centered Systems: a Review K.C. Lachhwani – A comparative study of Fuzzy Logic and conventional approach for the Solution of real world problems R.P. Singh – On measure of fuzzy information improvement through generating function and their inequalities Differential Equations – Chair: Bento Louro (Room B255) Carlota Rebelo – Multiplicity of solutions of Dirichlet problems associated to second order equations in R2 Fabio A. C. C. Chalub – The Continuous Moran Filipe Oliveira – Limit of the Zakharov-Rubenchik equation Maria do Céu Soares – Factorization by invariant embedding of elliptic problems J. A. Ferreira – Memory effects and random walks in reactiontransport systems Adélia Sequeira – Mathematical modelling in blood rheology Prediction, Time Series and Stochastic Processes – Chair: Benjamin Kedem (Room B121) Mario Lefebvre – Diffusion processes with reflecting boundaries and random initial states Rui Gonçalves – Comparison of methodologies in river flow prediction. The Paiva river case Virgínia Helena Machado – Forecasting in recovery of packaging. An exploratory study Olorunsola E. Olowofeso – Varying-coefficient regression models for non-linear Time Series: estimation and testing C. J. Swanepoel – Two-sample comparisons for serially correlated data Neifar Malika – Exact simulation-based inference for autoregressive coefficients in linear regression: approach based on induced tests Regressors and Data Analysis – Chair: Christoph Minder (Room B256) Christoph E. Minder – Some Issues in Need of Attention in Statistics Applied to Epidemiology and Medicine João Tiago Mexia – Non-observable regressors Inês Jorge Sequeira – Double minimization for logit models with an additive two factors structure Dulce Gamito Pereira – Double minimization for complete series of experiments in Joint Regression Analysis Amilcar Oliveira – Analysis of residuals and validation of the adjustment in Joint Regression Analysis Combinatorics, Optimization and Oper. Res. I – Chair: Sanjay Chaudary (Room O105) Gaurav Bajpai – Congestion based bandwidth-traffic effects on quality of service and routing in communication networks Sanjay Chaudhary – Availability and maximizing survivability of cable T.V. transmission system J. Rodrigues Dias – A near-exact minimum for total expected cost per unit of time in periodically inspected systems S.M. Hegde – Labeled directed graphs and applications Manik V. Khaparde – Two phase coxian interdependent queuing model on L(0, k) lattice, a combinatiorial approach Razamin Ramli – Success in Outsourcing Financial Services through Optimization of Staffing Needs Forest Management – Chair: José Borges (Room Q103) André Falcão – Addressing the computational complexity of forest harvest scheduling problems: Heuristics or Integer Programming? Sandrina Pereira – Statistical analysis of a survey of nonindustrial forest landowners associations Isabel Martins – A new Mixed Integer Programming Model for Harvest Scheduling subject to Maximum Area Restrictions Beatriz Fidalgo – Multicriteria-decision analysis in land use planing: an application to a forested landscape in Central Portugal M. Fco Marey Pérez – Methodology for inventorying and characterizing communals forest lands in the Nortwest of Spain Distribution Theory I – Chair: Antónia A. Turkman (Room O106) Maria Antonia Amaral-Turkman – Triangular and Trapezoidal distributions: applications in the Genome analysis Epimaco A. Cabanlit, Jr. – Generalization of the Dirichlet Distribution Sanjay Chauhan – On weighted Poisson mixture of weighted distributions Shogo Kato – A bivariate circular distribution with uniform marginals Sreenivasan Ravi – On maximum and minimum of a bivariate exponential random vector Sampling Theory and Applications – Chair: Pedro Corte-Real (Room B259) Javid Shabbir – On estimation of population mean under missing observations Vahid Tabataba Vakily & Seyed Masoud Ghoreishi-Madiseh Calculation of Mean Square Error variations for discrete data with different sample rate Pulakesh Maiti – Estimation of the size of bird species using bird-ringing data Neeraj Tiwari – A systematic approach for unequal allocations for ranked set sampling with skew distributions Ravinder Gorshi – Axiomatic characterization of non-additive weighted average charges for heterogeneous questionnaires 4/9 Parallel Sessions September 2 -- 2.00pm - 4.00pm Design of Experiments II – Chair: John Stufken (Room B253) A.C. Atkinson – Compound Optimum Designs in Pharmacokinetics Steven Gilmour – Bayesian optimal exact design of experiments for enzyme