As a paradigm of data processing, granular computation concerns processing complex data
entities called granules, which arise from data abstraction and derivation of knowledge from …

Equity asset volatility modeling and forecasting provide key information for risk
management, portfolio construction, financial decision making, and derivative pricing …

Volatility modeling and forecasting play a key role in asset allocation, risk management,
derivatives pricing and policy making. The purpose of this paper is to develop an evolving …

Equity assets volatility modeling and forecasting are fundamental in risk management,
portfolio construction, financial decision making and derivative pricing. The use of realized …

Market risk exposure plays a key role in risk management. A way to measure risk exposure
is to evaluate the losses likely to incur when the assets prices of a portfolio decline. Most …

Financial interval time series (ITS) is a sequence of the highest and lowest values of
financial data such as the highest and lowest prices of assets observed at successive time …

Financial asset volatility modeling and forecasting play a central role in risk management,
portfolio selection, and derivative pricing. The increasing availability of market data at …

The paper introduces an evolving hyperbox granulation and functional fuzzy rule-based
modeling approach within the framework of min–max learning. Evolving hyperbox fuzzy …

The paper addresses a novel evolving functional fuzzy modeling algorithm using
hyperboxes and min-max fuzzy granulation. Data space granulation is done as data are …

This paper suggests a recursive possibilistic modelling approach (rPFM) for assets return
volatility forecasting with jumps. The model employs memberships and typicalities to cluster …