Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing
By Aerambamoorthy Thavaneswaran, Srimantoorao S. Appadoo, A. Paseka. 2009
70 citations recorded by the source corpus.
Subfields: Finance
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Citations in the corpus
- Stock Market Prediction on High-Frequency Data Using Generative Adversarial Nets (2018, background): “[30] demonstrated the superiority of the fuzzy forecasts and then derived the membership function for the European call price by fuzzifying the interest rate, volatility, and the initial value of the stock price.”