Tail point density estimation using probabilistic fuzzy systems

2009 International Fuzzy Systems Association World Congress and 2009 European Society for Fuzzy Logic and Technology Conference, IFSA-EUSFLAT 2009 - Proceedings

Volumn , Issue , 2009, Pages 1809-1814

  Almeida, R J ^a   Kaymak, U ^a  

^a Erasmus University Rotterdam   (Netherlands)

Author keywords

Density estimation; Extreme values; Fuzzy histograms; Probabilistic fuzzy systems; Value at risk

Indexed keywords

DATA DISTRIBUTION; DENSITY ESTIMATION; ESTIMATION PROCESS; EXTREME VALUE; FINANCIAL INSTITUTION; FINANCIAL MARKET; FUZZY HISTOGRAM; GARCH MODELS; MARKET RISKS; POINT DENSITY; VALUE AT RISK;

COMMERCE; ESTIMATION; FUZZY LOGIC; FUZZY SYSTEMS; STATISTICAL METHODS;

VALUE ENGINEERING;

EID: 84871891852     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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