{"id":"https://openalex.org/W2550783408","doi":"https://doi.org/10.1007/978-3-319-40314-4_7","title":"Evolving Possibilistic Fuzzy Modeling and Application in Value-at-Risk Estimation","display_name":"Evolving Possibilistic Fuzzy Modeling and Application in Value-at-Risk Estimation","publication_year":2016,"publication_date":"2016-11-14","ids":{"openalex":"https://openalex.org/W2550783408","doi":"https://doi.org/10.1007/978-3-319-40314-4_7","mag":"2550783408"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-40314-4_7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-40314-4_7","pdf_url":null,"source":{"id":"https://openalex.org/S4210229206","display_name":"Studies in fuzziness and soft computing","issn_l":"1434-9922","issn":["1434-9922","1860-0808"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Studies in Fuzziness and Soft Computing","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5049085341","display_name":"Leandro Maciel","orcid":"https://orcid.org/0000-0002-1900-7179"},"institutions":[{"id":"https://openalex.org/I181391015","display_name":"Universidade Estadual de Campinas (UNICAMP)","ror":"https://ror.org/04wffgt70","country_code":"BR","type":"education","lineage":["https://openalex.org/I181391015"]}],"countries":["BR"],"is_corresponding":true,"raw_author_name":"Leandro Maciel","raw_affiliation_strings":["School of Electrical and Computer Engineering, University of Campinas, Campinas, S\u00e3o Paulo, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Electrical and Computer Engineering, University of Campinas, Campinas, S\u00e3o Paulo, Brazil","institution_ids":["https://openalex.org/I181391015"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5070671093","display_name":"Ros\u00e2ngela Ballini","orcid":"https://orcid.org/0000-0001-6683-4380"},"institutions":[{"id":"https://openalex.org/I181391015","display_name":"Universidade Estadual de Campinas (UNICAMP)","ror":"https://ror.org/04wffgt70","country_code":"BR","type":"education","lineage":["https://openalex.org/I181391015"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Rosangela Ballini","raw_affiliation_strings":["School of Electrical and Computer Engineering, University of Campinas, Campinas, S\u00e3o Paulo, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Electrical and Computer Engineering, University of Campinas, Campinas, S\u00e3o Paulo, Brazil","institution_ids":["https://openalex.org/I181391015"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5009222136","display_name":"Fernando Gomide","orcid":"https://orcid.org/0000-0001-5716-4282"},"institutions":[{"id":"https://openalex.org/I181391015","display_name":"Universidade Estadual de Campinas (UNICAMP)","ror":"https://ror.org/04wffgt70","country_code":"BR","type":"education","lineage":["https://openalex.org/I181391015"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Fernando Gomide","raw_affiliation_strings":["Institute of Economics, University of Campinas, Campinas, S\u00e3o Paulo, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Economics, University of Campinas, Campinas, S\u00e3o Paulo, Brazil","institution_ids":["https://openalex.org/I181391015"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5049085341"],"corresponding_institution_ids":["https://openalex.org/I181391015"],"apc_list":null,"apc_paid":null,"fwci":1.0111,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.82140635,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"119","last_page":"139"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9976999759674072,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9976999759674072,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9958999752998352,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9940999746322632,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/value-at-risk","display_name":"Value at risk","score":0.6894214153289795},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6071505546569824},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.5322130918502808},{"id":"https://openalex.org/keywords/estimation","display_name":"Estimation","score":0.4822009801864624},{"id":"https://openalex.org/keywords/measure","display_name":"Measure (data warehouse)","score":0.4691399931907654},{"id":"https://openalex.org/keywords/cluster-analysis","display_name":"Cluster analysis","score":0.46801885962486267},{"id":"https://openalex.org/keywords/ewma-chart","display_name":"EWMA chart","score":0.46460622549057007},{"id":"https://openalex.org/keywords/risk-measure","display_name":"Risk measure","score":0.4613149166107178},{"id":"https://openalex.org/keywords/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.4418957233428955},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.43556928634643555},{"id":"https://openalex.org/keywords/market-risk","display_name":"Market risk","score":0.4290286898612976},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.42727071046829224},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.38901373744010925},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.3647669553756714},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.29019272327423096},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.28403711318969727},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.17676734924316406},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.16605865955352783},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.14486530423164368},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.08140864968299866}],"concepts":[{"id":"https://openalex.org/C94128290","wikidata":"https://www.wikidata.org/wiki/Q963287","display_name":"Value