风险相关性与风险度量研讨会
 
● 会议名称（英文）： Workshop on Risk Correlation Analysis and Risk Measurement

● 所属学科： 管理学　 数学　 信息科学与系统科学　 
 
● 会议类型： 国际会议
 
● 开始日期： 2009-6-21

● 结束日期： 2009-6-26

● 所在国家： 中华人民共和国
 
● 所在城市： 四川省   成都市
 
● 具体地点： 电子科技大学

● 主办单位： 电子科技大学

● 议题： 风险相关性 风险度量

● 会议主席： Dr. Jianping Li, Dr. Lean Yu, Dr. Yi Peng

● 全文截稿日期： 2008-12-15

● 论文录用通知日期： 2009-1-1

● 交修订版截止日期： 2009-1-31

● 会务组联系方式

    联系人： Dr. Jianping Li
    联系电话： 010-62527389
    E-mail： ljp@mail.casipm.ac.cn

● 会议网站： http://www.mcdm2009.cn/default.html

● 会议背景介绍：

    The analysis of inter-risk correlation and risk aggregation is an important factor to risk measurement, such as the interaction of market risk, credit risk and operational risk. Correlation analysis and risk measurement can be viewed as a Multiple Criteria Decision Making problem in a certain extent, which is the trade-off among different aspects, such as the “project triangle”（cost, quality and schedule）.Some mathematical models such as Copula models are used for measuring risk correlation, but risk management must extend far beyond the use of standard measurement in practical operations and applications. An important aspect is to emphasize on the correlation analysis of risks and thus effectively measure all kinds of financial risks. 

● 征文范围及要求：

    In order to promote the development of risk correlation and measurement, we organize a special workshop dedicated to the topic of “risk correlation analysis and risk measurement” under the 20th International Conference on Multiple Criteria Decision Making (http://www.mcdm2009.cn/default.html). The main purpose of this workshop is to provide researchers and practitioners an opportunity to share the most recent advances in the area of risk correlation and measurement, to assess the state of knowledge of risk correlation and measurement, to generate new results in this relatively under-researched area, and determine directions for further research, Papers should present modeling approaches/perspectives to risk correlation and measurement. The workshop is interested in topics related to all aspects of risk correlation and measurement. Topics of interest include, but are not limited to, the following:

Foundation of risk correlation and dependency
Correlation analysis of financial risks
Correlation analysis of software risks
Correlation analysis of project risks
Risk correlation and portfolio
Risk correlation modeling
Risk analysis by multiple criteria
Risk integrated management and risk correlation
New techniques to risk measurement
Credit scoring, Credit rating

Authors should submit their paper via email: ljp@casipm.ac.cn or yulean@amss.ac.cn or pengyi@uestc.edu.cn. All manuscripts for this special issue should be submitted electronically before December 15, 2008. Some important dates:

* Full papers submission: December 15, 2008
* Notification of workshop acceptance: January 1, 2009
* Camera-ready of accepted workshop papers: January 31, 2009
* Final advanced registration of workshop opens: January 31, 2009

Workshop papers will be published in a separate workshop proceeding in Lecture Notes in Economics and Mathematical Systems. Selected papers will be fast-track reviewed for special issues in:

# Journal of Multi Criteria Decision Analysis
# International Journal of Computational Science
# International Journal of Intelligent Engineering Informatics
# Decision Support Systems (SCI-indexed),
# Annals of Operations Research (SCI-indexed)
# International Journal of Information Technology and Decision Making (SCI-indexed)

Submitted papers should not have been previously published nor be currently under consideration for publication elsewhere. Refereeing and the selection of papers will be carried out according to the standards of Lecture Notes in Economics and Mathematical Systems（http://www.mcdm2009.cn/default.html）. Please, note that papers must not exceed eight pages in length, a paper without figures can be around 4500 words maximally.