Intellectual Contributions of Dr. Fotios Harmantzis

• F. Harmantzis and P. Tanguturi, “Real Options Analysis for GPRS Network with Wi-Fi Integration”. Proc. 31^st Annual Conf. of Northeast Business & Economics Association (NBEA 2004), Yeshiva University, New York, New York, Sept. 2004.
• F. Harmantzis and V. Gunasekaran, “Cost Analysis of WLAN Integrated with GSM/GPRS Networks: Do Hotspots Benefit Cellular Operators?”. Proc. 31^st Annual Conf. of Northeast Business & Economics Association (NBEA 2004), Yeshiva University, New York, New York, Sept. 2004.
• F. Harmantzis, “Inside the Telecom Crash: Bankruptcies, Fallacies and Scandals. A Closer Look at the WorldCom Case”.  Proc. International Telecommunications Society (ITS) 15^th Biennial Conference, Berlin, Germany, Sept. 2004.
• F. Harmantzis and P. Tanguturi, “Delay the Expansion from 2.5G to 3G Wireless Networks: A Real Options Approach”. Proc. International Telecommunications Society (ITS) 15^th Biennial Conference, Berlin, Germany, Sept. 2004.

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Quantitative Finance & Risk Management

• F. Harmantzis, C. Marinelli and S.T. Rachev, "Comparative Study of some Univariate Models for Value-at-Risk".  INFORMS Applied Probability Conf., Beijing, China, June 2004.

• F. Harmantzis, “Operational Risk Management in Financial Services”. ORMS Today, 30(1), 2003.

• F. Harmantzis, “Methodologies for Managing and Measuring Operational Risk”. Annual INFORMS Meeting 2002, San Jose, California, November 2002.

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Telecommunications Networks

• S. Yaipairoj and F. Harmantzis, “Enchanced Data Services in GPRS Networks via Auction-Based Prices for Admission”. Springer-Verlag LNCS, Vol. 3462, pp. 1445, 2005.
• S. Yaipairoj and F. Harmantzis, “A Dynamic Pricing Model for Data Services in GPRS Networks”. Proc. IEEE Workshop on Adaptive Wireless Networks (AWiN 2004) (in conjunction with GLOBECOM 2004), Dallas, Texas, Dec. 2004.
• S. Yaipairoj and F. Harmantzis, “Priority Telephony System with Pricing Alternatives”. Springer-Verlag LNCS, Vol. 3124, pp. 183-191, 2004 (presented in IEEE/IFIP 11^th Intern. Conf. on Telecom. (ICT), Fortaleza, Brazil, August 2004).

• M. Rahman and F. Harmantzis, “IEEE 802.11 Inter-WLAN Mobility Control with Broadband supported Distribution System integrating WLAN and WAN”. Springer-Verlag LNCS, Vol. 3124, pp. 848-857, 2004 (presented in  IEEE/IFIP 11^th Intern. Conf. on Telecom. (ICT), Fortaleza, Brazil, August 2004).

• M. Malek and F. Harmantzis, “Data Mining Techniques for Security of Web Services”. Proc. IEEE Int. Conf. E-Business and Telecom. Networks (ICETE), Setubal, Portugal, August 2004.

• F. Harmantzis and M. Malek, “Security Risk Analysis and Evaluation”. Proc. IEEE Inter. Conf. Communications (ICC), pp. 1897-1901, Paris, France, June 2004.

• S. Yaipairoj and F. Harmantzis, "Dynamic Pricing with Alternatives for Mobile Networks".  Proc. IEEE Wireless Comm. Networking Conf. (WCNC),  pp. 457-470, Atlanta, Georgia, March 2004.
•  M. Rahman and F. Harmantzis, “IP Mobility with High Speed Access and Network Intelligence”.  Proc. IEEE Wireless Comm. Networking Conf. (WCNC), pp. 2159-2164, Atlanta, Georgia, March 2004.
• K. G. Anagnostakis and F.C. Harmantzis, “Simple Usage-Based Charging for Web Cache Services”. 2^nd International Web Caching Workshop (IWCW), Boulder, Colorado, July 1997.
• F. Harmantzis, C. Courcoubetis, V. Siris and G. Stamoulis, “A Comparative Study of Usage-based Charging Schemes”. Proc. IEE Colloq. Charging ATM, pp. 6/1-6/7, London, UK, November 1996.

