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. π
Professional Profile:
π 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.
π¨βπ« 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.
π 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.
π 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.
Publication Top Notes:
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Solution forms for generalized hyperbolic cotangent type systems of p-difference equations
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Year: 2024
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Analytical Study of Nonlinear Systems of Higher-Order Difference Equations: Solutions, Stability, and Numerical Simulations
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Year: 2024
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On the existence of stationary threshold bilinear processes
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Year: 2024
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Probabilistic properties and estimation methods for periodic threshold autoregressive stochastic volatility
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Year: 2024
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Global stability and co-balancing numbers in a system of rational difference equations
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Year: 2024
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