Imen RACHED
Enseignant-chercheur Simulation Modelling and Statistical Analysis

 

 

Imen RACHED
Enseignant-chercheur Simulation Modelling and Statistical Analysis
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Champs d'intérêt et projets

Champs d’intérêt

  • Probability and Statistics
  • Statistical Analysis of Financial Markets, Financial Econometrics.
  • Risk Measures
  • Extreme Value Theory

Enseignement

  • Inferential statistics
  • Decision theory
  • Basic statistics for Big data
  • Management of Finacial Risk
  • Quantitative Risk Analysis
  • Portfolio management
  • Numerical Analysis applied to Finance
  • Mathematics for Robotics and Automotation ( detection, control , Kalman Filter)

Projets

  • cHiPSet High-Performance Modelling and Simulation for Big Data Applications ICT COST Action IC1406

Publications depuis 2011

Revues et journaux internationaux

  •  Jean Diebolt, Armelle Guillou, Imen RACHED: Approximation of the distribution of excesses through a generalized probability-weighted moments method, Journal of Statistical Planning and Inference, 137, 841–857, 2007.
  • Jean Diebolt, Armelle Guillou, Imen RACHED: Approximation of the distribution of excesses using a generalized probability weighted moment method. C. R. Acad. Sci. de Paris, 2004.
  • Jean Diebolt, Armelle Guillou,Imen RACHED: A new look at probability-weighted moments estimators. C. R. Acad. Sci. de Paris, Sér. I 338, 629-634, 2004.

Chapitres de livres

  • Ales Zamuda, Vincenzo Crescimanna, Juan C.Burguillo, Katarzyna Wegrzyn-Wolska, Imen Rached, Roman Senkerik, Horacio Gonzalez–Velez, Ioan Salomie; Forecasting Cryptocurrency Value by Sentiment; Analysis: A Survey of the State of the Art, accepted to Lecture Notes in Computer Science book series (LNCS), 2019.
  • Imen RACHED, Elisabeth Larsson: Tail Distribution and Extreme Quantile Estimation Using Non-parametric Approaches, accepted to Lecture Notes in Computer Science book series (LNCS), 2019.