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Mhamed-Ali El-Aroui

General Information

    Name: Mhamed-Ali El-Aroui

    Rank: Assistant Professor


    Tel: (+965) 2 498 5605

Academic Credentials:

  • Ph.D. (Applied Mathematics) 1996, Université Grenoble-Alpes, France.
  • M.Sc. (Applied Mathematics) 1992, Université Grenoble-Alpes, France.
  • Engineering degree (Applied Mathematics and Computer Science) 1992, Grenoble Institute of Technology, France.
  • Preparatory Classes to Grandes Écoles Scientifiques (Mathematics) 1989, Lycée Masséna, Nice, France.

Research Interests:

  • Statistical modeling of risks
  • Applications of Extreme Value Theory
  • Goodness-of-fit techniques
  • Modeling of systems reliability and maintenance
  • Risk assessment in emerging markets

Selected Publications:

Krichene, H. & El-Aroui, M.A. (2018), 
``Artificial stock markets with different maturity levels: simulation of information asymmetry and herd behavior using agent-based and network models". Journal of Economic Interaction & Coordination, 13, No. 3. pp. 511-535.

El-Aroui, M.A. & Gaudoin, O. (2018), 
``Prequential omnibus goodness-of-fit tests for stochastic processes: a numerical study". Communications in Statistics: Simulation & Computation, 47, No. 3. pp 747-761.

Krichene, H. & El-Aroui, M.A. (2018), 
``Agent-based simulation and microstructure modeling of immature stock markets: case of a single risky asset". Computational Economics, 51, No. 3. pp. 493-511.

Snoussi, W & El-Aroui, M.A. (2012), 
``Value-at-Risk adjusted to the Specificities of Emerging Markets: An Analysis for the Tunisian Market''. International Journal of Emerging Markets, 7, No. 1. pp. 86-100.

Ben-Ahmed, K; Bouratbine, A. & El-Aroui, M.A. (2010), 
``Generalized Linear Spatial Models in Epidemiology: a case study of Zoonotic Cutaneous Leishmaniasis in Tunisia ". Journal of Applied Statistics, 37, No 1. pp. 159-170.

(updated Sept. 2018)