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Intraday value-at-risk estimation for directional change events and investment strategies.

, , and . SSCI, page 1-8. IEEE, (2017)

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A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood., , , and . Comput. Stat. Data Anal., 56 (11): 3398-3414 (2012)Time Varying Correlation Estimation Using Probabilistic Fuzzy Systems., and . IPMU (2), volume 611 of Communications in Computer and Information Science, page 752-763. Springer, (2016)Multivariate time-varying volatility modeling using Probabilistic Fuzzy Systems., , , and . SSCI, page 1-8. IEEE, (2016)Portfolio Re-Balancing and Optimization Using Directional Changes and Genetic Algorithms., , and . CEC, page 1-8. IEEE, (2023)Forecasting Directional Change Uncertainty Using Probabilistic Fuzzy Systems., and . FUZZ-IEEE, page 1-8. IEEE, (2018)Conditional Density Estimation Using Fuzzy GARCH Models., , , and . SMPS, volume 190 of Advances in Intelligent Systems and Computing, page 173-181. Springer, (2012)A multi-covariate semi-parametric conditional volatility model using probabilistic fuzzy systems., , , and . CIFEr, page 1-8. IEEE, (2012)Estimation of flexible fuzzy GARCH models for conditional density estimation., , , and . Inf. Sci., (2014)Multivariate Count Data Models for Time Series Forecasting., , and . Entropy, 23 (6): 718 (2021)Hit-And-Run enables efficient weight generation for simulation-based multiple criteria decision analysis., , , and . Eur. J. Oper. Res., 224 (3): 552-559 (2013)