%0 Journal Article
	%A Sofia Ayouche and  Rachid Ellaia and  Rajae Aboulaich
	%D 2016
	%J International Journal of Economics and Management Engineering
	%B World Academy of Science, Engineering and Technology
	%I Open Science Index 112, 2016
	%T A Hybrid Particle Swarm Optimization-Nelder- Mead Algorithm (PSO-NM) for Nelson-Siegel- Svensson Calibration
	%U https://publications.waset.org/pdf/10004553
	%V 112
	%X 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.
	%P 1365 - 1369