681 citations · 781 across the 7 of their papers we have counts for
4 papers · 1 filter
Regression Driven F--Transform and Application to Smoothing of Financial Time Series
Luigi Troiano, Pravesh Kriplani, Irene Diaz
In this paper we propose to extend the definition of fuzzy transform in order to consider an interpolation of models that are richer than the standard fuzzy transform. We focus on…
An Alternative Estimation of Market Volatility based on Fuzzy Transform
Luigi Troiano, Elena Mejuto Villa, Pravesh Kriplani
Realization of uncertainty of prices is captured by volatility, that is the tendency of prices to vary along a period of time. This is generally measured as standard deviation of d…
On Feature Reduction using Deep Learning for Trend Prediction in Finance
Luigi Troiano, Elena Mejuto, Pravesh Kriplani
One of the major advantages in using Deep Learning for Finance is to embed a large collection of information into investment decisions. A way to do that is by means of compression,…
Matching Media Contents with User Profiles by means of the Dempster-Shafer Theory
Luigi Troiano, Irene Díaz, Ciro Gaglione
The media industry is increasingly personalizing the offering of contents in attempt to better target the audience. This requires to analyze the relationships that goes established…