Journal Papers (ISI)

Biblio logo(3) An OWA Analysis of the VSTOXX Volatility Index
L. Gambarelli, S. Muzzioli and B. De Baets
(2025) INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING. 24, 963–995.
Biblio logo(2) Option implied moments obtained through fuzzy regression
S. Muzzioli, L. Gambarelli and B. De Baets
(2020) FUZZY OPTIMIZATION AND DECISION MAKING. 19, 211-238.
Biblio logo(1) Indices for financial market volatility obtained through fuzzy regression
S. Muzzioli, L. Gambarelli and B. De Baets
(2018) INTERNAT. J. INFORMATION TECHNOLOGY AND DECISION MAKING. 17, 1659–1691.