{"id":2314,"date":"2021-12-17T23:09:31","date_gmt":"2021-12-17T22:09:31","guid":{"rendered":"http:\/\/localhost\/lsps\/?page_id=2314"},"modified":"2022-01-05T20:35:24","modified_gmt":"2022-01-05T19:35:24","slug":"bilan-equipe-4","status":"publish","type":"page","link":"https:\/\/www.univ-sba.dz\/lsps\/bilan-equipe-4\/","title":{"rendered":"Bilan \u00e9quipe 4"},"content":{"rendered":"\t\t
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Bilan \u00e9quipe 4<\/h4>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t
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Bilan de l\u2019\u00e9quipe :<\/strong> Mod\u00e9lisation al\u00e9atoire de donn\u00e9es financi\u00e8res<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t

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Publications A :<\/h4>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t
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  1. Daoudi Hamza, Boubaker Mechab & Chikr Elmezouar Zouaoui, Asymptotic normality of a conditional hazard function estimate in the single index for quasi-associated data, Communications in Statistics – Theory and Methods,2018.<\/li>
  2. Bela\u00efd Mechab, Nadji Chioukh,\u00a0Boubaker Mechab<\/strong>, Boualem Serier, Probabilistic fracture mechanics for analysis of\u00a0 longitudinal cracks in pipes under internal pressure, Journal of Failure Analysis and Prevention, 18(06), 1643-1651, 2018.<\/li>
  3. Faiza Belarbi, Souheyla Chemikh, Ali Laksaci, Local linear estimate of the\u00a0\u00a0 nonparametric robust regression in functional data, Statistics & Probability Letters, Volume 134, (March 2018), Pages 128-133.\u00a0<\/li>
  4. S. Dabo-Niang , K. Zoulikha and A. Laksaci\u00a0 , Asymptotic properties of the kernel estimate of spatial conditional mode when the regressor is functional, \u00a0ASTA-ADV STAT ANAL,\u00a099<\/strong>\u00a0, 131\u2014160, (2014).\u00a0http:\/\/link.springer.com\/article\/10.1007\/s10182-014-0233-5<\/a><\/li>
  5. Ali Laksaci,\u00a0Boubaker Mechab<\/strong>, Conditional hazard estimate for functional random fields, Journal of Statistical Theory and Practice,8,2, 192-200, 2014.<\/li>
  6. S. Dabo-Niang ,\u00a0 K. Zoulikha and A. Laksaci\u00a0 , Spatial modelization : local linear estimation of conditional distribution for functional data, SPAT STAT-NATH,\u00a0\u00a06<\/strong>, 1-23, (2013).\u00a0http:\/\/www.sciencedirect.com\/science\/article\/pii\/S2211675313000201<\/a><\/li>
  7. A. Laksaci,\u00a0 S. Rahmani and M. Rachedi, On spatial conditional mode estimation for a functional regressor, \u00a0STAT PROBABIL LETT,\u00a082<\/strong>\u00a0,1413-1421, (2012).\u00a0http:\/\/www.sciencedirect.com\/science\/article\/pii\/S0167715212001228<\/a><\/li>
  8. S. Dabo-Niang,\u00a0 K. Zoulikha\u00a0 and A. Laksaci\u00a0 ,\u00a0 Sur\u00a0 la r\u00e9gression par quantile pour variable explicative fonctionnelle: Cas des donn\u00e9es spatiales, \u00a0CRMATH,\u00a0 \u00a0349,\u00a0 1287-1291, (2012).\u00a0http:\/\/www.sciencedirect.com\/science\/article\/pii\/S1631073X11003086<\/a><\/li><\/ol>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t
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    Publications B :<\/h4>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t
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    1. Torkia Merouan,\u00a0Boubaker Mechab<\/strong>, Ibrahim Massim, Quadratic error of the conditional hazard function in the local linear estimation for functional data, Afrika Statistika, 13(3), 1759-1777, 2018.<\/li>
    2. Hadjer Kebir, Boubaker Mechab,<\/strong>\u00a0Recursive kernel estimate of the conditional hazard function for functional ergodic data, International Journal of Statistics & Economics, 19(4), 1-13, 2018.<\/li>
