A Hybrid Particle Swarm Optimization to Forecast Implied Volatility Risk

Kais Tissaoui, Sahbi Boubaker, Waleed Saud Alghassab, Taha Zaghdoudi and Jamel Azibi
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Kais Tissaoui: University of Hail
Sahbi Boubaker: University of Jeddah
Waleed Saud Alghassab: University of Hail
Taha Zaghdoudi: University of Hail
Jamel Azibi: LIRSA - Laboratoire interdisciplinaire de recherche en sciences de l'action - CNAM - Conservatoire National des Arts et Métiers [CNAM], UJ - Université de Jendouba

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Date: 2022
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Published in CMC-Computers, Materials & Continua, 2022, 73 (2), pp.4291-4309. ⟨10.32604/cmc.2022.028830⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04363739

DOI: 10.32604/cmc.2022.028830

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