Diana Tisheva, Nikolay Netov. Value at Risk backtesting techniques: Intuitionistic fuzzy approach and InterCriteria Analysis. In Ronald R. Yager, Vassil Stoyanov Sgurev, Mincho Hadjiski, Vladimir Simov Jotsov, editors, 8th IEEE International Conference on Intelligent Systems, IS 2016, Sofia, Bulgaria, September 4-6, 2016. pages 552-559, IEEE, 2016. [doi]
Abstract is missing.