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Technical University of Crete
Technical University of Crete
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| URI | http://purl.tuc.gr/dl/dias/CAA487C7-1FA6-466C-96FB-B1E429DDB7F9 | - |
| Identifier | https://doi.org/10.2139/ssrn.1089117 | - |
| Language | en | - |
| Extent | 10 pages | en |
| Title | Optimization of complex financial models using nature inspired techniques | en |
| Creator | Marinakis Ioannis | en |
| Creator | Μαρινακης Ιωαννης | el |
| Creator | Marinaki Magdalini | en |
| Creator | Μαρινακη Μαγδαληνη | el |
| Creator | Dounias, G | en |
| Creator | Thomaidis, Nick D | en |
| Content Summary | This paper discusses applications of nature-inspired techniques in optimisation problems encountered in portfolio selection and applied econometrics. By means of an empirical study, we show how particle swarm intelligence can be effectively used in the estimation of a GARCH and an EGARCH model, two popular econometric parametrisations for the volatility of financial prices. We discuss several issues emerging from the application of nature-inspired techniques in financial optimisation. | en |
| Type of Item | Πλήρης Δημοσίευση σε Συνέδριο | el |
| Type of Item | Conference Full Paper | en |
| License | http://creativecommons.org/licenses/by/4.0/ | en |
| Date of Item | 2015-11-06 | - |
| Date of Publication | 2007 | - |
| Subject | Capability, Financial (Financial literacy) | en |
| Subject | Financial capability (Financial literacy) | en |
| Subject | Literacy, Financial | en |
| Subject | financial literacy | en |
| Subject | capability financial financial literacy | en |
| Subject | financial capability financial literacy | en |
| Subject | literacy financial | en |
| Bibliographic Citation | N. Thomaidis, Y. Marinakis, M. Marinaki , G. Dounias,"Optimization of complex financial models using nature Inspired techniques ,"in 2007 3rd Annual Symp.(NISIS) ,doi:10.2139/ssrn.1089117 | en |
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