Probabilistic fuzzy systems in value-at-risk estimation-Reference-Cited by-同舟云学术

Probabilistic fuzzy systems in value-at-risk estimation

Published:2009-01 Issue:1-2 Volume:16 Page:49-70
ISSN:1055-615X
Container-title:Intelligent Systems in Accounting, Finance & Management
language:en
Short-container-title:Intell. Syst. Acc. Fin. Mgmt.

Author:

Almeida R. J.,Kaymak U.

Publisher

Wiley

Subject

Finance,General Business, Management and Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/isaf.293/fullpdf

Reference21 articles.

1. Pattern Recognition with Fuzzy Objective Function Algorithms

2. Value-at-risk: a multivariate regime switching approach;Billio;Journal of Empirical Finance,2000

3. Generalized autoregressive conditional heteroscedasticity;Bollerslev;Journal of Econometrics,1986

4. Bowden RJ. 2006. Option value at risk and the value of the firm: does it pay to hedge? Working paper, Victoria University of Wellington, Wellington, New Zealand.

Cited by 21 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. K-Means Clustering Based High Order Weighted Probabilistic Fuzzy Time Series Forecasting Method;Cybernetics and Systems;2022-04-07

2. Integrating the Probabilistic Uncertainty to Fuzzy Systems in Fuzzy Natural Logic;2020 12th International Conference on Knowledge and Systems Engineering (KSE);2020-11-12

3. Value at Risk Based on Fuzzy Numbers;Axioms;2020-08-12

4. Probabilistic Intuitionistic Fuzzy Set Based Intuitionistic Fuzzy Time Series Forecasting Method;Mathematical Modelling and Scientific Computing with Applications;2020

5. Sensitivity‐based fuzzy multi‐objective portfolio model with Value‐at‐Risk;IEEJ Transactions on Electrical and Electronic Engineering;2019-07-28