CEPEL

Farid BOUSSAMA

Career path

  • Member of CEPEL since 2013; Agrégé in Mathematics (1998) then maître des conférences in Mathematics (2013)

Diplomas

  • ENSAE-CGSA Engineer - Agrégation in Mathematics - PhD in Mathematics

Coordination or participation in research projects

  • Participation in the IEHDN "Business 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, research and development responsibilities

Administrative responsibilities

  • Head of IT and Multimedia Resources Department.
  • Member of the Board and Secretary of the UVED Foundation.
  • Correspondent for C2I - Métiers de l'Environnement et de l'Aménagement Durables.

Academic responsibilities

  • Organization of seminars on the implementation of IT certification - Montpellier 2012.
  • Participation in the DGSIP Seminar - Université du Mans 2009 - Mutualization of digital resources.
  • Coordination of the "Environmental Information" project - Université Virtuelle Environnement et Développement Durable.
  • Coordination of the "Introduction to environmental law" project - Université virtuelle Environnement et Développement Durable.
  • Rapporteur for scientific journals: Comptes Rendus de l'Académie des Sciences de Paris and Econometrica - Journal of the Econometric Society - New York

Teaching

  • IT: Faculty of Law and Political Science - Montpellier University
  • Statistics: Ecole Sécurité - Environnement - Qualité - Faculté de Droit et Science Politique - Université de Montpellier and at IFOCAS/IRTS du Languedoc

Interactions with the environment

  • Organization of seminars on the implementation of IT certification - Montpellier 2012.
  • Participation in the DGSIP Seminar - Université du Mans 2009 - Mutualization of digital resources.

The 5 most representative articles

  • BOUSSAMA Farid, "Asymptotic theory of multivariate periodic GARCH models." with H. Guerbyenne and K. A Serier- Submited toEconometricTheoryonNovember 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, Modèles spatiaux, Lille 2006 - Proceedings.
  • BOUSSAMA Farid, "Ergodicity of Markov chains with values in an algebraic variety. Application aux modèles GARCH multivariés",Comptes Rendus Mathématiques, Volume 343, Issue 4, 15 August 2006, Pages 275-278.
  • BOUSSAMA Farid, "Normalité asymptotique de l'estimateur du pseudo-maximum de vraisemblance d'un modèle GARCH", Comptes Rendus de l'Académie des Sciences-Séries I - Mathematics, Volume 331, Issue 1, 1 July 2000, Pages 81-84