    3. Nesrine Hamidi,\u00a0Boubaker Mechab,\u00a0<\/strong>Estimation of the Conditional Quantile for Functional Stationary Ergodic Data with Responses Missing at Random,\u00a0Journal of Probability and Statistical Science,\u00a0<\/em>16<\/strong>(2), 131-149, 2018.<\/li>
    4. A. Goutel,\u00a0B. Mechab<\/strong>, M.A Issa, Y Souddi, Asymptotic normality of a recursive estimator of a conditional hazard, ProbStat Forum,\u00a0 36\u201352, 11,\u00a0 2018.<\/li>
    5. Faiza LIMAM-BELARBI and Malika HAMMAD, Optimal consumption and Investment with L\u00e9vy Processes for power utility functions, International Journal of Statistics & Economics, Volume 18, Issue Number: 3, (August 2017), 1-8.<\/li>
    6. Faiza LIMAM-BELARBI and Malika HAMMAD, Optimal consumption and Investment with L\u00e9vy Processes for power utility functions, International Journal of Statistics & Economics, Volume 18, Issue Number: 3, (August 2017), 1-8.<\/li>
    7. Faiza Limam-Belarbi and Fatima Zohra Tahraoui, Optimal Consumption and Investment for Exponential Utility Function, Mathematical Sciences and Applications E-Notes, Volume 5 (1),\u00a0 (12 january 2017), 19-26.<\/li>
    8. .\u00a0Faiza Limam-Belarbi and Fatima Zohra Tahraoui, Optimal Consumption and Investment for Exponential Utility Function, Mathematical Sciences and Applications E-Notes, Volume 5 (1),\u00a0 (12 january 2017), 19-26.<\/li>
    9. Ibrahim Massim, Boubaker Mechab, Local linear estimation of the conditional hazard function, International Journal of Statistics & Economics,17(3),1-11, 2016.<\/li>
    10. F. Belarbi \u00a0and\u00a0 M. Elhadad, \u00a0Approximate anlysis of an unreliable $M\/M\/c$ retrial queue with phase merging algorithm, New Trends in Mathematical Sciences,\u00a0\u00a04<\/strong>, 9-21\u00a0, (2015).<\/li>
    11. J. Demongeot , A. Laksaci,\u00a0 S. Rahmani \u00a0and M. Rachedi,\u00a0 On the local linear modelization of the conditional distribution for functional data, Sunkhya , \u00a076<\/strong>,\u00a0 \u00a0\u00a0328\u2014355, (2014).\u00a0http:\/\/sankhya.isical.ac.in\/pdfs\/76a2\/76a2cont.html.<\/a><\/li>
    12. Samir Benaissa,\u00a0Boubaker Mechab,<\/strong>\u00a0AbdelKader Bahram,<\/strong>\u00a0Asymptotic Properties of a Conditional Risk Function for Functional Data,Journal of Probability and Statistical Science,\u00a0<\/em>12<\/strong>(1), 27-41, 2014.<\/li>
    13. A.A. Bouchentouf \u00a0and F. Belarbi, Performance Evaluation of two Markovian retrial queueing model with balking and feedback. , Acta\u00a0 Universitatis Sapientiae: Mathematica, \u00a05<\/strong>,\u00a0 132\u2212146, (2013).\u00a0https:\/\/www.degruyter.com\/view\/j\/ausm.2013.5.issue-2\/ausm-2014-0009\/ausm-2014-0009.xml<\/a><\/li>
    14. S. Dabo-Niang ,\u00a0 K. Zoulikha and A. Laksaci,\u00a0 Spatial conditional quantile regression: Weak consistency of a kernel estimate , Revue Roumaine de Math\u00e9matique Pures et Appliqu\u00e9es, \u00a057<\/strong>, 311-339, (2012).\u00a0http:\/\/imar.ro\/journals\/Revue_Mathematique\/volumes.html<\/a><\/li>
    15. A.A. Bouchentouf \u00a0and F. Belarbi , Study of the queueing model of storage and transmission bandwidth allocation,\u00a0 Acta Univ. Apulensis, Math. Inform ,\u00a028<\/strong>, 9-26, (2011).\u00a0http:\/\/www.emis.de\/journals\/AUA\/acta28.html<\/a><\/li><\/ol>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t
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      Conf\u00e9rences internationales :<\/h4>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t
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      Communications Internationales :<\/h5>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t
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      1. Rahmani Saadia , Colloque International\u00a0 sur la statistique\u00a0 et ses application, 06-07- Mai 2015, Saida.\u00a0http:\/\/www.univ-saida.dz\/icsa2015\/<\/a><\/li>
