Fuzzy Value-at-Risk Forecasts Using a Novel Data-Driven Neuro Volatility Predictive Model

Author:

Thavaneswaran Aerambamoorthy,Thulasiram Ruppa K,Zhu Zimo,Hoque Mohammed Erfanul,Ravishanker Nalini

Publisher

IEEE

Cited by 24 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. Novel Resilient Model Risk Forecasts Based on Neuro Volatility Models;2024 IEEE 48th Annual Computers, Software, and Applications Conference (COMPSAC);2024-07-02

2. Superiority of Neural Networks for Trading Volume Forecasts of Stocks and Cryptocurrencies;2023 IEEE Symposium Series on Computational Intelligence (SSCI);2023-12-05

3. Unveiling Portfolio Resilience: Harnessing Asymmetric Copulas for Dynamic Risk Assessment in the Knowledge Economy;Journal of the Knowledge Economy;2023-10-02

4. Fuzzy Option Pricing for Jump Diffusion Model using Neuro Volatility Models;2023 IEEE 47th Annual Computers, Software, and Applications Conference (COMPSAC);2023-06

5. Optimizing Portfolio Risk of Cryptocurrencies Using Data-Driven Risk Measures;Journal of Risk and Financial Management;2022-09-25

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