A comparison of fuzzy regression methods for the estimation of the implied volatility smile function.
Silvia MuzzioliA. RuggieriBernard De BaetsPublished in: Fuzzy Sets Syst. (2015)
Keyphrases
- regression methods
- regression model
- linear regression
- robust regression
- fuzzy sets
- kernel regression
- regression method
- machine learning
- ridge regression
- regression algorithm
- fuzzy logic
- logistic regression
- membership functions
- fuzzy clustering
- fuzzy rules
- piecewise linear
- neural network
- support vector machine svm
- model selection
- least squares