      2. Belarbi faiza.\u00a0 \u0645\u0644\u062a\u0642\u0649 \u062f\u0648\u0644\u064a \u062d\u0648\u0644 \u0625\u0634\u0643\u0627\u0644\u064a\u0629 \u0627\u0644\u0633\u064a\u0648\u0644\u0629 \u0627\u0644\u0646\u0642\u062f\u064a\u0629 \u0641\u064a \u0627\u0644\u0645\u0639\u0627\u0645\u0644\u0627\u062a \u0627\u0644\u062a\u062c\u0627\u0631\u064a\u0629 \u0648\u0627\u0646\u0639\u0643\u0627\u0633\u0627\u062a\u0647\u0627 \u0639\u0644\u0649 \u0627\u0644\u062e\u062f\u0645\u0627\u062a \u0627\u0644\u0645\u0635\u0631\u0641\u064a\u0629 \u0627\u0644\u062c\u0632\u0627\u0626\u0631\u064a\u0629. 2014.\u00a0http:\/\/www.univ-sba.dz<\/a>.<\/li>
      3. Belarbi faiza.\u00a0 Optimal consumption and investment for exponentiel utility functions. Colloque International Statistique & Applications Avanc\u00e9es, 2014.\u00a0http:\/\/csaa2014.dmumc.net\/<\/a><\/li>
      4. Belarbi faiza.\u00a0 Optimal consumption and investment for exponential utility function. Second Days of Econometrics for Finance, 2015. https:\/\/sites.google.com\/site\/jefconference\/JEF-2015.<\/a><\/li><\/ol>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t
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        Projets de Recherche :<\/h4>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t
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        Projets Sectoriel<\/h5>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t
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        1. Contr\u00f4le stochastique. Applications \u00e0 la finance.<\/li>
        2. Mod\u00e9les local lin\u00e9aire fonctionnels et ses application en pr\u00e9vision.<\/li>
        3. Etude quantaitive\u00a0 et qualitative de ceratines \u00e9quation et inclusion diff\u00e9rentielles.<\/li><\/ol>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t
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          Encadrements (2011-2015) :<\/h4>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t
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          1. Habilitation<\/strong>
            1. Habilitation de Kaid<\/li>
            2. Habilitation de Rahamani<\/li>
            3. Habilitation de Bouchentouf<\/li><\/ol><\/li>
            4. Th\u00e8se de Doctorat<\/strong>
              1. Analysis of a multiclass queue. Th\u00e8se de Doctorat de Bouchentouf Amina (Soutenu en Avril 2011).<\/li>
              2. Approximate Analysis of M\/M\/C retrial queue. Th\u00e8se de Doctorat de El Hadad Meriem (en cours de r\u00e9alisation ).<\/li>
              3. Equilibrium in a complete Market. Th\u00e8se de Doctorat de Sekkal Noussaiba (en cours de r\u00e9alisation ).<\/li>
              4. Probl\u00e8me de consommation optimale avec investissement. Th\u00e8se de Doctorat de Tahroui Fatime-Zohra (en cours de r\u00e9alisation ).<\/li><\/ol><\/li>
              5. M\u00e9moires de Master<\/strong>
                  1. K. Daoudi,\u00a0 Sur la convergence en moyenne quadratique d’un estimateur \u00e0 noyau de la r\u00e9gression, 2015.\u00a0 Encadreur\u00a0 Rahmani Saadia.<\/li>
                  2. Z. Otmani, Sur l’estimation de la fonction de r\u00e9partition conditionnelle par la m\u00e9thode locale lin\u00e9aire, 2015.\u00a0 Encadreur Rahmani Saadia.<\/li>
                  3. M. BELABBES et E.T. KHALILI,\u00a0 Equations Differentielle Stochastiques, 2015. Encadreur\u00a0 Moulay AEK.<\/li>
                  4. S. SAYEH et M. MERAH, Lien entre Int\u00e9grale de Stieltjes et Int\u00e9grale d’Ito, 2015. Encadreur\u00a0 Moulay AEK.<\/li>
                  5. A. LAKHAL,\u00a0 D\u00e9composition de Doob-Meyer pour une sous martingale continie, 2015. Encadreur\u00a0 Moulay AEK.<\/li>
                  6. S. BOUFELDJA , Le mod\u00e8le de Black Scholes : Fondements et Applications, 2015. Encadreur F. Belarbi.<\/li>
                  7. Z. LAALA,\u00a0 Valorisation d\u2019options exotiques, 2014.\u00a0 Encadreur F. Belarbi.<\/li>
