SUSTAINABLE RISK MANAGEMENT: FUZZY APPROACH TO VOLATILITY AND APPLICATION ON FTSE 100 INDEX
| dc.contributor.author | Sinem Peker | |
| dc.contributor.author | Manuela Tvaronaviciene | |
| dc.contributor.author | Bora Aktan | |
| dc.contributor.author | Peker, Sinem | |
| dc.contributor.author | Aktan, Bora | |
| dc.contributor.author | Tvaronaviciene, Manuela | |
| dc.date | SEP | |
| dc.date.accessioned | 2025-10-06T16:22:35Z | |
| dc.date.issued | 2014 | |
| dc.description.abstract | In this paper a fuzzy volatility labeling algorithm is offered to detect the periods with abnormal activities on daily share returns. Considering the vagueness in the switches of the time periods the membership functions of high and normal volatility classes are introduced. In the assignments both the density structure and membership degree are used. It is believed that this algorithm may be helpful to construct different estimation models for the time periods with normal and abnormal activities. Authors offer algorithm which can be used as a tool for sustainable risk management. | |
| dc.identifier.doi | 10.9770/jesi.2014.2.1(4) | |
| dc.identifier.issn | 2345-0282 | |
| dc.identifier.uri | http://dx.doi.org/10.9770/jesi.2014.2.1(4) | |
| dc.identifier.uri | https://gcris.yasar.edu.tr/handle/123456789/7426 | |
| dc.identifier.uri | https://doi.org/10.9770/jesi.2014.2.1(4) | |
| dc.language.iso | English | |
| dc.publisher | ENTERPRENEURSHIP & SUSTAINABILITY CENTER | |
| dc.relation.ispartof | Entrepreneurship and Sustainability Issues | |
| dc.rights | info:eu-repo/semantics/openAccess | |
| dc.source | ENTREPRENEURSHIP AND SUSTAINABILITY ISSUES | |
| dc.subject | volatility, FTSE, clustering, fuzzy number, labeling | |
| dc.subject | FTSE | |
| dc.subject | Clustering | |
| dc.subject | Volatility | |
| dc.subject | Labeling | |
| dc.subject | Fuzzy Number | |
| dc.title | SUSTAINABLE RISK MANAGEMENT: FUZZY APPROACH TO VOLATILITY AND APPLICATION ON FTSE 100 INDEX | |
| dc.type | Article | |
| dspace.entity.type | Publication | |
| gdc.author.wosid | Kara Peker, Sinem/AAT-1543-2020 | |
| gdc.author.wosid | Tvaronaviciene, Manuela/GVT-4155-2022 | |
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| gdc.description.department | ||
| gdc.description.departmenttemp | [Peker, Sinem] Yasar Univ, Dept Stat, Univ Caddesi 35-37,Agacli Yol,Bornova, TR-35100 Izmir, Turkey; [Tvaronaviciene, Manuela] Vilnius Gediminas Tech Univ, Business Management Fac, LT-10223 Vilnius, Lithuania; [Aktan, Bora] Univ Bahrain, Coll Business Adm, Dept Econ & Finance, Isa Town, Bahrain | |
| gdc.description.endpage | 36 | |
| gdc.description.issue | 1 | |
| gdc.description.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | |
| gdc.description.startpage | 30 | |
| gdc.description.volume | 2 | |
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| gdc.oaire.keywords | Environmental sciences | |
| gdc.oaire.keywords | Technological innovations. Automation | |
| gdc.oaire.keywords | Fuzzy numbe | |
| gdc.oaire.keywords | Labeling | |
| gdc.oaire.keywords | Volatility | |
| gdc.oaire.keywords | HD45-45.2 | |
| gdc.oaire.keywords | GE1-350 | |
| gdc.oaire.keywords | FTSE | |
| gdc.oaire.keywords | Clustering | |
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| gdc.virtual.author | Peker, Sinem | |
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| person.identifier.orcid | Tvaronaviciene- Manuela/0000-0002-9667-3730, | |
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