kinetic models Barbara Bogacka – Experimental design problem under mixedeffects non-linear models Dave Woods – Design selection criteria for discrimination between nested models for binomial data Júlio S. S. Bueno Filho – Efficiency and robustness of some designs for two color microarray experiments Testing of Hypothesis and Inference – Chair: Neifar Malika (Room B255) Stefano Bonnini – Directional Tests for Ordered Categorical Data: a New Permutation Solution Kunja Deka – Robustness and power of few tests for testing main effects in a Three-Way Factorial Experiment Naoya Okamoto – Multivariate multiple comparison procedures in elliptical populations Parameshwar V. Pandit – Linear combination of two Ustatistics for testing new better than used Parminder Singh – Multiple comparison procedures for location parameters: logistic population case J. W. H. Swanepoel – Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms Multivariate Analysis and Classification – Chair: Carles Cuadras (Room B121) Carles M. Cuadras – Parametric multiple correspondence analysis Daniel Cuadras – Some continuous generalizations of multivariate analysis Gloria M. García García – Degrees of Invariance in Statistical Models Elias Moreno – Objective Bayesian analysis of multiple change points for linear models Luís P. Ramos & João T. Mexia – Polynomial almost normality, application to Statis and dual Statis José Italo Cortez – Multivariate data analysis for the detection of surface defects in the dental enamel during orthodontic treatment Near-exact distributions – Chair: Carlos A. Coelho (Room O106) Luis M. Grilo & Carlos A. Coelho – Near-exact distributions, based on truncations of the exact distribution, for the generalized Wilks Lambda statistic Rui P. Alberto & Carlos A. Coelho – Box type Near-Exact Distribution for the Generalized Wilks Lambda Criterion Carlos A. Coelho & Filipe J. Marques – Near-exact approximations for the likelihood ratio test statistic for testing equality of several variance-covariance matrices Filipe J. Marques & Carlos A. Coelho – Near-exact distributions for a family of generalized sphericity tests Estimation Theory I – Chair: Takashi Seo (Room B257) Frederico Caeiro – Semi-parametric second order reduced bias high quantile estimation Hukum Chandra – Small Area Estimation with Skewed Data Daniel Y. T. Fong – Use of multiple imputation on linear mixed model and generalized estimating equations for longitudinal data analysis: a simulation study Kazuyuki Koizumi – Simultaneous confidence intervals for all contrasts of the means in repeated measures with missing observations Manoj Kumar – Estimation of Regression Coefficients in Mixed Regression Model when Disturbances Follow Multivariate t- Distribution Takahiro Nishiyama – Conservative simultaneous confidence intervals for multiple comparisons among mean vectors Undergraduate Research in Interdisciplinary Mathematics I – Chair: Jan Rychtar (Room O105) Petr Girg – webmath.zcu.cz - scientific computing to your home Pavel Martinek – Teaching of statistics using webMathematica Josef Otta – Numerical study of the pseudo-p-Laplace operator Francine Blanchet-Sadri – Algorithmic Combinatorics on Words (Research Experiences for Undergraduates) Joel Dodge – Counting Unbordered Partial Words Ondrej Vencalek – Weather influence on TV audience Extremes of Random Processes and Fields – Chair: K. Feridun Turkman (Room B259) Helena Ferreira – Point processes of exceedances by random fields J. Milhazes Freitas – Extreme values for Misiurewicz quadratic maps M.E. Ghitany – Marshall-Olkin extended Pareto distribution and its application K.F. Turkman – Asymptotic joint distribution of extremes of continuous time processes and their discrete versions Dora Prata Gomes – The calibration problem in the extremal index estimation Cryptography – Chair: Michel Elia (Room B256) J. Carmelo Interlando – On the optimal realization of a pair of quadratic Boolean functions Vittorio Bagini – Improving the efficiency of the interactive Guy Fawkes protocol Michele Elia – Steganographic Schemes based on Errorcorrecting Codes Jovan Golic – Optimal Correlation Attack on the MUX Generator Joachim Rosenthal – Black box queries for finite groups Linear Statistical Inference I -- Chair: João T. Mexia (Room B254) Miguel Fonseca – Inference for estimable vectors in models with segregation Célia Nunes – Selective F tests for associated models with balanced cross-nesting Sandra Saraiva Ferreira – Cross Additivity in Models with Cross Nesting Vera Jesus – Inference for random