<efrbr:recordSet xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:efrbr="http://vfrbr.info/efrbr/1.1" xmlns:efrbr-work="http://vfrbr.info/efrbr/1.1/work" xmlns:efrbr-expression="http://vfrbr.info/efrbr/1.1/expression" xmlns:efrbr-manifestation="http://vfrbr.info/efrbr/1.1/manifestation" xmlns:efrbr-person="http://vfrbr.info/efrbr/1.1/person" xmlns:efrbr-corporateBody="http://vfrbr.info/efrbr/1.1/corporateBody" xmlns:efrbr-concept="http://vfrbr.info/efrbr/1.1/concept" xmlns:efrbr-structure="http://vfrbr.info/efrbr/1.1/structure" xmlns:efrbr-responsible="http://vfrbr.info/efrbr/1.1/responsible" xmlns:efrbr-subject="http://vfrbr.info/efrbr/1.1/subject" xmlns:efrbr-other="http://vfrbr.info/efrbr/1.1/other" xsi:schemaLocation="http://vfrbr.info/efrbr/1.1 http://vfrbr.info/schemas/1.1/efrbr.xsd"><efrbr:entities><efrbr-work:work identifier="http://purl.tuc.gr/dl/dias/CAA487C7-1FA6-466C-96FB-B1E429DDB7F9"><efrbr-work:titleOfTheWork>Optimization of complex financial models using nature inspired techniques</efrbr-work:titleOfTheWork></efrbr-work:work><efrbr-expression:expression identifier="http://purl.tuc.gr/dl/dias/CAA487C7-1FA6-466C-96FB-B1E429DDB7F9"><efrbr-expression:titleOfTheExpression>Optimization of complex financial models using nature inspired techniques</efrbr-expression:titleOfTheExpression><efrbr-expression:formOfExpression vocabulary="DIAS:TYPES">
            Πλήρης Δημοσίευση σε Συνέδριο
            Conference Full Paper
         </efrbr-expression:formOfExpression><efrbr-expression:dateOfExpression type="issued">2015-11-06</efrbr-expression:dateOfExpression><efrbr-expression:dateOfExpression type="published">2007</efrbr-expression:dateOfExpression><efrbr-expression:languageOfExpression vocabulary="iso639-1">en</efrbr-expression:languageOfExpression><efrbr-expression:summarizationOfContent>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.</efrbr-expression:summarizationOfContent><efrbr-expression:useRestrictionsOnTheExpression type="creative-commons">http://creativecommons.org/licenses/by/4.0/</efrbr-expression:useRestrictionsOnTheExpression><efrbr-expression:note type="conference name">3rd Annual Symposium</efrbr-expression:note></efrbr-expression:expression><efrbr-person:person identifier="http://users.isc.tuc.gr/~imarinakis"><efrbr-person:nameOfPerson vocabulary="TUC:LDAP">
            Marinakis Ioannis
            Μαρινακης Ιωαννης
         </efrbr-person:nameOfPerson></efrbr-person:person><efrbr-person:person identifier="http://users.isc.tuc.gr/~mmarinaki"><efrbr-person:nameOfPerson vocabulary="TUC:LDAP">
            Marinaki Magdalini
            Μαρινακη Μαγδαληνη
         </efrbr-person:nameOfPerson></efrbr-person:person><efrbr-person:person identifier="http://viaf.org/viaf/78906664"><efrbr-person:nameOfPerson vocabulary="VIAF">
            Dounias, G
         </efrbr-person:nameOfPerson></efrbr-person:person><efrbr-person:person identifier="http://viaf.org/viaf/40894909"><efrbr-person:nameOfPerson vocabulary="VIAF">
            Thomaidis, Nick D
         </efrbr-person:nameOfPerson></efrbr-person:person><efrbr-concept:concept identifier="http://id.loc.gov/authorities/subjects/sh2007003677"><efrbr-concept:termForTheConcept>
            Capability, Financial (Financial literacy)
            Financial capability (Financial literacy)
            Literacy, Financial
            financial literacy
            capability financial financial literacy
            financial capability financial literacy
            literacy financial
         </efrbr-concept:termForTheConcept></efrbr-concept:concept></efrbr:entities><efrbr:relationships><efrbr-structure:structureRelations><efrbr-structure:realizedThrough sourceEntity="work" sourceURI="http://purl.tuc.gr/dl/dias/CAA487C7-1FA6-466C-96FB-B1E429DDB7F9" targetEntity="expression" targetURI="http://purl.tuc.gr/dl/dias/CAA487C7-1FA6-466C-96FB-B1E429DDB7F9"/></efrbr-structure:structureRelations><efrbr-responsible:responsibleRelations><efrbr-responsible:createdBy sourceEntity="work" sourceURI="http://purl.tuc.gr/dl/dias/CAA487C7-1FA6-466C-96FB-B1E429DDB7F9" targetEntity="person" targetURI="http://users.isc.tuc.gr/~imarinakis"/><efrbr-responsible:realizedBy sourceEntity="expression" sourceURI="http://purl.tuc.gr/dl/dias/CAA487C7-1FA6-466C-96FB-B1E429DDB7F9" targetEntity="person" targetURI="http://users.isc.tuc.gr/~imarinakis" role="author"/><efrbr-responsible:realizedBy sourceEntity="expression" sourceURI="http://purl.tuc.gr/dl/dias/CAA487C7-1FA6-466C-96FB-B1E429DDB7F9" targetEntity="person" targetURI="http://users.isc.tuc.gr/~mmarinaki" role="author"/><efrbr-responsible:realizedBy sourceEntity="expression" sourceURI="http://purl.tuc.gr/dl/dias/CAA487C7-1FA6-466C-96FB-B1E429DDB7F9" targetEntity="person" targetURI="http://viaf.org/viaf/78906664" role="author"/><efrbr-responsible:realizedBy sourceEntity="expression" sourceURI="http://purl.tuc.gr/dl/dias/CAA487C7-1FA6-466C-96FB-B1E429DDB7F9" targetEntity="person" targetURI="http://viaf.org/viaf/40894909" role="author"/></efrbr-responsible:responsibleRelations><efrbr-subject:subjectRelations><efrbr-subject:hasSubject sourceEntity="work" sourceURI="http://purl.tuc.gr/dl/dias/CAA487C7-1FA6-466C-96FB-B1E429DDB7F9" targetEntity="concept" targetURI="http://id.loc.gov/authorities/subjects/sh2007003677"/></efrbr-subject:subjectRelations><efrbr-other:otherRelations/></efrbr:relationships></efrbr:recordSet>