Mohamed Limam
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View article: Logiques autoritaires et transformation démocratique en Tunisie: le cas du président de l’Assemblée des Représentants du Peuple (2014-2019)
Logiques autoritaires et transformation démocratique en Tunisie: le cas du président de l’Assemblée des Représentants du Peuple (2014-2019) Open
Le personnel de l’ancien régime s’est retrouvé avec un rôle important dans le processus de transformation démocratique lancée depuis 2011 en Tunisie. À l’instar de Beji Caied Essebsi, élu président de la République en 2014, son compagnon d…
View article: AF Detection and ECG Classification�based on Convolutional Recurrent Neural Network
AF Detection and ECG Classification�based on Convolutional Recurrent Neural Network Open
View article: Hedge Fund Return Dynamics: Long Memory and Regime Switching
Hedge Fund Return Dynamics: Long Memory and Regime Switching Open
This paper investigates the dynamics of hedge fund returns and their behavior of persistence in a unified framework through the Markov Switching ARFIMA model of Härdle and Tsay (2009). Major results based on the CSFB/Tremont hedge fund ind…
View article: Combination of Several Control Charts Based on Dynamic Ensemble Methods
Combination of Several Control Charts Based on Dynamic Ensemble Methods Open
Combining methods from Statistical ProcessControl (SPC) in order to benefit from more than one method's efficiency has been recently challenged.One of the reasons is that real life problems change overtime and a small improvement can lead …
View article: Periphery under Pressure: Morocco, Tunisia and the European Union's Mobility Partnership on Migration
Periphery under Pressure: Morocco, Tunisia and the European Union's Mobility Partnership on Migration Open
Morocco and Tunisia resisted for some time pressure from the European Union to sign readmission agreements. These agreements co-opt states into the EU’s migration governance, and include a commitment to cooperation on the expulsion of unwa…
View article: On Reverse Stress Testing for Worst Case Scenarios: An Application to Credit Risk Modeling of Tunisian Economic Sectors
On Reverse Stress Testing for Worst Case Scenarios: An Application to Credit Risk Modeling of Tunisian Economic Sectors Open
In Tunisia substantial economic and financial vulnerability are mainly caused by the civil unrest and the subsequent regime change after the Tunisian revolution in 2011. In order to quantify this fragility, in this paper, we use reverse st…
View article: On conditional risk estimation considering model risk
On conditional risk estimation considering model risk Open
Usually, parametric procedures used for conditional variance modelling are associated with model risk. Model risk may affect the volatility and conditional value at risk estimation process either due to estimation or misspecification risks…
View article: Periphery Under Pressure: Morocco, Tunisia and the European Union's Mobility Partnership on Migration
Periphery Under Pressure: Morocco, Tunisia and the European Union's Mobility Partnership on Migration Open
View article: A Comparative Study of Multi-SOM Algorithms for Determining the Optimal Number of Clusters
A Comparative Study of Multi-SOM Algorithms for Determining the Optimal Number of Clusters Open
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