Nehla Debbabi

ESPRIT School of Engineering

SCHOLARLY PAPERS

2

DOWNLOADS

145

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

A Self-Calibrating Method for Heavy Tailed Data Modeling: Application in Neuroscience and Finance

ESSEC WORKING PAPER 1619
Number of pages: 28 Posted: 13 Jan 2017 Last Revised: 13 Jul 2017
Nehla Debbabi, Marie Kratz and Mamadou Mboup
ESPRIT School of Engineering, ESSEC Business School, CREAR risk research center and University of Reims Champagne-Ardenne
Downloads 94 (437,521)
Citation 1

Abstract:

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Algorithm, Extreme Value Theory, Gaussian distribution, Generalized Pareto Distribution, Heavy tailed data, Hybrid model, Least squares optimization, Levenberg Marquardt algorithm, Neural data, S&P 500 index

2.

Building up Cyber Resilience by Better Grasping Cyber Risk Via a New Algorithm for Modelling Heavy-Tailed Data

ESSEC Business School Research Paper No. 2210
Number of pages: 46 Posted: 23 Jan 2023 Last Revised: 07 May 2023
Michel M. Dacorogna, Nehla Debbabi and Marie Kratz
PRS Solutions, ESPRIT School of Engineering and ESSEC Business School, CREAR risk research center
Downloads 51 (607,406)

Abstract:

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Risk analysis; Cyber risk; Systemic risk; Extreme Value Theory; Statistical analysis; Probabilistic modelling; Risk management; Insurance