FAROUK MSELMI
MSELMI FAROUK
Euromed Polytechnic School (EPS)
f.mselmi@ueuromed.org
Qualification in France for 'Maˆıtre de Confrences' in section 26 of the CNU, Feb. 2022 qualification number 22226372697.
Ph.D in mathematics (Probability and Statistics) at Sfax University, Tunisia.
Title: Multivariate normal α-stable distributions. Sep 2012 to Dec. 18, 2015 Advisor: Afif Masmoudi, Co-Advisor: Mahdi Louati.
Jury members: Mr. Mokhless Hammami (President, Sfax university),
Ms. Sonia Fourati (Reviewer, university of Rouen Normandy),
Mr. Mohamed Ali Hammami (Reviewer, Sfax university),
Mr. Bassem Ben Hamed (Examiner, Sfax university).
Master degree in mathematics and applications at Tunis El Manar University, Tunisia. Title: Large deviations for local time and intersection local time of fractional Sep 2009 to Jul. 16, 2011
Brownian motion and Riemann-Liouville process.
Advisor: Ezeddine Haouala.
Bachelor degree in pure mathematics at Carthage University, Tunisia. Sep. 2004 to Jun. 2008
High school diploma in mathematics at Ain Drahem high school, Tunisia. Jun. 2004
Mixture Models;
Natural Exponential Families;
Variance Functions;
Stable Processes;
Generalized Linear Models;
Time Series Analysis;
Mathematical Statistics;
Associate Kernel Methods;
Nonparametric Statistics.
Assistant professor at Euro-Mediterranean University, Fez, Morocco. Jan. 2021 - Present
• Algebra (4 hours per week/14 weeks, Preparatory cycle for the engineering studies).
• Calculus (4 hours per week/14 weeks, Preparatory cycle for the engineering studies).
• Inferential statistics (4 hours per week/ 14 weeks, Civil engineering degree).
• Supervision for master thesis for transport and sustainable mobility.
Assistant professor at King Saud University, Riyadh, Saudi Arabia. Sep. 2018 - Jan. 2021
• Biostatistics (4 hours per week/14 weeks, Preparatory cycle of health studies).
• Probability and statistics (6 hours per week/ 14 weeks, Bachelor's degree in statistics).
• Actuarial probability (6 hours per week/ 14 weeks, Bachelor's degree in actuaries).
• Matlab (4 hours per week/14 weeks, Bachelor's degree in statistics).
• Supervision of final year projects for undergraduate statistics classes.
Assistant professor at Sfax University, Sfax, Tunisia. Feb. 2016 - Sep. 2017
• Probability and statistics (4.5 hours per week/ 14 weeks, Bachelor's degree in computer networks).
• Probability and statistics (4.5 hours per week/ 14 weeks, Bachelor's degree in financial mathematics).
• Statistics (2 hours per week/14 weeks, Master degree of applied mathematics).
• Supervision of final year projects for undergraduate financial mathematics classes.
Teaching assistant at Sfax University, Sfax, Tunisia. Oct. 2015 - Dec. 2015
• Probability and statistics (4.5 hours per week/ 14 weeks, Bachelor's degree in computer networks).
Teaching assistant at Gabes University, Gabes, Tunisia. Oct. 2011 - Sep. 2015
• Algebra (6 hours per week/28 weeks, Preparatory cycle for the engineering studies).
• Calculus (6 hours per week/28 weeks, Preparatory cycle for the engineering studies).
In Journal Papers peer-reviewed
• S. Charfi, F. Mselmi, Modeling exchange rate volatility: application of GARCH models with a Normal Tempered Stable distribution. Quantitative Finance and Economics (AIMS Press). Vol 6, No 2, 206-222. 2022. https://www.aimspress.com/article/doi/10.3934/QFE.2022009
• F. Mselmi, Generalized linear model for subordinated L´evy processes. Scandinavian Journal of Statistics (Wiley). Vol 49, No 2, 772-801. 2021.
https://onlinelibrary.wiley.com/doi/10.1111/sjos.12538
• F. Mselmi, Approximation of the quasi-deviance function for the time-changed L´evy processes by the first-exit time of the inverse Gaussian subordinator. Stat (Wiley), Vol 10, No 1, 1-9. 2021. https://onlinelibrary.wiley.com/doi/10.1002/sta4.362
• M. Louati, A. Masmoudi, F. Mselmi, The normal tempered stable regression model. Communication in Statistics: Theory & Methods (Taylor & Francis), Vol 49, No 2, 500-512. 2020. https://www.tandfonline.com/doi/full/10.1080/03610926.2018.1554121
• F. Mselmi, L´evy processes time-changed by the first-exit time of the inverse Gaussian subordinator. Filomat, Vol 32, No 7, 2545-2552. 2018.
