A multi-covariate semi-parametric conditional volatility model using probabilistic fuzzy systems

Rui Jorge Almeida, Nalan Bastürk, Uzay Kaymak, Viorel Milea. A multi-covariate semi-parametric conditional volatility model using probabilistic fuzzy systems. In Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012. pages 1-8, IEEE, 2012. [doi]

Authors

Rui Jorge Almeida

This author has not been identified. Look up 'Rui Jorge Almeida' in Google

Nalan Bastürk

This author has not been identified. Look up 'Nalan Bastürk' in Google

Uzay Kaymak

This author has not been identified. Look up 'Uzay Kaymak' in Google

Viorel Milea

This author has not been identified. Look up 'Viorel Milea' in Google