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Prof Dr. Ahmed Ghezal | Stochastic Volatility Modeling | Excellence in Research

Prof Dr. Ahmed Ghezal, Department of Mathematics, Abdelhafid Boussouf University Center of Mila, Algeria

Ahmed Ghezal, born on September 21, 1987, in Ain M’lila, Algeria, is a Teaching Researcher holding a University Habilitation in Applied Statistics (May 2018) from USTHB and a Ph.D. in Mathematics specializing in Applied Statistics (May 2015) from UMC. He also earned a Master’s Degree in Mathematics in Probability and Statistics (January 2012) and a Bachelor’s Degree in Mathematics with a focus on Probability and Statistics (June 2009) from UMC. Ahmed has been an Associate Professor Class A at Abdelhafid Boussouf University Center-Mila since May 2018, focusing on studying the probabilistic and statistical properties of linear and nonlinear time series models. His research interests encompass causality and invertibility, autocorrelation structure, higher-order moments, estimation methods, and asymptotic properties of estimators in time series models. 📊

Professional Profile:

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🎓 Education:

Completed his University Habilitation in Applied Statistics from USTHB (May 2018), focusing on Markovian and periodic regime change time series models. Prior to this, he earned a Ph.D. in Mathematics with a specialization in Applied Statistics from UMC (May 2015), where his research delved into asymptotic statistics in Markov-switching bilinear regime change models. He also holds a Master’s Degree in Probability and Statistics (2012) and a Bachelor’s Degree in Mathematics from UMC.

👨‍🏫 Professional Experience:

Currently serving as Associate Professor Class A at Abdelhafid Boussouf University Center-Mila since 2018, and previously as Associate Professor Class B from 2015. He started his academic career as an Assistant Professor at the same university in 2012. Ahmed’s secondary education took place at Chihani Bachir High School in Teleghma, Mila.

📚 Teaching:

Ahmed has taught a variety of courses including Introduction to Random Processes, Ordinary Differential Equations, Inferential Statistics, Analytical Mathematics, Descriptive Statistics, and Complex Analysis.

🔍 Research Area:

His research focuses on the probabilistic and statistical properties of linear and nonlinear time series models. He explores topics such as causality and invertibility, autocorrelation structure, higher-order moments, estimation methods, and asymptotic properties of estimators.

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Prof Dr. Ahmed Ghezal | Stochastic Volatility Modeling | Excellence in Research

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