Open Access

ARTICLE

A Hybrid Particle Swarm Optimization to Forecast Implied Volatility Risk

Kais Tissaoui^1,2,*, Sahbi Boubaker^3,4, Waleed Saud Alghassab¹, Taha Zaghdoudi^1,5, Jamel Azibi⁶

1 University of Ha’il, Applied College, Hail City, Saudi Arabia
2 University of Tunis El Manar, Faculty of Economic Sciences and Management of Tunis, the International Finance Group, Tunis, Tunisia
3 Department of Computer and Network Engineering, College of Computer Science and Engineering, University of Jeddah, Jeddah, 21959, Saudi Arabia
4 Research Unit on Study of Systems and Renewable Energy, National College of Engineering of Monastir, University of Monastir, Monastir, Tunisia
5 LAREQUAD & FSEGT, University of Tunis El Manar, Tunis, Tunisia
6 University of Jendouba, Law Faculty, Management and Economic Sciences of Jendouba, Tunisia

* Corresponding Author: Kais Tissaoui. Email: