Details about Sami Mestiri

Access statistics for papers by Sami Mestiri.

Last updated 2024-03-28. Update your information in the RePEc Author Service.

Short-id: pme930

Working Papers

2024

1. Financial applications of machine learning using R software
   MPRA Paper, University Library of Munich, Germany

2023

2. How to use machine learning in finance
   (How to use machine learning in finance)
   MPRA Paper, University Library of Munich, Germany
3. Nonparametric regression models: theories and applications in R
   (Les modèles de régression non paramétriques: théories et applications sous R)
   Working Papers, HAL
4. Using R software to applied econometrics
   Working Papers, HAL

2021

5. La modélisation de la dynamique des volatilités et des corrélations entre les prix des matières premières et les rendements boursiers
   Working Papers, HAL
6. Modelling the volatility of Bitcoin returns using Nonparametric GARCH models
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Modeling the volatility of Bitcoin returns using Nonparametric GARCH models, Journal of Academic Finance, RED research unit, university of Gabes, Tunisia (2022) (2022)
7. Personal loan simulation using R shiny
   (Simulation de prêt personnel en utilisant R shiny)
   Working Papers, HAL

2019

8. Bayesian Structural VAR Approach to Tunisian Monetary Policy Framework
   MPRA Paper, University Library of Munich, Germany
9. How to use the R software
   MPRA Paper, University Library of Munich, Germany View citations (2)

2018

10. Credit Risk Prediction based on Bayesian estimation of logistic regression model with random effects
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2024

1. Artificial Intelligence Techniques for Bankruptcy Prediction of Tunisian Companies: An Application of Machine Learning and Deep Learning-Based Models
   JRFM, 2024, 17, (4), 1-14 View citations (1)

2022

2. Modeling the volatility of Bitcoin returns using Nonparametric GARCH models
   Journal of Academic Finance, 2022, 13, (1), 2 - 16
   See also Working Paper Modelling the volatility of Bitcoin returns using Nonparametric GARCH models, MPRA Paper (2021) (2021)

2021

3. BAYESIAN STRUCTURAL VAR APPROCH TO TUNISIAN MONETARY POLICY FARMEWORK
   Journal of Smart Economic Growth, 2021, 6, (2), 67-77 View citations (1)
4. Using Non-parametric Count Model for Credit Scoring
   Journal of Quantitative Economics, 2021, 19, (1), 39-49 View citations (3)

2014

5. Bankruptcy prediction for Tunisian firms: An application of semi-parametric logistic regression and neural networks approach
   Economics Bulletin, 2014, 34, (1), 133-143 View citations (3)