effects in prime basis factorials using commutative Jordan algebras Ricardo Covas – Lattices of Commutative Jordan Algebras Francisco Carvalho – F tests in normal models with commutative orthogonal block structures Approximation Theory – Chair: Mohammed A. Qazi (Room Q103) A. Sri Ranga – Bounds for the zeros of polynomials satisfying a three term recurrence relation Ram N. Mohapatra – Degree of Approximation of a function by a sequence of Linear Operators Richard Fournier – Some extensions of the Markov inequality for polynomials Q. I. Rahman – Extensions of a result of Erdös about the arclength of a trigonometric polynomial M. A. Qazi – An Lp inequality for `self-reciprocal' polynomials Iliyan Georgiev – Functional Poisson convergence in asymptotics for linear processes 5/9 Parallel Sessions September 3 -- 10.00am - 12.00noon Design of Experiments III – Chair: Angela Dean (Room B253) Giovanni Pistone – Hilbert Basis of Orthogonal Arrays Eva Riccomagno – Comparison of two polynomial representations of experimental designs Maria-Piera Rogantin – Comparison of different definitions of regular fraction Krystyna Katulska – On certain D-optimal spring balance weighing designs Thomas Klein – Design of mixture experiments with uniform restrictions on m ≤ 4 proportions Statistical Modelling – Chair: Stanislaw Mejza (Room B255) Stanislaw Mejza – Variance free model with special reference to breeding experiments Elsa Moreira – Analysis of SPI drought class transitions using Loglinear models Marta Silva Pereira – Multiple regression models for lactation curves Iola Maria Silvério Pinto – Joint Regression Analysis - a technique for management of plant breeding programs Esmeralda A. Ramalho – Binary models with misclassification in the variable of interest and nonignorable nonresponse Semigroups and Languages – Chair: Francine Blanchet-Sadri (Room B254) Pedro V. Silva – Bimachines: an algebraic approach to Turing machine computation Stavros Konstantinidis – Maximal Error-detecting Capabilities of Formal Languages Nathan D. Wetzler – Partial Words and the Critical Factorization Theorem Distribution Theory II – Chair: João T. Mexia (Room B257) Epimaco A. Cabanlit, Jr. – On the Mixture of the Displaced Exponential Distributions Hai-Yen Siew – A symmetric Laplace distribution on the unit sphere Rajendra Singh – On generalized Jensen's inequality Aníbal Areia – Modelling of the series of studies with incidence of the errors in the Escoufier Operators R.K.Bajaj – Some non-additive generalized measures of 'useful' information and J-divergence Bayesian Methodologies – Chair: Satyanshu Upadhyay (Room B121) Manuela Azevedo – Two examples of Bayesian analysis in fisheries: estimating the rate of change in total biomass of a fish stock and the decline of fish abundance by age over time Stefan Van Dongen – Why biologists should/are becoming Bayesians: the case of developmental instability Fernanda A. Ferreira – Bayesian Bertrand model Jorge M. Mendes – Bayesian hierarchical models for hake stocks Radhey S. Singh – Nonparametric empirical Bayes tests in a positive Exponential Family S. K. Upadhyay – Model comparison: A Bayesian viewpoint using some of the recent toolkits Combinatorics, Optimization and Oper. Res. II – Chair: Nelson C. Martins (Room Q103) Nelson Chibeles Martins – Modelling and Optimization of Police Patrol Systems - a case study Sant Sharan Mishra – Computational Approach to Cost Analysis of Renewal Model in Clocked Queueing Arindam Sengupta – Graph-theoretic formulation of a probability problem D. T. Shirke – Combined Control Chart to Detect Change in the Process Parameter. Masood H. Siddiqui – Problem Structuring Methods: incorporating multiple perceptions & conflict in decision modeling Mohammad Zokaei – Nonlinear Control Chart Undergraduate Research in Interdisciplinary Mathematics II – Chair: Petr Girg (Room O105) Jan Rychtar – The evolution of kleptoparasitic behavior Christian Sykes – Interpolation of linear subspaces by Pmatrices Jan Hladky – Induced bipartite subgraphs in a random graph Marek Krčál – The Computational Complexity of Planarity Testing Michael A. Rutter – Successes and Obstacles From a Research Experience for Undergraduates in Mathematical Biology Brittany J. Parker – Determining Recommended Levels of Harvest on Pacific Halibut Actuarial Mathematics – Chair: Howard Waters (Room B256) Howard Waters – An actuarial model for heart disease and stroke Rui Cardoso – Dividends and ruin problems in finite time Lourdes B. Afonso – Numerical evaluation of continuous time ruin