Luca Gambarelli

According to our database, Luca Gambarelli authored at least 5 papers between 2017 and 2021.

Collaborative distances:

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

2021

Towards new volatility measures for the EU stock market.

Luca Gambarelli, Silvia Muzzioli, Bernard De Baets

Proceedings of WILF 2021, 2021

2020

Option implied moments obtained through fuzzy regression.

Silvia Muzzioli, Luca Gambarelli, Bernard De Baets

Fuzzy Optim. Decis. Mak., 2020

2018

Indices for Financial Market Volatility Obtained Through Fuzzy Regression.

Silvia Muzzioli, Luca Gambarelli, Bernard De Baets

Int. J. Inf. Technol. Decis. Mak., 2018

Towards a Fuzzy Index of Skewness.

Silvia Muzzioli, Luca Gambarelli, Bernard De Baets

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

2017

Towards a fuzzy volatility index for the Italian market.

Silvia Muzzioli, Luca Gambarelli, Bernard De Baets

Proceedings of the 2017 IEEE International Conference on Fuzzy Systems, 2017