Journal of Applied Mathematics and Decision Sciences
Volume 2009 (2009), Article ID 179230, 19 pages
doi:10.1155/2009/179230
Research Article

Selecting the Best Forecasting-Implied Volatility Model Using Genetic Programming

Wafa Abdelmalek,1 Sana Ben Hamida,2 and Fathi Abid1

1RU: MODESFI, Faculty of Economics and Business, Road of the Airport Km 4, 3018 Sfax, Tunisia
2Laboratory of Intelligent IT Engineering, Higher School of Technology and Computer Science, 2035 Charguia, Tunisia

Received 29 November 2008; Revised 15 April 2009; Accepted 10 June 2009

Academic Editor: Lean Yu

Copyright © 2009 Wafa Abdelmalek et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Wafa Abdelmalek, Sana Ben Hamida, and Fathi Abid, “Selecting the Best Forecasting-Implied Volatility Model Using Genetic Programming,” Journal of Applied Mathematics and Decision Sciences, vol. 2009, Article ID 179230, 19 pages, 2009. doi:10.1155/2009/179230