Fuzzy Value-at-Risk Forecasts Using a Novel Data-Driven Neuro Volatility Predictive Model-Reference-Cited by-同舟云学术

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

Published:2019-07 Issue: Volume: Page:
ISSN:
Container-title:2019 IEEE 43rd Annual Computer Software and Applications Conference (COMPSAC)
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Author:

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

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/8746989/8753906/08753916.pdf?arnumber=8753916

Cited by 23 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. Superiority of Neural Networks for Trading Volume Forecasts of Stocks and Cryptocurrencies;2023 IEEE Symposium Series on Computational Intelligence (SSCI);2023-12-05

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

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

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

5. Superiority of the Neural Network Dynamic Regression Models for Ontario Electricity Demand Forecasting;2022 IEEE Canadian Conference on Electrical and Computer Engineering (CCECE);2022-09-18

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