Value-at-Risk Estimation with Fuzzy Histograms

Rui Jorge Almeida, Uzay Kaymak. Value-at-Risk Estimation with Fuzzy Histograms. In Fatos Xhafa, Francisco Herrera, Ajith Abraham, Mario Köppen, José Manuel Benítez, editors, 8th International Conference on Hybrid Intelligent Systems (HIS 2008), September 10-12, 2008, Barcelona, Spain. pages 192-197, IEEE Computer Society, 2008. [doi]

Authors

Rui Jorge Almeida

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Uzay Kaymak

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