Fayçal Hamdi, professor of statistics at the University of Science and Technology Houari Boumediene (USTHB, Algiers), will be at EconomiX from October 8 to 22. His areas of research related to the modelling of time series with applications to economic and, more particularly, financial data. He regularly collaborates with Saïd Souam on research on the modelling of periodic time series with applications to the exchange rates of the Algerian dinar. Their work initially focused on the univariate case. In a second step, this research was extended to multivariate analyses, which allow a better understanding of these relatively complex phenomena. This has made it possible to better understand, particularly for oil-producing countries, how the volatility of hydrocarbon prices affects exchange rates, alongside other financial and economic variables. In pursuit of this research, Messaoud Zouikri and Saïd Souam have started a research project with Fayçal Hamdi on the impact of the complexity of economies on their growth through the mobilization of the panel Buffer model developed in our previous work. This stay will ultimately be an opportunity to finalize this article and start others. He will provide a course for doctoral students and teacher-researchers on stochastic modelling applied to financial and economic data and lead a research seminar.
Joint research unit 7235
