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]

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