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]

@inproceedings{AlmeidaBKM12,
  title = {A multi-covariate semi-parametric conditional volatility model using probabilistic fuzzy systems},
  author = {Rui Jorge Almeida and Nalan Bastürk and Uzay Kaymak and Viorel Milea},
  year = {2012},
  doi = {10.1109/CIFEr.2012.6327765},
  url = {http://dx.doi.org/10.1109/CIFEr.2012.6327765},
  researchr = {https://researchr.org/publication/AlmeidaBKM12},
  cites = {0},
  citedby = {0},
  pages = {1-8},
  booktitle = {Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012},
  publisher = {IEEE},
  isbn = {978-1-4673-1802-0},
}