@article{(Open Science Index):https://publications.waset.org/pdf/10004553,
	  title     = {A Hybrid Particle Swarm Optimization-Nelder- Mead Algorithm (PSO-NM) for Nelson-Siegel- Svensson Calibration},
	  author    = {Sofia Ayouche and  Rachid Ellaia and  Rajae Aboulaich},
	  country	= {},
	  institution	= {},
	  abstract     = {Today, insurers may use the yield curve as an indicator
evaluation of the profit or the performance of their portfolios;
therefore, they modeled it by one class of model that has the ability
to fit and forecast the future term structure of interest rates. This class
of model is the Nelson-Siegel-Svensson model. Unfortunately, many
authors have reported a lot of difficulties when they want to calibrate
the model because the optimization problem is not convex and has
multiple local optima. In this context, we implement a hybrid Particle
Swarm optimization and Nelder Mead algorithm in order to minimize
by least squares method, the difference between the zero-coupon
curve and the NSS curve.},
	    journal   = {International Journal of Economics and Management Engineering},
	  volume    = {10},
	  number    = {4},
	  year      = {2016},
	  pages     = {1365 - 1369},
	  ee        = {https://publications.waset.org/pdf/10004553},
	  url   	= {https://publications.waset.org/vol/112},
	  bibsource = {https://publications.waset.org/},
	  issn  	= {eISSN: 1307-6892},
	  publisher = {World Academy of Science, Engineering and Technology},
	  index 	= {Open Science Index 112, 2016},
	}