Call for Papers

th
The 20 International Conference on Multiple Criteria Decision Making
Workshop on Risk Correlation Analysis and Risk Measurement
Chendu/Jiuzhaigou，China，June 21, 2009

Workshop Chairs: Dr. Jianping Li , Dr. Lean Yu and Dr.Yi Peng

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.
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.

For editorial inquiry and correspondence, please contact the workshop chairs at,

Dr. Jianping Li Dr. Lean Yu Dr. Yi Peng

Institute of Policy Management
Chinese Academy of Sciences
Beijing, 100190, China
Email: ljp@mail.casipm.ac.cn
Academy of Mathematics University of Electronic
and Systems Science Science and Technology of
Chinese Academy of China, Chengdu, China.
Email: pengyi@uestc.edu.cn
Sciences
Beijing, 100190, China
Email: yulean@amss.ac.cn