AYOUCHE Sofia
AYOUCHE Sofia
Euromed Business School
s.ayouche@ueuromed.org
• January 2022: Doctorate in Sciences and Techniques for Engineering from the Mohammadia School of Engineers (EMI) - Lab. of Studies and Research in Applied Mathematics "LERMA" and Lab. of Islamic Financial Engineering (IFE – Lab). Thesis title: Modeling and Management of Financial Risk. Very honorable mention. Specialty: Scientific Calculation and Financial Mathematics. Research interests: Financial risk management, reconstruction of the Moroccan yield curve with Nelson Siegel Svensson, Optimization, Scoring, Machine Learning, Complex Systems and Multi-Agent.
• 2011–2014: Master in Corporate Finance from the Higher Institute of Commerce and Business Administration “ISCAE”. • 2008–2011: AL-CACHY preparatory classes. Option: MPSI-MP.
• 2007–2008: Baccalaureate in Mathematics Sciences. Rating: Good
• Certification: Certification of ALMMALI training & consulting: Islamic Banking Qualification (2015)
• 2017-2022: Part-time teacher at the Mohammadia School of Engineering “EMI” Rabat.
• Ayouche, S., Aboulaich, R., Ellaia, R. (2017). Partnership credit scoring classification Probem: A neural network approach. International Journal of Applied Engineering Research, 12(5), 693-704.
• Ayouche, S., Ellaia, R., Ennatiki, M. (2020, October). Morphological filters for global optimization. In 2020 5th International Conference on Logistics Operations Management (GOL) (pp. 1-10). IEEE.
• Ayouche, S., Ellaia, R., Aboulaich, R. (2016). A Hybrid Particle Swarm Optimization-Nelder-Mead Algorithm (PSO-NM) for Nelson-Siegel-Svensson Calibration. International Journal of Economics and Management Engineering, 10(4), 1365-1369.
• The dynamic Nelson–Siegel-Svensson using VARMA models. Ayouche,S.Ellaia,R. Aboulaich,R. Investment Management and Financial Innovations (Submitted).
• Agent Based Modeling for Diminishing Partnership Contract. Ayouche,S.Aboulaich,R. Ellaia,R. International Journal of Engineering Business Management (submitted)
• Ayouche,S., Ellaia,R., Aboulaich,R.(2016).A Hybrid Particle Swarm Optimization-Nelder-Mead Algorithm (PSO-NM) for Nelson-Siegel-Svensson Calibration. ICIFE: 18th International Conference on Information and Financial Engineering. Paris, France.
• Ayouche,S., Ellaia,R., Aboulaich,R.(2019). Multilayer Perceptron Neural Network Applied to Credit Scoring for Microfinance in Morocco. ICIFE: 21st International Conference on Information and Financial Engineering. Paris, France.
• Ayouche,S., Ellaia,R., Ennatiqui,M.(2020). Morphological filters for global optimization. The 5th edition of the IEEE International Conference on Logistics Operations Management GOL'20. Rabat, Morocco.
• Workshop “Complexity, modeling and Islamic finance”. EMI RABAT (2016).
• Speaker at the theme school in Islamic financial engineering. EMI Rabat (2017)
• Algorithmics and coding
• Information systems and databases
• Global risk management
• Microeconomics