probabilities for a risk process with credibility based premiums Manuel Silva – Approximations to the ruin probability of the perturbed risk process Gheorghe Florin Cristian – Determining life probability and invalidity using the Markov chains theory. The importance of the method in the field of insurance right Social and Economical Statistics – Chair: D. S. Hooda (Room O106) Sílvia Brito Fernandes – How can countries keep developing facing the external-global challenge? Evidence from social and governance learning measurement Lin Meimei – Improving Access to Statistical Information for the Masses Veska Noncheva – A statistical approach to building a human figure drawing score system measuring visual constructive ability in elderly Palahela Dayananda – A Stochastic Model for HIV/AIDS and its application in Insurance, Health-Care cost Estimation. S. Raviraja – Statistical Approach in Analysis of Malarial Parasite Infected Blood Image Detection and Identification of its Stability. Naresh Kumar – Forecasting of economic growth using mathematical models Time Series, Estimation and Forecast – Chair: M. Z. Anis (Room B259) Hossein Hassani – Singular Spectrum Analysis (SSA): A Powerful Technique for Analysis of Economic Data Hossein Hassani – Singular Spectrum Analysis: A Comparative Study Elena Pervukhina – Statistical modeling in the problems of complex machines studying Manas Nanda – Empirical method for estimating turning counts from link flows 6/9 Parallel Sessions September 3 -- 4.00pm - 6.00pm Design of Experiments IV – Chair: Manohar Aggarwal (Room B253) Mong-Na Lo Huang – Optimal designs for model discrimination and estimation in binary response experiments Sandra Oliveira – Binary operations and prime basis factorials Kasra Afsarinejad – On bracketing and matrixing designs in drug shelf life estimation Valeria Sambucini – Recent results on the Bayesian analysis of response surfaces Iwona Mejza – Resolvable incomplete split-plot x split-block designs Mei-Mei Zen – A note on criterion-robust optimal designs for model discrimination and parameter estimation in polynomial regression models Nonparametric and Semiparametric Econometrics – Chair: Aman Ullah (Room B121) José A. F. Machado – Identifying asset price booms and busts with quantile regressions Carlos Martins-Filho – Nonparametric regression estimation with general parametric error covariance Victoria Zinde-Walsh – Kernel estimation when density may not exist Xiangdong Long – Nonparametric and Semiparametric Multivariate GARCH Model Models and Techniques for some Discrete Optimization Problems – Chair: Luis Gouveia (Room B254) Isabel Correia, Luís Gouveia & Francisco Saldanha-daGama – Discretized Formulations for capacitated location models with variable distribution costs Pedro Machado & Francisco Saldanha da Gama – Estimating the optimum of a job-shop scheduling problem Pedro Martins – Spanning trees with degree constraints: proprerties and formulations Alda Carvalho – Modeling computing costs with search trees Maria Teresa Godinho – Combined route capacity and route length models for unit demand vehicle routing problems Ana Catarina Nunes – A heuristic method for the sectoring-arcrouting problem Algebra – Chair: Thomas S. Blyth (Room B256) Carlos M. Saiago – Eigenvalues of Symmetric Matrices whose Graph is a Tree Herberto Silva – Fixed points in the dual space of an Ockham algebra Maria Helena Santos – Inverse transversals of naturally ordered regular semigroups Michel Deza – Elementary polycycles Statistical Applications – Chair: Luis M. Grilo (Room B255) Haslinda Ibrahim – Combinatorial Design For a conference: Constructing a balanced three-parallel Session Schedule Jorge Argaez-Sosa – Selection of Natural Reserves Incorporating Measures of Uncertainty Makarand V. Ratnaparkhi – The Challenges underlying the Assessment and Comparison of Tonality of Violins using Statistical Analysis of Vibration Modes of Violin Plates Jesse Stimpson – Modeling Idiopathic Intracranial Hypertension Sara Marques Simões Dias – Developmental impact of very low birth weight status on childhood disability: logit model Arman Bidarbakhtnia – Comparing Calibration Estimators in Labor Force Survey of Iran Statistical Research in Education and Statistical Applications – Chair: Madhuri Mulekar (Room B259) Maria Eugenia Ferrão – Correlation partition coefficient based on a multivariate multilevel model Anupam Deka – Secondary education system in India: a statistical analysis Jedsada Suthiudom – Factors Affecting the Decision of Students at high Vocational