at risk","level":3,"score":0.6894214153289795},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6071505546569824},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.5322130918502808},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.4822009801864624},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.4691399931907654},{"id":"https://openalex.org/C73555534","wikidata":"https://www.wikidata.org/wiki/Q622825","display_name":"Cluster analysis","level":2,"score":0.46801885962486267},{"id":"https://openalex.org/C74746147","wikidata":"https://www.wikidata.org/wiki/Q5324652","display_name":"EWMA chart","level":4,"score":0.46460622549057007},{"id":"https://openalex.org/C2781472820","wikidata":"https://www.wikidata.org/wiki/Q2154759","display_name":"Risk measure","level":3,"score":0.4613149166107178},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.4418957233428955},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.43556928634643555},{"id":"https://openalex.org/C73858035","wikidata":"https://www.wikidata.org/wiki/Q1164550","display_name":"Market risk","level":2,"score":0.4290286898612976},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.42727071046829224},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.38901373744010925},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.3647669553756714},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.29019272327423096},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.28403711318969727},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.17676734924316406},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.16605865955352783},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.14486530423164368},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.08140864968299866},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C196985124","wikidata":"https://www.wikidata.org/wiki/Q1369242","display_name":"Control chart","level":3,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-319-40314-4_7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-40314-4_7","pdf_url":null,"source":{"id":"https://openalex.org/S4210229206","display_name":"Studies in fuzziness and soft computing","issn_l":"1434-9922","issn":["1434-9922","1860-0808"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Studies in Fuzziness and Soft Computing","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Partnerships for the goals","score":0.4099999964237213,"id":"https://metadata.un.org/sdg/17"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":56,"referenced_works":["https://openalex.org/W100400052","https://openalex.org/W178056938","https://openalex.org/W322952782","https://openalex.org/W1529021355","https://openalex.org/W1554253427","https://openalex.org/W1963607300","https://openalex.org/W1963958800","https://openalex.org/W1968475685","https://openalex.org/W1979575715","https://openalex.org/W1989899182","https://openalex.org/W1991848143","https://openalex.org/W1994117189","https://openalex.org/W1997101808","https://openalex.org/W2003701397","https://openalex.org/W2006626546","https://openalex.org/W2007551252","https://openalex.org/W2013845289","https://openalex.org/W2021347076","https://openalex.org/W2025218859","https://openalex.org/W2028324708","https://openalex.org/W2033983603","https://openalex.org/W2040895929","https://openalex.org/W2051146201","https://openalex.org/W2052201135","https://openalex.org/W2060685971","https://openalex.org/W2066798080","https://openalex.org/W2082329499","https://openalex.org/W2086722369","https://openalex.org/W2087210695","https://openalex.org/W2093126808","https://openalex.org/W2093347696","https://openalex.org/W2094603430","https://openalex.org/W2097980832","https://openalex.org/W2116535737","https://openalex.org/W2118259239","https://openalex.org/W2120688485","https://openalex.org/W2126930392","https://openalex.org/W2128467430","https://openalex.org/W2133986364","https://openalex.org/W2135177937","https://openalex.org/W2136340804","https://openalex.org/W2137992452","https://openalex.org/W2150747312","https://openalex.org/W2151863350","https://openalex.org/W2152161790","https://openalex.org/W2158054309","https://openalex.org/W2162635690","https://openalex.org/W2167428023","https://openalex.org/W2168175751","https://openalex.org/W2172861218","https://openalex.org/W2215168096","https://openalex.org/W2431330580","https://openalex.org/W2537520019","https://openalex.org/W2784613697","https://openalex.org/W3124454571","https://openalex.org/W4252837867"],"related_works":["https://openalex.org/W2120387405","https://openalex.org/W3033433420","https://openalex.org/W2895316051","https://openalex.org/W332983008","https://openalex.org/W3169850006","https://openalex.org/W2253752404","https://openalex.org/W2157861683","https://openalex.org/W1569993564","https://openalex.org/W254441641","https://openalex.org/W2805397017"],"abstract_inverted_index":null,"counts_by_year":[{"year":2017,"cited_by_count":1}],"updated_date":"2026-08-21T09:56:20.448147","created_date":"2025-10-10T00:00:00"}
