M. Zouhaier Dhifaoui

Chercheur associé

Recherche

Sujet de thèse

LA SOMME ET LA DIMENSION DE CORRELATION APPLIQUEES A DES PROCESSUS MULTIDIMENSIONNELS

Directeur de Thèse

Professeur Jean-marc Bardet

Publications

A - Accepted and Published Articles:

 

19- Z. Dhifaoui et all., (2024), Double-blind, Randomized, Placebo-Controlled study evaluating the Efficacy of an early treatment using Herbal Supplement in the Prevention of Post-Traumatic Stress Disorder in the emergency department (PHYTéS Study). Journal of Herbal Medecine.

18- Z. Dhifaoui (2024), Connection between climatic change and international food prices: evidence from robust long-range cross-correlation and variable-lag transfer entropy with sliding windows approach. EPJ Data Science.

17- Z. Dhifaoui, S Ben Jabeur, R Khalfaoui, MA Nasir (2023). Time-varying partial-directed coherence approach to forecast global energy prices with stochastic volatility model, Journal of Forecasting.

16- Z. Dhifaoui, Ncibi Kaies, Gasmi Faicel, Abdallah Alqarni Abulmajeed (2023). The Nexus between Climate Change and Geopolitical Risk Index in Saudi Arabia Based on the Fourier-Domain Transfer Entropy Spectrum Method, Sustainability.

15- Z. Dhifaoui, Rabeh Khalfaoui, Sami Ben Jabeur, Mohammad Zoynul Abedin (2022). Exploring the effect of climate risk on agricultural and food stock prices : Fresh evidence from EMD-Based variable-lag transfer entropy analysis, Journal of Environmental Management.
14- Z. Dhifaoui, Rabeh Khalfaoui, Mohammad Zoynul Abedin, Baofeng Shi (2022). Quantifying information transfer among clean energy, carbon, oil, and precious metals : A novel Transfer Entropy-based approach, Finance Research Letters, 49.
13- Z. Dhifaoui (2022). Robustness of detrended cross-correlation analysis method under outliers observations, Fluctuation and Noise Letters, 21 (04).
12- Z. Dhifaoui, J-M Bardet (2021). Local correlation dimension of multidimensional stochastic process. Statistics & Probability Letters, (181).
11- Z. Dhifaoui, F. Gasmi (2021). Linear and nonlinear linkage of conditional stochastic volatility of interbank interest rates : empirical evidence of the BRICS countries. BRICS Journal of Economics, 2 (2), 4-16.
10- Z. Dhifaoui (2021). Determinism and non-linear behaviour of log-return and conditional volatility : Empirical analysis for 26 stock markets. South Asian Journal of Macroeconomics and Public Finance, (4).
9- Z. Dhifaoui (2019). Scale-wise Lyapunov exponent for bounded variation mappings. SN Applied Sciences, 1 (9), 1-6.
8- Z. Dhifaoui (2018). Statistical moments of Gaussian kernel correlation sum and weighted least square estimator of correlation dimension and noise level. Journal of Statistical Planning and Inference, 193, 55-69.
7- Z. Dhifaoui (2016). Robust to noise and outliers estimator of correlation dimension. Chaos, Solitons & Fractals, 93, 169-174.
6- Z. Dhifaoui, C Zedini, M Mallouli, T Ajmi (2015). Bivariate modeling of the number of cases of voluntary interruption of pregnancy on sousse (Tunisia). International Journal of Research and Reviews in Applied Sciences, 23 (3), 188.
5- Z. Dhifaoui, H Kortas, SB Ammou (2014). Correlation Dimension of Fractional Gaussian Noise : New Evidence from Wavelets. International Journal of Bifurcation and Chaos, 24 (04).
4- H Kortas, Z. Dhifaoui, SB Ammou (2012). On wavelet analysis of the nth order fractional Brownian motion. Statistical Methods & Applications, 21 (3), 251-277.
3- Z. Dhifaoui, H Kortas, SB Ammou (2009). Multiscale Lyapunov exponent for 2-microlocal functions. Chaos, Solitons & Fractals, 42 (5), 2675-2687.
2- A Mabrouk, H Kortas, Z. Dhifaoui (2008). A wavelet support vector machine coupled method for time series prediction. International Journal of Wavelets, Multiresolution and Information Processing, 6 (6), 851-868.
1- A Mabrouk, N Abdallah, Z. Dhifaoui (2008). Wavelet decomposition and autoregressive model for time series prediction. Applied Mathematics and Computation, 199 (1), 334-340.

B- Proceedings :

2- Nihel Haddad, Zouhaier Dhifaoui, Jihene Sahli, Menel Mellouli, Hafsia Laadhari, Mohamed Ghodhbani, Thouraya Ajmi (2022). Impact of the SARS-CoV-2 pandemic on the use of healthcare services. 32nd ECCMID, the European Congress of Clinical Microbiology and Infectious Diseases. Lisbon, Portugal.

1- SB Ammou, K Zied, H Kortas, Z. Dhifaoui (2010). Wavelet-PLS regression : application to oil production data. COMPSTAT’2010, 19th International Conference on Computational Statistics, Paris.