Evolving fuzzy modelling in risk analysis

CNPQ - CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICOTraditionally, forecast methodologies emphasize precise point-forecasts of stationary data. Risk analysisdemands forecasts that, in practice, must be developed using imprecise and nonstationary data. Currently,value-at-risk (VaR) is widely employed in ris167186CNPQ - CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICOCNPQ - CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO305796/2005-4304857/2006-