Silvia Muzzioli

According to our database, Silvia Muzzioli authored at least 19 papers between 1998 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

The development of the LGBT+ University Inclusion Index and its application to Italian universities.

Tullia Russo, Tindara Addabbo, Silvia Muzzioli, Bernard De Baets

Proceedings of WILF 2021, 2021

Towards new volatility measures for the EU stock market.

Luca Gambarelli, Silvia Muzzioli, Bernard De Baets

Proceedings of WILF 2021, 2021

2020

Option implied moments obtained through fuzzy regression.

Silvia Muzzioli, Luca Gambarelli, Bernard De Baets

Fuzzy Optim. Decis. Mak., 2020

2018

Indices for Financial Market Volatility Obtained Through Fuzzy Regression.

Silvia Muzzioli, Luca Gambarelli, Bernard De Baets

Int. J. Inf. Technol. Decis. Mak., 2018

Towards a Fuzzy Index of Skewness.

Silvia Muzzioli, Luca Gambarelli, Bernard De Baets

Proceedings of the Fuzzy Logic and Applications - 12th International Workshop, 2018

The Future of Fuzzy Sets in Finance: New Challenges in Machine Learning and Explainable AI.

Silvia Muzzioli

Proceedings of the Fuzzy Logic and Applications - 12th International Workshop, 2018

2017

Fuzzy Approaches to Option Price Modeling.

Silvia Muzzioli, Bernard De Baets

IEEE Trans. Fuzzy Syst., 2017

Towards a fuzzy volatility index for the Italian market.

Silvia Muzzioli, Luca Gambarelli, Bernard De Baets

Proceedings of the 2017 IEEE International Conference on Fuzzy Systems, 2017

2015

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

Silvia Muzzioli, A. Ruggieri, Bernard De Baets

Fuzzy Sets Syst., 2015

2013

A comparative assessment of different fuzzy regression methods for volatility forecasting.

Silvia Muzzioli, Bernard De Baets

Fuzzy Optim. Decis. Mak., 2013

2009

On the no-arbitrage condition in option implied trees.

Vittorio Moriggia, Silvia Muzzioli, Costanza Torricelli

Eur. J. Oper. Res., 2009

2008

American option pricing with imprecise risk-neutral probabilities.

Silvia Muzzioli, Huguette Reynaerts

Int. J. Approx. Reason., 2008

2007

Option Pricing in the Presence of Uncertainty.

Silvia Muzzioli, Huguette Reynaerts

Proceedings of the Perception-based Data Mining and Decision Making in Economics and Finance, 2007

The solution of fuzzy linear systems by non-linear programming: a financial application.

Silvia Muzzioli, Huguette Reynaerts

Eur. J. Oper. Res., 2007

2006

Fuzzy linear systems of the form <i>A</i>₁<i>x</i>+<i>b</i>₁=<i>A</i>₂<i>x</i>+<i>b</i>₂.

Silvia Muzzioli, Huguette Reynaerts

Fuzzy Sets Syst., 2006

2005

The pricing of options on an interval binomial tree. An application to the DAX-index option market.

Silvia Muzzioli, Costanza Torricelli

Eur. J. Oper. Res., 2005

2002

Implied trees in illiquid markets: A Choquet pricing approach.

Silvia Muzzioli, Costanza Torricelli

Int. J. Intell. Syst., 2002

2001

A Multiperiod Binomial Model for Pricing Options in an Uncertain World.

Silvia Muzzioli, Costanza Torricelli

Proceedings of the ISIPTA '01, 2001

1998

Note on ranking fuzzy triangular numbers.

Gisella Facchinetti, Roberto Ghiselli Ricci, Silvia Muzzioli

Int. J. Intell. Syst., 1998