CALL FOR PAPERS

Guest editor:
Desheng Dash Wu (Corresponding Guest Editor), and David L. Olson
Mathematical and Computer Modelling

Journal web: http://www.elsevierscitech.com/cfp/CFP_MCM_Computational.pdf

Special Issue on “Computational simulation and risk analysis”

Mathematical and Computer Modelling provides a medium of exchange for the diverse disciplines utilizing mathematical or computer modelling as either a theoretical or working tool. One of the advanced Modelling areas is simulation and risk analysis. Mathematical and Computer Modelling intends to publish a special issue dedicated to the theme of “Computational simulation and risk analysis” in late 2012. at least 250-300 pages long (15 - 25 papers).

This special issue of Mathematical and Computer Modelling on the theme of “Computational simulation and risk analysis” is to present new advances in developing risk analysis and management approaches from the computational aspect. Both theoretical and applied work are welcome.

Topics of Interest: Topics include, but are not limited to the following:
• Enterprise risk management simulation such as
o Agent-based simulation
o Simulation of games in supply chain
• Financial risk management and simulation
o Value at risk (VaR) and conditional VaR
o Chance constraint Modelling
• Simulating inventory and queueing systems and event-driven simulation
• Data mining, Artificial intelligence and risk analysis
• Other issues related to Modelling risk analysis
Paper submission:
Original, high quality contributions that are not yet published or that are not currently under review by other journals or peer-reviewed conferences are sought. Manuscripts should be submitted online at http://ees.elsevier.com/mcm/. Please mention the special issue title in the covering letter. When submitting to the journal’s special issue, please make sure to select the “SI: Computational simulation and risk analysis” option from the “article type” drop down.  This will help ensure that the paper gets routed correctly to the guest editor. Until this is done, the paper will not be accepted for this Special Issue. General instructions for authors can be found at http://www.elsevier.com/wps/find/journaldescription.cws_home/623/description#description. Contributing authors might also be asked to review some of the papers submitted to this special issue. 

Important Dates
Submission Deadline: June 1, 2011
First-Round Reviews: October 1, 2011
Camera-ready version: middle 2012

Editors and Notes
Questions can be directed to any of the guest editors.

Dr Dash Wu (Corresponding Guest Editor)
Affiliate Professor, RiskLab,
Director of RiskChina Research Center, University of Toronto
Toronto, ON M5S 3G3
Canada
Phone: +1(416)880-5219
Email: This e-mail address is being protected from spam bots, you need JavaScript enabled to view it , This e-mail address is being protected from spam bots, you need JavaScript enabled to view it

Prof. David L. Olson
Department of Management
University of Nebraska
Lincoln, NE 68588-0491
U.S.A.

Tel: +1-(402)-472-4521
Fax: +1-(402)-472-5855
E-mail: This e-mail address is being protected from spam bots, you need JavaScript enabled to view it

Please include in your submission the title of the Special Issue, the title of the Journal and the name of the Guest Editor