Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Zimo Zhu, Mohammed Erfanul Hoque, Nalini Ravishanker. Fuzzy Value-at-Risk Forecasts Using a Novel Data-Driven Neuro Volatility Predictive Model. In Vladimir Getov, Jean-Luc Gaudiot, Nariyoshi Yamai, Stelvio Cimato, J. Morris Chang, Yuuichi Teranishi, Ji-Jiang Yang, Hong Va Leong, Hossain Shahriar, Michiharu Takemoto, Dave Towey, Hiroki Takakura, Atilla Elçi, Susumu Takeuchi, Satish Puri, editors, 43rd IEEE Annual Computer Software and Applications Conference, COMPSAC 2019, Milwaukee, WI, USA, July 15-19, 2019, Volume 2. pages 221-226, IEEE, 2019. [doi]
Abstract is missing.