An alternative estimation of market volatility based on fuzzy transform.
Luigi TroianoElena MejutoPravesh KriplaniPublished in: IFSA-SCIS (2017)
Keyphrases
- stock price
- stock market
- chinese stock market
- financial markets
- financial crisis
- fuzzy sets
- fuzzy clustering
- fuzzy logic
- stock returns
- fuzzy numbers
- fuzzy set theory
- estimation accuracy
- membership functions
- stock trading
- investment strategies
- non stationary
- stock exchange
- fuzzy systems
- rough sets
- artificial neural networks