http://www.pmf.ni.ac.rs/filomat-content/2018/32-7/32-7-16-6205.pdf
• F. Mselmi, CC Kokonendji, M. Louati, A. Masmoudi, Generalized variance functions for infinitely divisible mixture distributions. Mediterranean Journal of Mathematics (Springer), Vol 14, No 4:165, 1-19. 2018. https://link.springer.com/article/10.1007/s00009-018-1214-9
• F. Mselmi, Characterization of the inverse stable subordinator. Statistics and Probability Letters (Elsevier), Vol 140, 37-43. 2018.
https://www.sciencedirect.com/science/article/pii/S0167715218301470
• F. Mselmi, The stable processes on symmetric matrices. Arab Journal of Mathematical Sciences (Elsevier), Vol 24, No 1, 63-69. 2018.
https://www.sciencedirect.com/science/article/pii/S1319516617300841
• M. Louati, A. Masmoudi, F. Mselmi, Characterizations of multivariate stable processes. Lithuanian Mathematical Journal (Springer), Vol 57, No 1, 59-68. 2017.
https://link.springer.com/article/10.1007/s10986-017-9343-6
• M. Louati, A. Masmoudi, F. Mselmi, Multivariate normal α-stable exponential families. Mediterranean Journal of Mathematics (Springer), Vol 13, No 3, 1307-1323. 2015.
https://link.springer.com/article/10.1007/s00009-015-0562-y
Peer-reviewed Book Chapters
• M. Louati, A. Masmoudi, F. Mselmi, Gamma stopping and drifted stable processes. Applied Mathematics in Tunisia, Springer Proceedings in Mathematics and Statistics (Springer), 131, 223-232. 2015.
https://link.springer.com/chapter/10.1007/978-3-319-18041-0_13
Submitted to peer-reviewed Journal Papers
• F. Mselmi, C. Kokonendji, Multivariate generalized linear models for Markov kernels with (un)known variance functions. 2022.
• F. Mselmi, On the duality for mixture models. 2022. In Preparation for Journal Papers peer-reviewed
• F. Fourati, F. Mselmi, The multivariate Markov-Krein transform. 2022.
PARTICIPATION IN RESEARCH PROJECTS
Participation in two research projects:
• 2020-2023: Urban logistics: systemic approach, modeling and practical solutions - The case of Mediterranean conurbations. F. Mselmi p. 4
Members: Othmane Benmoussa (PI), Nouafal Rouky, Mouhsene Fri and Farouk Mselmi.
Budget: 511,032 kDh from Euromed University.
• 2021-2024: Urban mobility e-marketplace for optimized travel (Mobility Online Market for Optimized Trips).
Members: Othmane Benmoussa and Mostapha Bennouna (PI), Nouafal Rouky, Mouhsene Fri and Farouk Mselmi.
Budget: 1636 kDh from Ministry of Higher Education and CNRST with ADD.
CONFERENCES, INTERNSHIPS AND WORKSHOPS
• July 6 to 8, 2022: Online participation in the 3rd LmB Conference on Multivariate Statistical Models: Count and Semi-Continuous, Besan¸con, France. Oral presentation entitled: “Generalized linear model for subordinated L´evy processes”.
• February 26 to March 1, 2017: Participation in the 22nd international conference of Tunisian Mathematical Society (TMS), Mahdia, Tunisia. Oral presentation entitled: “Characterizations of the normal variance-mean mixture by a stable mixing”.
• February 9 to 11, 2017: Participation in workshop of Modeling, Statistical Signal and Remote Sensing, Sfax, Tunisia.
• October 14 to 16, 2016: Participation in the 3rd International Conference on Bayesian Networks and Applications (ICBNA), Sousse, Tunisia.
• December 21 to 24, 2015: Participation in the International Conference on Advances of Applied Mathematics (ICAAM), Hammamet, Tunisia. Oral presentation entitled: “Multivariate normal α-stable distributions”.
• December 22 to 25, 2014: Participation in the International Conference on Advances of Applied Mathematics (ICAAM), Hammamet, Tunisia. Oral presentation entitled: “Multivariate normal α-stable exponential families”.
• December 16 to 19, 2013: Participation in the International Conference on Advances of Applied Mathematics (ICAAM), Hammamet, Tunisia. Oral presentation entitled: “Gamma stopping time and drifted stable processes”.
• October 28 to November 9, 2013: Participation in “CIMPA-School”, Nabeul-Hammamet, Tunisia.
SCIENTIFIC VISIT
Following an invitation from Ms. Sonia Fourati, a scientific visit was made to INSA Rouen, France, for the period from June 15 to July 01, 2015. An oral presentation entitled: “Multivariate normal α-stable distributions” was made on June 25 , 2015. F. Mselmi p. 5
PARTICIPATION IN COMMITTEES
Member of the organizing committee of the 3rd International Conference on Bayesian Networks and Applications, Sfax University, Tunisia. October 14 to 16, 2016 Member of the coordinating committee of the preparatory cycle for engineering studies, Euromed University, Morocco.
