{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,30]],"date-time":"2024-10-30T14:26:12Z","timestamp":1730298372234,"version":"3.28.0"},"reference-count":35,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2016,12]]},"DOI":"10.1109\/ssci.2016.7850011","type":"proceedings-article","created":{"date-parts":[[2017,2,16]],"date-time":"2017-02-16T17:24:33Z","timestamp":1487265873000},"page":"1-8","source":"Crossref","is-referenced-by-count":0,"title":["Multivariate time-varying volatility modeling using Probabilistic Fuzzy Systems"],"prefix":"10.1109","author":[{"given":"Nalan","family":"Basturk","sequence":"first","affiliation":[]},{"given":"Rui Jorge","family":"Almeida","sequence":"additional","affiliation":[]},{"given":"Robert","family":"Golan","sequence":"additional","affiliation":[]},{"given":"Uzay","family":"Kaymak","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"ref33","doi-asserted-by":"publisher","DOI":"10.1109\/FUZZY.2005.1452548"},{"key":"ref32","first-page":"605","article-title":"Fuzzy histograms: A statistical analysis","author":"waltman","year":"2005","journal-title":"EUSFLAT-LFA 2005 Joint 4th EUSFLAT 11th LFA Conference"},{"key":"ref31","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4757-0450-1"},{"key":"ref30","doi-asserted-by":"publisher","DOI":"10.1002\/isaf.293"},{"key":"ref35","doi-asserted-by":"publisher","DOI":"10.2139\/ssrn.2650378"},{"key":"ref34","doi-asserted-by":"publisher","DOI":"10.1111\/0022-1082.00146"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1016\/j.ins.2014.01.021"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(89)90049-4"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1198\/073500102288618496"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1198\/073500102288618487"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1016\/j.jempfin.2008.10.005"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/3.2.281"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1002\/jae.842"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1016\/j.ijforecast.2013.11.007"},{"key":"ref18","article-title":"Time-varying correlation estimation using probabilistic fuzzy systems","author":"ba?t\u00fcrk","year":"2016","journal-title":"forthcoming in proceedings of IPMU-2016 International Conference"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1109\/FUZZY.2008.4630661"},{"key":"ref28","doi-asserted-by":"publisher","DOI":"10.1109\/FUZZ.2001.1009140"},{"key":"ref4","volume":"16","author":"markowitz","year":"1968","journal-title":"Portfolio Selection Efficient Diversification of Investments"},{"key":"ref27","doi-asserted-by":"publisher","DOI":"10.1109\/TFUZZ.2012.2235839"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.3390\/risks2010025"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1016\/B978-0-444-50897-3.50005-5"},{"key":"ref29","doi-asserted-by":"publisher","DOI":"10.1109\/FUZZ.2003.1209384"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(86)90063-1"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-33042-1_19"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1109\/CIFEr.2012.6327765"},{"journal-title":"Bank International Settlement Annual Report","article-title":"Regulatory consistency assessment programme (RCAP)&#x2014;analysis of risk-weighted assets for credit risk in the banking book","year":"2013","key":"ref2"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1109\/CIFEr.2014.6924114"},{"journal-title":"Bank International Settlement Annual Report","article-title":"Principles for effective risk data aggregation and risk reporting","year":"2013","key":"ref1"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1109\/TFUZZ.2005.859326"},{"key":"ref22","doi-asserted-by":"publisher","DOI":"10.1016\/0022-247X(68)90078-4"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1109\/TFUZZ.2012.2188897"},{"key":"ref24","doi-asserted-by":"publisher","DOI":"10.1016\/S0165-0114(97)00080-8"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.1080\/00401706.1995.10484330"},{"key":"ref26","doi-asserted-by":"publisher","DOI":"10.1016\/j.fss.2010.11.007"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-7908-1800-0"}],"event":{"name":"2016 IEEE Symposium Series on Computational Intelligence (SSCI)","start":{"date-parts":[[2016,12,6]]},"location":"Athens, Greece","end":{"date-parts":[[2016,12,9]]}},"container-title":["2016 IEEE Symposium Series on Computational Intelligence (SSCI)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/7840087\/7849361\/07850011.pdf?arnumber=7850011","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,3,1]],"date-time":"2017-03-01T17:57:33Z","timestamp":1488391053000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/7850011\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2016,12]]},"references-count":35,"URL":"https:\/\/doi.org\/10.1109\/ssci.2016.7850011","relation":{},"subject":[],"published":{"date-parts":[[2016,12]]}}}