Certificate on Continuing their Undergraduate Studies at Private University : Case Study of Bangkok Metropolis J. Silva Coelho – Distribution View: a tool to write and simulate distributions Reliability and Life Testing – Chair: Mark Carpenter (Room O106) M. Z. Anis – Detection of Sharp Changes in Hazard Rates: A Review Mahabir Barak – Cost benefit analysis of two single_unit relibility modles with inspection for repair and replacment Rajiv Kumar – Reliability Constrained Minimum-Delay Transmission Path-Routing for Data Network S. Chander Malik – Reliability Modeling and Profit Analysis of Single-Unit System with Inspection by a Server who Appears and Disappears Randomly Linear Statistical Inference II – Chair: Augustyn Markiewicz (Room Q103) Augustyn Markiewicz – On admissible linear estimation in linear models Simo Puntanen – Decomposing the Watson efficiency in a linear model Dietrich von Rosen & Tatjana Nahtman – Multivariate Linear Models with Kronecker Product Structure Katarzyna Filipiak – Some E-optimal designs under an interference model Anna Szczepańska – Optimal allocation of time points under quadratic growth curve model with correlated observations Jan Hauke – On distributional properties of quadratic forms occurring in linear models hypothesis testing Estimation Theory II – Chair: Steve Su (Room B257) Steve Su – Maximum Log Likelihood Estimation using EM Algorithm and Partition Maximum Log Likelihood Estimation for Mixtures of Generalized Lambda Distributions Paulo Ramos – Variance components estimation in generalized orthogonal models Ram ji Tiwari – Improved version of Generalized Least Squares Estimators in Linear Regression models under exact restrictions A. Asgharzadeh – Linear Estimators of a Exponential Mean under Balanced Loss Functions Forest Inventory and Modelling – Chair: Margarida Tomé (Room O105) Twumasi Ampofo Isaac – Forest Management, Environment, and Sustainability Development in Ghana Nartey David Nana – Promoting Local Community Participation in Forest Management through the Application of a Geographic Information System 7/9 Parallel Sessions September 4 -- 10.00am - 12.00noon Mathematical and Statistical Methods for Stochastic Finance – Chair: Manuel L. Esquível (Room O106) Raquel M. Gaspar – Forward Price models and implied Volatility Term Structures Carlos Antunes Veiga – European Options with Discrete Dividends - An Hedging Approach Pedro Mota – Regime switching in financial data conditioned by the existence of thresholds Manuel L. Esquivel – Joint risk liquidity/price analysis via Ito line integrals: a simulation study Slave Risteski – Empirical Distribution of the Macedonian Stock Market Index D. S. Hooda – Portfolio analysis in Finance Mathematics Mathematical Economics – Chair: Marta Faias (Room B259) Marta Faias – A strategic model of club formation; existence and characterization of equilibrium Ana Lacerda – Random Dry Markets and Statistical Arbitrage Bounds for European Derivatives João Correia-da-Silva – General Equilibrium with Uncertain Delivery Filomena Garcia – Endogenous heterogeneity in strategic models Alberto A. Pinto – Optimal investments in the reduction of production costs Bruno M. P. M. Oliveira – Edgeworthian Economies Mathematical Analysis and Modeling – Chair: Bento Louro (Room B257) Ajay Pratap – On The Behaviour Of Conjugate Derived Fourier Sequence By Taylor-Cesaro Product Summability Method Sadhana – Pseudo-Differential Operator with Watson transform Al Sahab Singh – Saigo operator on fractional integration involving the Gauss hypergeometric functions Nail Khabeev – Mathematical modelling of LNG explosion Sanjeev Kumar – Mathematical modelling of the interaction between tumor cells and tissue cells Anil Kumar & K.N. Modi – Analysis for mathematical model of DNA supercoil Data mining and Web exploration – Chair: Gabriel P. Lopes (Room O105) Gaurav Bajpai – Mathematical Criteria for Stability of Online Database Improving Quality of Service Joaquim Francisco Ferreira da Silva – Selecting Discriminant Features for Language Identification in Hard Context Documents Ricardo Campos – Web Intelligent Information Systems based on Web Mining Search Results Andrea De Mauro – A Secure Multiple Path Real-Time Framework for Video Communication over the Internet Tiago André Gonçalves Félix de Oliveira – Estimation of Adoption and Diffusion Models of Internet in Portugal Diwakar Shukla – Stochastic model for knockout switch in computer networks Statistical Models – Chair: Dietrich von Rosen (Room B121) Voicu Boscaiu – Residual