Gianna Figà-Talamanca

Publication Activity (10 Years)

Years Active: 2005-2021
Publications (10 Years): 6

Top Topics

Aggregation Operators

Top Venues

Fuzzy Sets Syst.

Ann. Oper. Res.

Publications

Alessandra Cretarola, Gianna Figà-Talamanca
Detecting bubbles in Bitcoin price dynamics via market exuberance. Ann. Oper. Res. 299 (1) (2021)
Andrea Capotorti, Gianna Figà-Talamanca
fuzzy average operators: A generalized proposal. Fuzzy Sets Syst. 395 (2020)
Stefano Bistarelli, Gianna Figà-Talamanca, Francesco Lucarini, Ivan Mercanti
Studying forward looking bubbles in Bitcoin/USD exchange rates. IDEAS (2019)
Stefano Bistarelli, Alessandra Cretarola, Gianna Figà-Talamanca, Ivan Mercanti, Marco Patacca
Is Arbitrage Possible in the Bitcoin Market? (Work-In-Progress Paper). GECON (2018)
Andrea Capotorti, Gianna Figà-Talamanca
Two SMART Fuzzy Aggregation Operators. WILF (2018)
Andrea Capotorti, Gianna Figà-Talamanca
A Generalized SMART Fuzzy Disjunction of Volatility Indicators Applied to Option Pricing in a Binomial Model. SMPS (2016)
Andrea Capotorti, Gianna Figà-Talamanca
Smart Fuzzy Weighted Averages of Information Elicited through Fuzzy Numbers. IPMU (1) (2014)
Andrea Capotorti, Gianna Figà-Talamanca
On an implicit assessment of fuzzy volatility in the Black and Scholes environment. Fuzzy Sets Syst. 223 (2013)
Gianna Figà-Talamanca, Maria Letizia Guerra
Fuzzy Option Value with Stochastic Volatility Models. ISDA (2009)
Gianna Figà-Talamanca
Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model. Comput. Stat. Data Anal. 53 (6) (2009)
Fabio Bellini, Gianna Figà-Talamanca
Runs tests for assessing volatility forecastability in financial time series. Eur. J. Oper. Res. 163 (1) (2005)