Towards a fuzzy volatility index for the Italian market.
Silvia MuzzioliLuca GambarelliBernard De BaetsPublished in: FUZZ-IEEE (2017)
Keyphrases
- stock index
- chinese stock market
- garch model
- stock market
- stock price
- stock exchange
- financial markets
- stock index futures
- portfolio management
- stock returns
- investment strategies
- fuzzy comprehensive evaluation model
- fuzzy sets
- financial crisis
- fuzzy numbers
- fuzzy logic
- futures market
- decision making
- membership functions
- fuzzy neural network
- exchange rate
- cross sectional
- financial data
- stock market data
- stock data
- neural network
- genetic algorithm
- developing countries
- database
- short term
- fuzzy rules
- multivariate time series
- trading systems
- multi attribute
- fuzzy controller