Analysis of some GLM Models Sanjeev Panwar – Fitting Nonlinear Gompertz Curve to Banana Growth Data Ana Luisa Trigoso Papoila da Silva & Cristina Maria Simões Rocha – Generalized Additive Models in Survival Analysis João J. F. Gomes – Pearson's Idea to test fitting in GLM Dynamics System – Chair: Luisa Mascarenhas (Room B253) Dalia Sabina Cimpean – A problem of steady micropolar flow in a sinusodal channel Anil Kumar – Performance modeling and Dynamical behavior of Cardiovascular System in presence of Magnetic Effects Sofia Rosa – Building air quality indices using a Generalized Dynamic Factor Model Chandra Bali Singh – Steady Flow of Conducting Fluid in a Channel of Infinite Length in Presence of Inclined Magnetic Field Anil Kumar – Viscous Flow Coaxial Cylinder in the Presence of Magnetic Field Nonparametric Estimation for Survival Data – Chair: Radhey S. Singh (Room B254) Ming-Hui Chen – Bayesian Dynamic Models for Survival Data with a Cure Fraction Yogendra P. Chaubey – A New Smooth Estimator for Density and Survival Functions Brian W Sloboda – An Analysis of Gender Differences in Vehicles Miles Traveled (VMT) Using Nonparametric Methods Knot Theory and Related Areas – Chair: Pedro Lopes (Room B255) J. Scott Carter – Diagrammatic Interpretations of Generalized Quandle Co-homology (or what are these bugs that I keep drawing?) Pedro Lopes – Hyperfinite Knots Rui Pedro Carpentier – About the Kauffman and Vogel's polynomial João Faria Martins – On 2-Dimensional Homotopy Invariants of Complements of Surfaces Embedded in S4 Roger Picken – Parallel transport for gerbes and 2-knots Different Topics – Chair: Adam Thompson (Room B256) Adam R Thompson – A Rational Prince and New Perspectives Satish Kumar – Two coding Theorems for weighted information measures of order alpha C. Nagaraja Rao – Modelling for HIV spread in homosexual population Albert Satorra – Chi-square tests in the analysis of structural equation models: structural and distribution misspecification 8/9 Poster Session Main Hall September 2-4 António Teixeira – Teaching Statistics in Management Courses Björn Vandewalle – Reduced bias estimation of high quantiles and small exceedance probabilities for heavy tailed models Dulce Gomes – Impact of heat waves on mortality: A study based on non-negative integer-valued time series models Gheorghe Florin Cristian – The study of mortality in age groups Júlia Teles – Bayesian Model Selection - A Comparative Study Through an Application Kanchan Jain – On Comparison of Two Repairable Systems Krisawan Prasertsith – A Comparison of Fundamental Mathematics Achievement between Tutoring Program and Non-Tutoring Program of Bangkok University Students Luís Meira-Machado – Estimation of transition probabilities in multi-state survival data Maria Rosario Fraga O. Martins – A Kernel-based Specification Test for Binary Discrete Choice Models Noémia Simões – Mathematics - the crystal tower? Rita Figueirinha – Revisited effects on Psychomotor functions of Clobazam and Diazepam, ANOVA vs. survival analysis study Susana Faria – Testing for Structural Change in a Mixture of Linear Regressions Teresa Oliveira – The effect of some specific genetic and anthropometric factors on the activity of Acid Phosphatase ACP1 Tatjana Nahtman & Dietrich von Rosen – Shift Permutation Invariance in Linear Mixed Models Tetyana Sologub – Statistical analysis of large-intestine and lung cancer of the Kharkiv population Vítor Valente – Hierarchical Linear Models: an application on education sciences Editors Round-Table September 2 6.15pm – 7.45pm Coordinator John Stufken - University of Georgia, USA • • Executive Editor for JSPI (Journal of Statistical Planning and Inference) past Associate Editor for JASA (Journal of the American Statistical Association) Participants: Malay Ghosh - University of Florida, USA • Editor-Sequential Analysis Editor-Journal of Royal Statistical Society-Series C Associate Editor for JASA (Journal of the American Statistical Association) past Associate Editor for the Annals of Statistics past Coordinating Editor and Advisory Editor for JSPI (Journal of Statistical Planning and Inference) Past Joint Editor for JRSS (Journal of the Royal Statistical Society), Ser. B Past Associate Editor for Biometrika Past Associate Editor for Technometrics Past Associate Editor for JRSS (Journal of the Royal Statistical Society), Ser. B Steven Gilmour - Queen Mary University, London, UK • Samad Hedayat - University of Illinois at Chicago, USA • • • Anthony Atkinson - London School of Economics, UK • • • • 9/9