Ghent University Academic Bibliography

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A TOPSIS analysis of regional competitiveness at European level

Filippo Ferrarini, Silvia Muzzioli and Bernard De Baets (UGent)

(2024) COMPETITIVENESS REVIEW. 34(7). p.52-72
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- Journal Article
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A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices

Giovanni Campisi, Silvia Muzzioli and Bernard De Baets (UGent)

(2024) INTERNATIONAL JOURNAL OF FORECASTING. 40(3). p.869-880
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Option implied moments obtained through fuzzy regression

Silvia Muzzioli, Luca Gambarelli and Bernard De Baets (UGent)

(2020) FUZZY OPTIMIZATION AND DECISION MAKING. 19(2). p.211-238
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Indices for financial market volatility obtained through fuzzy regression

Silvia Muzzioli, Luca Gambarelli and Bernard De Baets (UGent)

(2018) INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING. 17(6). p.1659-1691
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Fuzzy approaches to option price modeling

Silvia Muzzioli and Bernard De Baets (UGent)

(2017) IEEE TRANSACTIONS ON FUZZY SYSTEMS. 25(2). p.392-401
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Towards a fuzzy volatility index for the Italian market

Silvia Muzzioli, Luca Gambarelli and Bernard De Baets (UGent)

(2017) IEEE INTERNATIONAL CONFERENCE ON FUZZY SYSTEMS (FUZZ-IEEE). In IEEE International Conference on Fuzzy Systems
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A comparison of fuzzy regression methods for the estimation of the implied volatility smile function

Silvia Muzzioli, Alessio Ruggieri and Bernard De Baets (UGent)

(2015) FUZZY SETS AND SYSTEMS. 266. p.131-143
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A comparative assessment of different fuzzy regression methods for volatility forecasting

Silvia Muzzioli and Bernard De Baets (UGent)

(2013) FUZZY OPTIMIZATION AND DECISION MAKING. 12(4). p.433-450

Academic Bibliography

A TOPSIS analysis of regional competitiveness at European level

A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices

Option implied moments obtained through fuzzy regression

Indices for financial market volatility obtained through fuzzy regression

Fuzzy approaches to option price modeling

Towards a fuzzy volatility index for the Italian market

A comparison of fuzzy regression methods for the estimation of the implied volatility smile function

A comparative assessment of different fuzzy regression methods for volatility forecasting

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