WorldCat Identities

Hamdi, Fayçal

Works: 5 works in 6 publications in 2 languages and 8 library holdings
Roles: Author, Editor
Publication Timeline
Most widely held works by Fayçal Hamdi
Le web de données : publication, liage et capitalisation( Book )

2 editions published in 2016 in French and held by 3 WorldCat member libraries worldwide

Mixture periodic GARCH models: theory and applications by Fayçal Hamdi( )

1 edition published in 2017 in English and held by 2 WorldCat member libraries worldwide

Multivariate periodic stochastic volatility models applications to Algerian dinar exchange rates and oil prices modeling by Nadia Boussaha( )

1 edition published in 2018 in English and held by 1 WorldCat member library worldwide

Améliorer l'interopérabilité sémantique : applicabilité et utilité de l'alignement d'ontologies by Fayçal Hamdi( )

1 edition published in 2011 in French and held by 1 WorldCat member library worldwide

In this thesis, we present approaches for adapting an alignment process to the characteristics of the aligned ontologies, whether in respect of the quantitative characteristics such as their volume or the particular characteristics related for example to the way in which the labels of the concepts are built.Concerning the quantitative characteristics, we propose two ontology partitioning methods that make the alignment of very large ontologies possible. Both methods generate in the input of the alignment process, subsets of reasonable size of the two ontologies to be aligned by taking into account, as soon as possible, the alignment objective in the partitioning process.Concerning the particular characteristics of the aligned ontologies, we present the TaxoMap Framework environment that allows the specification of refinement treatments from predefined primitives. We propose a pattern language MPL (the Mapping Pattern Language) that we use to specify the refinement treatments.In addition to the adaptation approaches to the characteristics of the aligned ontologies, we present approaches for re-using the alignment results for the ontological engineering. We focus specifically on the use of the alignment for the ontology enrichment. We study the contribution of the alignment techniques for the enrichment and the impact of the characteristics of the external resource used as a source of enrichment.Finally, we present how the TaxoMap Framework environment was implemented and the performed experiments: tests on the TaxoMap alignment module, on the mappings refinement approach, on the partitioning methods of very large ontologies and on the ontology enrichment approach
On periodic autoregressive stochastic volatility models: structure and estimation( )

1 edition published in 2018 in English and held by 1 WorldCat member library worldwide

ABSTRACT: To capture both the volatility evolution and the periodicity feature in the autocorrelation structure exhibited by many nonlinear time series, a Periodic AutoRegressive Stochastic Volatility (PAR - SV) model is proposed. Some probabilistic properties, namely the strict and second-order periodic stationarity, are provided. Furthermore, conditions for the existence of higher-order moments are established. The autocovariance structure of the squares and higher order powers of the PAR - SV process is studied. Its dynamic properties are shown to be consistent with financial time series empirical findings. Ways in which the model may be estimated are discussed. Finally, a simulation study of the performance of the proposed estimation methods is provided and the PAR - SV is applied to model the spot rates of the euro and US dollar both against the Algerian dinar. The empirical analysis shows that the proposed PAR - SV model can be considered as a viable alternative to the periodic generalized autoregressive conditionally heteroscedastic (PGARCH) model
Audience Level
Audience Level
  Kids General Special  
Audience level: 0.92 (from 0.86 for Le web de ... to 0.99 for Améliorer ...)