Rania Hentati Kaffel
19
Documents
Présentation
Domaines de recherche
Gestion de portefeuilles [q-fin.PM]
Mathématiques [math]
Compétences
Econométrie financière
Gestion de Portefeuille
Modèles de prévisions
Mesures de performance
Risk Management
Machine Learning & Finance
Publications
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19
Publications
PORTFOLIO OPTIMIZATION WITHIN MIXTURE OF DISTRIBUTIONSInternational Conference on Applied Financial Economics, Jun 2011, samos, Greece. pp.565-572 |
Chapter 4 Copula Theory Applied to Hedge Funds Dependence Structure DeterminationNonlinear Modeling of Economic and Financial Time-Series, Emerald Group Publishing Limited, pp.83-109, 2010, International Symposia in Economic Theory and Econometrics ; 20, ⟨10.1108/S1571-0386(2010)0000020009⟩ |
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Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks2016 |
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Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis2016 |
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From Tweets to Returns: Validating LLM-Based Sentiment Signals in Energy Stocks2025 |
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Impact of Sentiment analysis on Energy Sector Stock Prices : A FinBERT Approach2024 |
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Detecting Performance Persistence of Hedge Funds : A Runs-Based Analysis2014 |
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Portfolio Optimization within Mixture of Distributions2014 |
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Structured portfolio analysis under SharpeOmega ratio2012 |
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