I am an Associate Professor of Statistics at the Department
of Mathematics and Statistics at Qatar Unversity.
Before
joining Qatar University, I served as Assciate Professor at UAE University, and Research Associate at the Department
of Mathematics and Statistics at University of Reading (UK). I also worked
as a research Engineer at the Research and Development
center of the French Electricity Company (EDF-R&D, Paris) and
teaching fellow at University of Dijon and University Rennes
II (France). I received my Ph.D.
in Mathematics (major Statistics)
at University of Dijon (France) and
a M.Sc. in Biostatistics at University
of Montpellier II (France).
Research interests:
- Financial Econometrics
- Statistical Learning for Massive Data
- Copula-based Modelling
- Functional Data Analysis
- Member of the Topical Advisory Panel of Journal of Risk and Fiancial Management
- Guest Editor of the Special Issue "Machine Learning Based Risk Management in Finance and Insurance", in JRFM
Upcoming Conferences:
- Workshop on Multivariate Dependence Modeling: Theory and Applications, Creswick (near Melbourne), Australia, July 22, 2024 to August 2, 2024.
- 6th International Symposium on Nonparametric Statistics, Braga, Portugal, June, 25-29, 2024.