Silvia Muzzioli - researchr alias

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Viewing Publication 1 - 19 from 19

2021

Towards new volatility measures for the EU stock marketLuca Gambarelli, Silvia Muzzioli, Bernard De Baets. wilf 2022: [doi]

The development of the LGBT+ University Inclusion Index and its application to Italian universitiesTullia Russo, Tindara Addabbo, Silvia Muzzioli, Bernard De Baets. wilf 2022: [doi]

2020

Option implied moments obtained through fuzzy regressionSilvia Muzzioli, Luca Gambarelli, Bernard De Baets. fodm, 19(2):211-238, 2020. [doi]

2018

The Future of Fuzzy Sets in Finance: New Challenges in Machine Learning and Explainable AISilvia Muzzioli. wilf 2019: 265-268 [doi]

Indices for Financial Market Volatility Obtained Through Fuzzy RegressionSilvia Muzzioli, Luca Gambarelli, Bernard De Baets. ijitdm, 17(6):1659-1691, 2018. [doi]

Towards a Fuzzy Index of SkewnessSilvia Muzzioli, Luca Gambarelli, Bernard De Baets. wilf 2019: 164-175 [doi]

2017

Fuzzy Approaches to Option Price ModelingSilvia Muzzioli, Bernard De Baets. tfs, 25(2):392-401, 2017. [doi]

Towards a fuzzy volatility index for the Italian marketSilvia Muzzioli, Luca Gambarelli, Bernard De Baets. fuzzIEEE 2017: 1-6 [doi]

2015

A comparison of fuzzy regression methods for the estimation of the implied volatility smile functionSilvia Muzzioli, A. Ruggieri, Bernard De Baets. fss, 266:131-143, 2015. [doi]

2013

A comparative assessment of different fuzzy regression methods for volatility forecastingSilvia Muzzioli, Bernard De Baets. fodm, 12(4):433-450, 2013. [doi]

2009

On the no-arbitrage condition in option implied treesV. Moriggia, Silvia Muzzioli, Costanza Torricelli. eor, 193(1):212-221, 2009. [doi]

2008

American option pricing with imprecise risk-neutral probabilitiesSilvia Muzzioli, Huguette Reynaerts. ijar, 49(1):140-147, 2008. [doi]

2007

The solution of fuzzy linear systems by non-linear programming: a financial applicationSilvia Muzzioli, Huguette Reynaerts. eor, 177(2):1218-1231, 2007. [doi]

Option Pricing in the Presence of UncertaintySilvia Muzzioli, Huguette Reynaerts. In Ildar Z. Batyrshin, Janusz Kacprzyk, Leonid Sheremetov, Lotfi A. Zadeh, editors, Perception-based Data Mining and Decision Making in Economics and Finance. Volume 36 of Studies in Computational Intelligence, pages 275-301, Springer, 2007. [doi]

2006

Fuzzy linear systems of the form ::::A::::::1::::::x::::+::::b::::::1::=::::A::::::2::::::x::::+::::b::::::2::Silvia Muzzioli, Huguette Reynaerts. fss, 157(7):939-951, 2006. [doi]

2005

The pricing of options on an interval binomial tree. An application to the DAX-index option marketSilvia Muzzioli, Costanza Torricelli. eor, 163(1):192-200, 2005. [doi]

2002

Implied trees in illiquid markets: A Choquet pricing approachSilvia Muzzioli, Costanza Torricelli. ijis, 17(6):577-594, 2002.

2001

A Multiperiod Binomial Model for Pricing Options in an Uncertain WorldSilvia Muzzioli, Costanza Torricelli. isipta 2001: 255-264 [doi]

1998

Note on ranking fuzzy triangular numbersGisella Facchinetti, Roberto Ghiselli Ricci, Silvia Muzzioli. ijis, 13(7):613-622, 1998. [doi]

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