Silvia Muzzioli

Publication Activity (10 Years)

Years Active: 1998-2021
Publications (10 Years): 9

Top Topics

Regression Method

Top Venues

Fuzzy Optim. Decis. Mak.

IEEE Trans. Fuzzy Syst.

Fuzzy Sets Syst.

Publications

Luca Gambarelli, Silvia Muzzioli, Bernard De Baets
Towards new volatility measures for the EU stock market. WILF (2021)
Tullia Russo, Tindara Addabbo, Silvia Muzzioli, Bernard De Baets
The development of the LGBT+ University Inclusion Index and its application to Italian universities. WILF (2021)
Silvia Muzzioli, Luca Gambarelli, Bernard De Baets
Option implied moments obtained through fuzzy regression. Fuzzy Optim. Decis. Mak. 19 (2) (2020)
Silvia Muzzioli
The Future of Fuzzy Sets in Finance: New Challenges in Machine Learning and Explainable AI. WILF (2018)
Silvia Muzzioli, Luca Gambarelli, Bernard De Baets
Indices for Financial Market Volatility Obtained Through Fuzzy Regression. Int. J. Inf. Technol. Decis. Mak. 17 (6) (2018)
Silvia Muzzioli, Luca Gambarelli, Bernard De Baets
Towards a Fuzzy Index of Skewness. WILF (2018)
Silvia Muzzioli, Bernard De Baets
Fuzzy Approaches to Option Price Modeling. IEEE Trans. Fuzzy Syst. 25 (2) (2017)
Silvia Muzzioli, Luca Gambarelli, Bernard De Baets
Towards a fuzzy volatility index for the Italian market. FUZZ-IEEE (2017)
Silvia Muzzioli, A. Ruggieri, Bernard De Baets
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function. Fuzzy Sets Syst. 266 (2015)
Silvia Muzzioli, Bernard De Baets
A comparative assessment of different fuzzy regression methods for volatility forecasting. Fuzzy Optim. Decis. Mak. 12 (4) (2013)
Vittorio Moriggia, Silvia Muzzioli, Costanza Torricelli
On the no-arbitrage condition in option implied trees. Eur. J. Oper. Res. 193 (1) (2009)
Silvia Muzzioli, Huguette Reynaerts
American option pricing with imprecise risk-neutral probabilities. Int. J. Approx. Reason. 49 (1) (2008)
Silvia Muzzioli, Huguette Reynaerts
The solution of fuzzy linear systems by non-linear programming: a financial application. Eur. J. Oper. Res. 177 (2) (2007)
Silvia Muzzioli, Huguette Reynaerts
. Fuzzy Sets Syst. 157 (7) (2006)
Silvia Muzzioli, Costanza Torricelli
The pricing of options on an interval binomial tree. An application to the DAX-index option market. Eur. J. Oper. Res. 163 (1) (2005)
Silvia Muzzioli, Costanza Torricelli
Implied trees in illiquid markets: A Choquet pricing approach. Int. J. Intell. Syst. 17 (6) (2002)
Silvia Muzzioli, Costanza Torricelli
A Multiperiod Binomial Model for Pricing Options in an Uncertain World. ISIPTA (2001)
Gisella Facchinetti, Roberto Ghiselli Ricci, Silvia Muzzioli
Note on ranking fuzzy triangular numbers. Int. J. Intell. Syst. 13 (7) (1998)