Alternative approach to density function estimations

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F17%3A10236538" target="_blank" >RIV/61989100:27510/17:10236538 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Alternative approach to density function estimations
Original language description
Reliable decision making in finance requires sufficient knowledge about the analyzed quantities, including the type and shape of their probability distribution. In this contribution we discuss and apply an alternative way to density function estimation based on F-transform considering standard processes as well as Lévy processes. The novel approach using smoothing filter utilizing the theory of fuzzy numbers can be of a great value especially under abnormal circumstances, such as missing data, non-standard data or big data problems.
Czech name
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Czech description
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Project
<a href="/en/project/GA13-13142S" target="_blank" >GA13-13142S: Verification of suitability of particular Lévy models for selected issues of financial modeling</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
CIE 47 : proceedings of the 47th international conference on computers &amp; industrial engineering : October 11-13, 2017, Lisbon, Portugal
ISBN
978-0-00-000000-2
ISSN
2164-8689
e-ISSN
2164-8689
Number of pages
8
Pages from-to
1-8
Publisher name
University Nova of Lisbon
Place of publication
Lisabon
Event location
Lisabon
Event date
Oct 11, 2017
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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