{"id":"https://openalex.org/W2611756351","doi":"https://doi.org/10.1109/ifsa-scis.2017.8023316","title":"An alternative estimation of market volatility based on fuzzy transform","display_name":"An alternative estimation of market volatility based on fuzzy transform","publication_year":2017,"publication_date":"2017-06-01","ids":{"openalex":"https://openalex.org/W2611756351","doi":"https://doi.org/10.1109/ifsa-scis.2017.8023316","mag":"2611756351"},"language":"en","primary_location":{"id":"doi:10.1109/ifsa-scis.2017.8023316","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ifsa-scis.2017.8023316","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2017 Joint 17th World Congress of International Fuzzy Systems Association and 9th International Conference on Soft Computing and Intelligent Systems (IFSA-SCIS)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1705.01348","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5068516967","display_name":"Luigi Troiano","orcid":"https://orcid.org/0000-0002-8304-8813"},"institutions":[{"id":"https://openalex.org/I16337185","display_name":"University of Sannio","ror":"https://ror.org/04vc81p87","country_code":"IT","type":"education","lineage":["https://openalex.org/I16337185"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Luigi Troiano","raw_affiliation_strings":["Department of Engineering, University of Sannio, Benevento, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Engineering, University of Sannio, Benevento, Italy","institution_ids":["https://openalex.org/I16337185"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5048131827","display_name":"E. Mejuto-Villa","orcid":"https://orcid.org/0000-0002-4243-1592"},"institutions":[{"id":"https://openalex.org/I16337185","display_name":"University of Sannio","ror":"https://ror.org/04vc81p87","country_code":"IT","type":"education","lineage":["https://openalex.org/I16337185"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Elena Mejuto","raw_affiliation_strings":["Department of Engineering, University of Sannio, Benevento, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Engineering, University of Sannio, Benevento, Italy","institution_ids":["https://openalex.org/I16337185"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5089741192","display_name":"Pravesh Kriplani","orcid":null},"institutions":[{"id":"https://openalex.org/I16337185","display_name":"University of Sannio","ror":"https://ror.org/04vc81p87","country_code":"IT","type":"education","lineage":["https://openalex.org/I16337185"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Pravesh Kriplani","raw_affiliation_strings":["University of Sannio, CISELab, Benevento, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Sannio, CISELab, Benevento, Italy","institution_ids":["https://openalex.org/I16337185"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I16337185"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.03829384,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"6"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9968000054359436,"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":0.9968000054359436,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9902999997138977,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9625999927520752,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/volatility","display_name":"Volatility (finance)","score":0.7377617359161377},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.7155557870864868},{"id":"https://openalex.org/keywords/standard-deviation","display_name":"Standard deviation","score":0.596769392490387},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.5795191526412964},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5108391642570496},{"id":"https://openalex.org/keywords/measure","display_name":"Measure (data warehouse)","score":0.5011963844299316},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.47619378566741943},{"id":"https://openalex.org/keywords/stock-market-index","display_name":"Stock market index","score":0.4647103548049927},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4168281853199005},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3275325894355774},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.28643739223480225},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.24071776866912842},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.10322621464729309},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.06126949191093445},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.054140180349349976}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.7377617359161377},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.7155557870864868},{"id":"https://openalex.org/C22679943","wikidata":"https://www.wikidata.org/wiki/Q159375","display_name":"Standard deviation","level":2,"score":0.596769392490387},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5795191526412964},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5108391642570496},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.5011963844299316},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.47619378566741943},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.4647103548049927},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4168281853199005},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3275325894355774},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.28643739223480225},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.24071776866912842},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.10322621464729309},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.06126949191093445},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.054140180349349976},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":6,"locations":[{"id":"doi:10.1109/ifsa-scis.2017.8023316","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ifsa-scis.2017.8023316","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2017 Joint 17th World Congress of International Fuzzy Systems Association and 9th International Conference on Soft Computing and Intelligent Systems (IFSA-SCIS)","raw_type":"proceedings-article"},{"id":"pmh:oai:RePEc:arx:papers:1705.01348","is_oa":false,"landing_page_url":"http://arxiv.org/pdf/1705.01348","pdf_url":"http://arxiv.org/pdf/1705.01348","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:arXiv.org:1705.01348","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1705.01348","pdf_url":"https://arxiv.org/pdf/1705.01348","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"mag:2611756351","is_oa":true,"landing_page_url":"https://arxiv.org/pdf/1705.01348.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"arXiv (Cornell University)","raw_type":null},{"id":"mag:3121790337","is_oa":false,"landing_page_url":"https://econpapers.repec.org/RePEc:arx:papers:1705.01348","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null},{"id":"doi:10.48550/arxiv.1705.01348","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1705.01348","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1705.01348","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1705.01348","pdf_url":"https://arxiv.org/pdf/1705.01348","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2611756351.pdf","grobid_xml":"https://content.openalex.org/works/W2611756351.grobid-xml"},"referenced_works_count":9,"referenced_works":["https://openalex.org/W1968067315","https://openalex.org/W1973332055","https://openalex.org/W2037017850","https://openalex.org/W2042353101","https://openalex.org/W2044207100","https://openalex.org/W2075594316","https://openalex.org/W2077134345","https://openalex.org/W2106093860","https://openalex.org/W2575013785"],"related_works":["https://openalex.org/W3121790337","https://openalex.org/W2965079926","https://openalex.org/W2745474624","https://openalex.org/W2807427961","https://openalex.org/W2641507300","https://openalex.org/W2901989594","https://openalex.org/W3121989856","https://openalex.org/W2912457548","https://openalex.org/W2278970466","https://openalex.org/W3122353588","https://openalex.org/W2600860003","https://openalex.org/W2416168347","https://openalex.org/W2107932680","https://openalex.org/W2274116028","https://openalex.org/W3147573658","https://openalex.org/W2165113309","https://openalex.org/W2964820890","https://openalex.org/W2207394838","https://openalex.org/W2512211931","https://openalex.org/W3155261945"],"abstract_inverted_index":{"Realization":[0],"of":[1,3,13,20,29,41,51,61],"uncertainty":[2],"prices":[4,14],"is":[5,10,23,56,72],"captured":[6],"by":[7,65,74],"volatility,":[8],"that":[9],"the":[11,39,59,76,83],"tendency":[12],"to":[15],"vary":[16],"along":[17],"a":[18],"period":[19,84],"time.":[21],"This":[22],"generally":[24],"measured":[25],"as":[26,47],"standard":[27,70],"deviation":[28],"daily":[30],"returns.":[31],"In":[32],"this":[33],"paper":[34],"we":[35],"propose":[36],"and":[37,44],"investigate":[38],"application":[40],"fuzzy":[42],"transform":[43],"its":[45],"inverse":[46],"an":[48],"alternative":[49],"measure":[50,54,63],"volatility.":[52],"The":[53],"obtained":[55],"compatible":[57],"with":[58,69],"definition":[60,71],"risk":[62],"given":[64],"Luce.":[66],"A":[67],"comparison":[68],"performed":[73],"considering":[75],"NIFTY":[77],"50":[78],"stock":[79],"market":[80],"index":[81],"within":[82],"Sept.":[85],"2000-Feb.":[86],"2017.":[87]},"counts_by_year":[],"updated_date":"2026-08-11T07:18:39.950985","created_date":"2025-10-10T00:00:00"}