Gianna Figà-Talamanca

According to our database, Gianna Figà-Talamanca authored at least 11 papers between 2005 and 2021.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2021

Detecting bubbles in Bitcoin price dynamics via market exuberance.

Alessandra Cretarola, Gianna Figà-Talamanca

Ann. Oper. Res., 2021

2020

<i>SMART-or</i> and <i>SMART-and</i> fuzzy average operators: A generalized proposal.

Andrea Capotorti, Gianna Figà-Talamanca

Fuzzy Sets Syst., 2020

2019

Studying forward looking bubbles in Bitcoin/USD exchange rates.

Stefano Bistarelli, Gianna Figà-Talamanca, Francesco Lucarini, Ivan Mercanti

Proceedings of the 23rd International Database Applications & Engineering Symposium, 2019

2018

Two SMART Fuzzy Aggregation Operators.

Andrea Capotorti, Gianna Figà-Talamanca

Proceedings of the Fuzzy Logic and Applications - 12th International Workshop, 2018

Is Arbitrage Possible in the Bitcoin Market? (Work-In-Progress Paper).

Stefano Bistarelli, Alessandra Cretarola, Gianna Figà-Talamanca, Ivan Mercanti, Marco Patacca

Proceedings of the Economics of Grids, Clouds, Systems, and Services, 2018

2016

A Generalized SMART Fuzzy Disjunction of Volatility Indicators Applied to Option Pricing in a Binomial Model.

Andrea Capotorti, Gianna Figà-Talamanca

Proceedings of the Soft Methods for Data Science, 2016

2014

Smart Fuzzy Weighted Averages of Information Elicited through Fuzzy Numbers.

Andrea Capotorti, Gianna Figà-Talamanca

Proceedings of the Information Processing and Management of Uncertainty in Knowledge-Based Systems, 2014

2013

On an implicit assessment of fuzzy volatility in the Black and Scholes environment.

Andrea Capotorti, Gianna Figà-Talamanca

Fuzzy Sets Syst., 2013

2009

Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model.

Gianna Figà-Talamanca

Comput. Stat. Data Anal., 2009

Fuzzy Option Value with Stochastic Volatility Models.

Gianna Figà-Talamanca, Maria Letizia Guerra

Proceedings of the Ninth International Conference on Intelligent Systems Design and Applications, 2009

2005

Runs tests for assessing volatility forecastability in financial time series.

Fabio Bellini, Gianna Figà-Talamanca

Eur. J. Oper. Res., 2005