CEPEL

Farid BOUSSAMA

Career history

  • Member of CEPEL since 2013; Certified teacher in Mathematics (1998) then lecturer in Mathematics (2013)

Degrees

  • ENSAE-CGSA Engineer – Mathematics Teaching Certificate – PhD Mathematics

Coordination or participation in research projects

  • Participation in the IEHDN "Economic Intelligence" research project
  • Participation in the "European Telematic Administrative Procedure" project, University of Cagliari, Italy (G. Duni)
  • Participation in the PAECE Project
  • Participation in the ImagiWeb Project

Administrative responsibilities, research, and promotion

Administrative Responsibilities

  • Director of the IT and Multimedia Resources Department.
  • Member of the Board of Directors and Secretary of the UVED Foundation.
  • C2I correspondent – Sustainable Environment and Development Professions.

Academic responsibilities

  • Organization of seminars on the implementation of IT certification – Montpellier 2012.
  • Participation in the DGSIP Seminar – University of Le Mans 2009 – Pooling of digital resources.
  • Coordination of the "Environmental Information" project – Virtual University of Environment and Sustainable Development.
  • Coordination of the project "Introduction to Environmental Law" – Virtual University of Environment and Sustainable Development.
  • Reviewer for scientific journals: Comptes Rendus de l’Académie des Sciences de Paris and Econometrica – Journal of the Econometric Society – New York

Education

  • Computer Science: Faculty of Law and Political Science – University of Montpellier
  • Statistics: School of Safety, Environment, and Quality – Faculty of Law and Political Science – University of Montpellier and IFOCAS/IRTS Languedoc

Interactions with the environment

  • Organization of seminars on the implementation of IT certification – Montpellier 2012.
  • Participation in the DGSIP Seminar – University of Le Mans 2009 – Pooling of digital resources.

The 5 most representative articles

  • BOUSSAMA Farid, “Asymptotic theory of multivariate periodic GARCH models.” with H. Guerbyenne and K. A Serier– Submittedto Econometric Theoryin November 2014
    “Stationarity and geometric ergodicity of BEKK multivariate GARCH model.” With F. Fuchs and R. Stelzer, Stochastic Processes and their Applications.Volume 121, Issue 10, October 2011, Pages 2331-2360.
  • BOUSSAMA Farid, "Recurrence condition for Markov chains with values in an algebraic variety."Journées de la société mathématique de France, Spatial Models, Lille 2006 – Conference proceedings.
  • BOUSSAMA Farid, “Ergodicity of Markov chains with values in an algebraic variety. Application to multivariate GARCH models,”Comptes Rendus Mathématiques, Volume 343, Issue 4, August 15, 2006, Pages 275–278.
  • BOUSSAMA Farid, “Asymptotic normality of the pseudo-maximum likelihood estimator of a GARCH model,” Comptes Rendus de l’Académie des Sciences–Series I – Mathematics, Volume 331, Issue 1, July 1, 2000, Pages 81-84