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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. πŸ“Š

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πŸŽ“ 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.

πŸ‘¨β€πŸ« 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.

πŸ“š 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.

πŸ” 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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