Estimating a fuzzy term structure of interest rates using fuzzy regression techniques.

DOI10.1016/S0377-2217(02)00854-8zbMath1099.91522OpenAlexW1984310934MaRDI QIDQ1420466

Antonio Terceño Gómez, Jorge de Andrés-Sánchez

Publication date: 2 February 2004

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(02)00854-8

zbMATH Keywords

Fuzzy setsFinanceInvestment analysisFuzzy regressionTemporal structure of interest rates

Mathematics Subject Classification ID

Related Items (8)

Kriging of financial term-structures ⋮ Multiple regression with fuzzy data ⋮ A new index for bond management in an uncertain environment ⋮ An omission approach for detecting outliers in fuzzy regression models ⋮ A study of Greek letters of currency option under uncertainty environments ⋮ The Cournot game under a fuzzy decision environment ⋮ A comparative assessment of different fuzzy regression methods for volatility forecasting ⋮ A jump-diffusion model for option pricing under fuzzy environments

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• The fuzzy mathematics of finance
• Fuzzy capital budgeting
• Fuzzy Financial Pricing of Property-Liability Insurance
• Fuzzy regression using asymmetric fuzzy coefficients and fuzzified neural networks

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