• F. Harmantzis and D. Hatzinakos, “Heavy Network Traffic Modeling and Simulation using Stable FARIMA Processes”.  Proc. The 19th International Teletraffic Congress (ITC19), Beijing, China, September 2005.

• F. Harmantzis, D. Hatzinakos and I. Lambadaris, “Effective Bandwidths and Tail Probabilities for Gaussian and Self-Similar Traffic”.  Proc. IEEE Inter. Conf. Communications (ICC), pp. 1515-1520, Anchorage, Alaska, May 2003.

• N. Laskin, I. Lambadaris, F. Harmantzis and M. Devetsikiotis, “Fractional Levy Motion and its Application to Network Traffic Modeling”. Computer Networks, ELSEVIER Science, 40(3), pp. 363-375, 2002.

• F. Harmantzis, D. Hatzinakos and I. Katzela, “Tail Probabilities for Multiplexing of Fractional alpha-Stable Broadband Traffic”.  Proc. IEEE Inter. Conf. Communications (ICC), pp. 2665-2669, Helsinki, Finland, June 2001.

• F. Harmantzis, D. Hatzinakos and I. Katzela, “Shaping and Policing of Fractal alpha-Stable Broadband Traffic”. Proc. Canadian Conf. on Elec. and Comp. Engin. (CCECE), pp. 697-702, Toronto, Canada, May 2001.

• F. Harmantzis, “Call Admission Control with Fractal Traffic: Theory and Practice”. 5th INFORMS Telecommunications Conf., Boca Raton, Florida, March 2000.

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Theses Work

• Network Traffic Modeling and Engineering using Stable and Fractal Processes,
  by Fotios C. Harmantzis.
  Ph.D. thesis, (University of Toronto, September 2002). Advisor: Prof. Dimitris Hatzinakos.
  My dissertation focuses on families of self-similar (or “fractal”) and Paretian Stable (“heavy-tailed”) processes for modeling phenomena in engineering (networks traffic) and finance (asset returns, risk management).   Different “motions” and their differences (“noise”) are studied.   We generalize widely used asymptotic results for probability of exceedance for Gaussian processes (Brownian Motion, Fractional Brownian Motion) to the Stable domain (Levy Motion, Fractional Levy Motion, Linear Fractional Stable Motion).  Computationally, we deal with statistical estimation and random variate generation, where conventional (e.g., Normal) approaches fail.   In time-series analysis, we apply fractional ARIMA with Stable innovations for stochastic modeling, which captures both short- and long- dependences as well as the fat-tails characteristics.  In that case, higher-moments (third, forth) statistical techniques are used.  Calibration to real data and simulation experiments were conduced.

• Topics on Charging and Performance Analysis of ATM Traffic,
  by Fotios C. Harmantzis.
  M.Sc. thesis, (University of Crete, June 1997). Advisor: Prof. Costas Courcoubetis.
  This thesis concentrates on the development of tools, (based on the concept of effective bandwidth), to be used for the evaluation of the performance of ATM networks, for pricing and charging services, and for effective traffic substitution (with an equivalent stream of modeled traffic). Simulation experiments for typical calls from real (MPEG video) and modeled traffic were performed.
  .pdf abstract (9 KB).

• Technology of ATM Local Area Networks,
  by Fotios C. Harmantzis.
  B.Sc. thesis, (University of Crete, September 1995). Advisor: Prof. Costas Courcoubetis.
  This thesis concentrates on the practical design of ATM LANs: the architectures, the protocols and the traffic characteristics of the various applications to be appeared, from the points of view of vendors, managers and users. Case Study: transition of existing LANs to ATM.
  
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