06-01-2020

Research Teams

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Research Teams

 Title of the team 01: The Economics of Financial Institutions and Banking

This team is centered around financial and banking institutions; It deals with the theoretical and empirical aspects of financial and banking activity. This team updates the data of the Algerian banking system in particular and the Maghreb system in general; It shows how the banks arrive or fail to secure the financing of the economy knowing that their monetary resources are, on the one hand insignificant, and on the other hand unstable; It focuses on analyzing the Central Bank's response capacities to overcome the problems (inflation, unemployment, indebtedness) facing the economy.

 

Title of the team 02: Banking and Financial Modeling

The objective of this team is to use mathematical techniques that are part of broad-based analysis and probabilities or the mathematics of optimization and decision making applied to banking and financial practice, Functional analysis, differential equations or dynamic systems, optimal control, stochastic computation, differential topology, non-differentiable analysis, convex analysis and numerical methods.

 

Title of the team 03: Financial Engineering and Banking

This specialty aspect of Mathematical Engineering of Finance combines both a serious theoretical training with a specific preparation for statistical and computer applications and in particular for the numerical resolution of the models. For example, portfolio management, risk management (risk manager, asset / liability manager, credit analyst, trading room activities (research, trading, back office and middle office services) and financial IT.

 

 Title of the team 04: INTERNATIONAL FINANCIAL AND BANK ASPECTS

The research team will attempt to examine the various exchange rate regimes in the Maghreb, as well as exchange rate determination theories among other things. The validity of purchasing power parity possibly tested and the efficiency of foreign exchange markets. The task of the team is also to test the effects of the liberalization of financial services (GATS) as part of the WTO's accession to banking activity in the Maghreb countries.

 

Title of the team 05: NICT and Banking Systems in the Maghreb

The research team will attempt to examine the various exchange rate regimes in the Maghreb, as well as exchange rate determination theories among other things. The validity of purchasing power parity possibly tested and the efficiency of foreign exchange markets. The task of the team is also to test the effects of the liberalization of financial services (GATS) as part of the WTO's accession to banking activity in the Maghreb countries.

 

 Title of the team: Financial and banking governance

The objective of this team is to try to implement all the conditions to have:

- "Invisible" market(s) of international markets (borrowers, depositors and others) (competition)

- "Visible (s)" (s) of international regulators (prudential rules)

- Visible management (management and board of directors)

Team Leader07: Islamic Finance and Economic Development

the objective of this team is to test the relationship between Islamic finance and its impact on economic development, and this by demonstrating the various Islamic financing means (sukuk) that can meet the needs of economic agents.

 

 Team Leader07: Contributions of Artificial Intelligence in the field of money, finance and banks

Artificial Intelligence contributions in the field of money, finance and banks

Artificial intelligence is a set of theories and techniques developing complex computer programs to allow machines to simulate certain features of real intelligence (reasoning, learning ...). It becomes a reflective software instead of the human and is found implemented in several areas such as: trade, transport, health, personal assistant, industry, environment, defense, finance etc. ...

With the advent of Big Data, the AI ​​has begun to change some habits in banking and finance. Indeed, companies in these sectors have a large amount of unexploited data. Big Data has created an adequate framework for the exploitation of its data. This allows, among other things, the development of new algorithms, the processing of this mass of data with very powerful algorithms. This favors, among other things, the digitization of the financial sector, the transformation of trading activities, risk assessment, portfolio management, financial analysis, bank loans, etc. Hence the success of fintech.

The objective of this research team is to study the impacts of AI in banking and finance..