About this book series

Risks exist in every aspect of our lives and risk management has always been a vital topic. Most computational techniques and tools have been used for optimizing risk management and the risk management tools benefit from computational approaches. Computational intelligence models such as neural networks and support vector machines have been widely used for early warning of company bankruptcy and credit risk rating. Operational research approaches such as VaR (value at risk) optimization have been standardized in managing markets and credit risk, agent-based theories are employed in supply chain risk management and various simulation techniques are employed by researchers working on problems of environmental risk management and disaster risk management. Investigation of computational tools in risk management is beneficial to both practitioners and researchers. The Computational Risk Management series is a high-quality research book series with an emphasis on computational aspects of risk management and analysis. In this series, research monographs as well as conference proceedings are published.
Electronic ISSN
2191-1444
Print ISSN
2191-1436
Editor-in-Chief
  • Desheng Dash Wu,
  • David L. Olson,
  • John Birge

Book titles in this series

Abstracted and indexed in

  1. DBLP