                  8. F. ENNES,\u00a0 Introduction \u00e0 l\u2019\u00e9valuation d\u2019actifs financiers par absence d\u2019opportunit\u00e9 d\u2019arbitrage, 2014.\u00a0 Encadreur F. Belarbi.<\/li>
                  9. Z. RAHMANI , Strat\u00e9gies d\u2019investissement, 2014.\u00a0 Encadreur F. Belarbi.<\/li>
                  10. K. KAID,\u00a0 Portefeuille optimisant richesse et consommation, 2013. Encadreur F. Belarbi.<\/li>
                  11. K. BENLEBNA,\u00a0 Processus de levy appliqu\u00e9 \u00e0 la finance, 2013. Encadreur F. Belarbi.<\/li><\/ol><\/li><\/ol><\/li>
                  12. Autres (Participation \u00e0 des activit\u00e9s de vularisation ) :<\/strong>
                    1. Kaid\u00a0 Zoulikha , Optimisation stochastiques et statistique : Th\u00e9orie et Application. Salon de la valorisation des r\u00e9sultats des programmes nationaux de recherche le 8-9 Avril 2014<\/li><\/ol><\/li>
                    2. Membre de Jury<\/strong>
                      1. F. Belarbi,\u00a0 Pr\u00e9sident\u00a0 de Jury de l\u2019habilitation de\u00a0 Bouchentouf Amina,\u00a0 Universit\u00e9 de Sidi Bel Abb\u00e8s<\/li>
                      2. F. Belarbi,\u00a0 Membre de Jury de l\u2019habilitation de CHIKR EL MEZOUAR Zouaoui , Universit\u00e9 de Sidi Bel Abb\u00e8s<\/li>
                      3. F. Belarbi,\u00a0 Membre de Jury de l\u2019habilitation de GUENDOUZI Toufik,\u00a0 Universit\u00e9 de Sidi Bel Abb\u00e8s<\/li>
                      4. F. Belarbi,\u00a0 Membre de Jury de l\u2019habilitation de\u00a0 Boukhari \u00a0Fakhr Eddine, Universit\u00e9 de Tlemecen<\/li>
                      5. F. Belarbi,\u00a0 Membre de Jury de Doctorat \u00a0de Farida ACHEMINE,\u00a0 Th\u00e9or\u00e8mes Limites Fonctionnels et Application aux Syst\u00e8mes d\u2019Attente.\u00a0 Universit\u00e9\u00a0 Mouloud MAMMERI de Tizi \u2013Ouzou.<\/li>
                      6. F. Belarbi,\u00a0 Membre de Jury de Doctorat \u00a0de TOUATI Ali Bey,\u00a0 Une \u00e9tape vers la limite\u00a0 hydrodynamique : trou spectral pour un gaz multicolor\u00e9 avec d\u00e9sordrem. l’Universit\u00e9 BADJI Mokhtar de ANNABA.<\/li>
                      7. \u00a0<\/li><\/ol><\/li><\/ol>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"

                        Bilan \u00e9quipe 4 Bilan de l\u2019\u00e9quipe : Mod\u00e9lisation al\u00e9atoire de donn\u00e9es financi\u00e8res Publications A : Daoudi Hamza, Boubaker Mechab & Chikr Elmezouar Zouaoui, Asymptotic normality of a conditional hazard function estimate in the single index for quasi-associated data, Communications in Statistics – Theory and Methods,2018. Bela\u00efd Mechab, Nadji Chioukh,\u00a0Boubaker Mechab, Boualem Serier, Probabilistic fracture mechanics […]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"site-sidebar-layout":"no-sidebar","site-content-layout":"page-builder","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"disabled","ast-breadcrumbs-content":"","ast-featured-img":"disabled","footer-sml-layout":"","theme-transparent-header-meta":"default","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"footnotes":""},"class_list":["post-2314","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/www.univ-sba.dz\/lsps\/wp-json\/wp\/v2\/pages\/2314","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.univ-sba.dz\/lsps\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.univ-sba.dz\/lsps\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.univ-sba.dz\/lsps\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.univ-sba.dz\/lsps\/wp-json\/wp\/v2\/comments?post=2314"}],"version-history":[{"count":51,"href":"https:\/\/www.univ-sba.dz\/lsps\/wp-json\/wp\/v2\/pages\/2314\/revisions"}],"predecessor-version":[{"id":3193,"href":"https:\/\/www.univ-sba.dz\/lsps\/wp-json\/wp\/v2\/pages\/2314\/revisions\/3193"}],"wp:attachment":[{"href":"https:\/\/www.univ-sba.dz\/lsps\/wp-json\/wp\/v2\/media?parent=2314"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}