Manel Hamdi
Faculty of Economics and Management of Tunis, University of Tunis ElManar, Tunisia
Manel Hamdi received her Bachelor degree in Finance in 2006 from Higher Institute of Management ,Tunis, Tunisia and in February 2009 obtained an MSc in Forecasting of Economic Systems and Financial Markets from Higher Institute of Management. She got his PhD degree in Management Sciences, in 2017 from Higher Institute of Management, Tunis University, Tunisia. Her current research interests include energy economics, energy forecasting, credit risk prediction, time series forecasting, artificial intelligence, machine learning, neural networks, and deep learning modeling.
Areas of Interest:
- Credit risk, forecasting techniques and recovery
- Energy Economics
- Financial management
- Analytical accounting
- Financial markets and assets valuation
Education:
- PhD in Management Sciences Higher Institute of Management (Tunis), 2017
- Master II (Research): Forecasting of Economic Systems and Financial Markets Higher Institute of Management (Tunis), 2009
- Master I: Finance Higher Institute of Management (Tunis), 2006
Experience:
- Training and internship in natural language processing (NLP) at Koios intelligence, August-September 2019
- Internship in the Department of Monitoring and Controlling Risk, International Arab Bank of Tunisia, December 2007-February 2008
- University assistant at the Higher Institute of Management (Tunis), 2009 to 2015
Latest Publications:
- Aras, S., Hamdi, M. (2019). Data Size Requirement for Forecasting Daily Crude Oil Price with Neural Networks. Scientific Annals of Economics and Business, 66(3), 363-388.
- Hamdi, M., Chkili, W. (2019). An Artificial Neural Network Augmented GARCH Model For Islamic Stock Market Volatility: Do Asymmetry and Long Memory Matter?. ERF Working Paper No.1325, 1-13.
- Hamdi, M., Aloui, C., Nanda, S.K. (2016). Comparing Functional Link Artificial Neural Network and Multilayer Feedforward Neural Network To Forecast Crude Oil Prices. Economics Bulletin, 36(4), 2430-2442.
An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter?
Areas of Interest: Credit risk, forecasting techniques and recovery Energy Economics Financial management Analytical accounting Financial markets and... Read More
July, 2019
Working Papers