MUZZIOLI, Silvia
MUZZIOLI, Silvia
Dipartimento di Economia "Marco Biagi"
A comparative assessment of different fuzzy regression methods for volatility forecasting
2013-01-01 Muzzioli, Silvia; B., De Baets
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function
2013-01-01 Muzzioli, S.; Ruggieri, A.; De Baets, B.
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function
2015-01-01 Muzzioli, Silvia; Ruggieri, A.; De Baets, B.
A comparison of machine learning methods for predicting stock returns in the US market
2021-01-01 Muzzioli, S.; Campisi, G.; De Baets, B.
A model for pricing an option with a fuzzy payoff
2001-01-01 Muzzioli, Silvia; Torricelli, Costanza
A multiperiod binomial model for pricing options in a vague world
2004-01-01 Muzzioli, Silvia; Torricelli, Costanza
A Multiperiod Binomial Model for Pricing Options in an Uncertain World
2001-01-01 Muzzioli, Silvia; Torricelli, Costanza
A multiperiod binomial model for ricing options in an uncertain world
2001-01-01 Muzzioli, Silvia; Torricelli, Costanza
A note on fuzzy linear systems
2003-01-01 Muzzioli, Silvia
A note on normalization schemes: The case of generalized forecast error variance decompositions
2016-01-01 Caloia, F. G.; Cipollini, A.; Muzzioli, S.
A poset-based analysis of regional innovation at European level
2021-01-01 Damiani, F.; Muzzioli, S.; De Baets, B.
A TOPSIS analysis of regional competitiveness at European level
2021-01-01 Ferrarini, F.; Muzzioli, S.; De Baets, B.
American option pricing with imprecise risk neutral probabilities: from plain intervals to fuzzy sets
2007-01-01 Muzzioli, Silvia; H., Reynaerts
American Option Pricing with Imprecise Risk-Neutral Probabilities
2008-01-01 Muzzioli, Silvia; H., Reynaerts
An OWA Analysis of the VSTOXX volatility index
2022-01-01 Gambarelli., L.; Muzzioli, S.; De Baets, B.
Assessing skewness in financial markets
2020-01-01 Campisi, G.; La Rocca, L.; Muzzioli, S.
Assessing skewness in financial markets
2023-01-01 Campisi, G.; La Rocca, L.; Muzzioli, S.
Assessing the information content of option-based volatility forecastsusing fuzzy regression methods
2011-01-01 Muzzioli, Silvia; B., De Baets
Asymmetric correlations and hedging effectiveness of cryptocurrencies for the European stock market
2022-01-01 Gambarelli., L.; Marchi, G.; Muzzioli, S.
Asymmetric semi-volatility spillover effects in EMU stock markets
2018-01-01 Giuseppe Caloia, Francesco; Cipollini, Andrea; Muzzioli, Silvia