Special Issue

The authors whose abstract have been accepted to the conference may submit their full article for the publication in Annals of Operations Research.

― Call for Papers ―

Annals of Operations Research

Special Volume

Advances of OR in Commodities and Financial Modelling


The journal Annals of Operations Research invites submissions of papers to a special issue on Advances of OR in Commodities and Financial Modelling, on the occasion of the 55th Meeting of the EWGCFM (EWGCFM 2015) which is organized by the Institute of Applied Mathematics (IAM; http://iam.metu.edu.tr/) of Middle East Technical University, EURO Working Group “Commodities and Financial Modelling” (EWGCFM; http://www.ewgfm.eu/) and The Association of European Operational Research Societies (EURO; http://www.euro-online.org/). This conference will take place at the campus of METU (http://www.metu.edu.tr/) in Ankara, Turkey, on May 14-16, 2015. The participants of EWGCFM 2015 as well as other researches in the area are welcome to send their recent research achievements.

Potential subjects of interest from mathematical finance, financial engineering, management, and economics related to this issue include, but are not limited to:

  • pricing and trade of commodities and financial securities,
  • assessment, evaluation, and control of risk,
  • market models and their dynamical representation,
  • robust and stochastic portfolio optimization,
  • stochastic optimal control of portfolios,
  • valuation and decision problems in the insurance sector,
  • valuation and decision problems in electricity markets,
  • financial problems in environmental and earth sciences,
  • game theoretical models and their optimization,
  • analysis of financial and economic equilibria,
  • problems under random regime switches and paradigm changes.
    The use of methods from modern quantitative methods is a prerequisite for any paper submitted to this special issue in order to enter the reviewing process.

    Annals of Operations Research is abstracted and indexed in the following databases: Science Citation Index, Science Citation Index Expanded (SciSearch), Journal Citation Reports/Science Edition, SCOPUS, INSPEC, Zentralblatt Math, Google Scholar, EBSCO, CSA, ProQuest, ABS Academic Journal Quality Guide, Academic OneFile, Academic Search, Computer Abstracts International Database, Computer Science Index, CSA Environmental Sciences, Current Contents/Engineering, Computing and Technology, DBLP, ECONIS, Expanded Academic, International Abstracts in Operations Research, Mathematical Reviews, OCLC, SCImago, STMA-Z, Summon by ProQuest.

    Guest Editors: Sevtap Selçuk-Kestel, Yeliz Yolcu Okur, Gerhard-Wilhelm Weber.
    Important Dates: Submission deadline of full papers: September 30, 2015.
    Submission Details: The format of manuscripts for the Annals of Operations Research as well as guidelines can be found on the web page of Springer, the publisher of the journal:

    Please note that the manuscripts should be submitted to the Special Issue appearing under the title S.I.: OR in Commodities and Financial Modelling


    Authors should submit a cover letter and a manuscript via the journal's online submission site:


    and should select the article type Advances of OR in Commodities and Financial Modelling when prompted.

    All papers submitted for publication will be carefully refereed. Papers submitted after the issue’s closing date may be transferred to a regular issue. In case of any question please contact by e-mail one of the following guest editors:

    Dr. Sevtap Selçuk-Kestel : Institute of Applied Mathematics
    Middle East Technical University
    06800 Ankara, Turkey
    Dr. Yeliz Yolcu Okur : Institute of Applied Mathematics
    Middle East Technical University
    06800 Ankara, Turkey
    Dr. Gerhard-Wilhelm Weber : Institute of Applied Mathematics
    Middle East Technical University
    06800 Ankara, Turkey