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جامعة عبد الحفيظ بوالصوف ميلة |
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Affiner la recherche Interroger des sources externesSolving a class of multidimensional Volterra integral and integro-differential equations / SAIDANE Sara
title : Solving a class of multidimensional Volterra integral and integro-differential equations Type de document : electronic document Auteur : SAIDANE Sara, Author ; HALIM Yacine (Chairman), LAIB Hafida (Supervisor), CHELLOUF Yassamine (supervisor) BELHANNACHE Farida (Examiner), ROUIBAH Khaoula (Examiner), BOUOUDEN Rabah (Examiner), KAOUACHE Smail (Examiner), Author Editeur : جامعة عبد الحفيظ بوالصوف ميلة Date de publication : 2026 Nombre de pages : 100p. Dimensions : Matériel d'accompagnement : قرص مضغوط ISBN (ou autre code) : D.N51022 Langue : English (eng) Langue originale : English (eng) Mots clé : DelayaVolterra integralaequations, two-dimensional delayaVolterra integro-differential equations, collocation method, Taylor polynomials, error analysis Résumé : This thesis studies a numerical approach for solving linear two-dimensional delay partialaVolterra integro-differential equations. A collocation method based on Taylor polynomials is developed to approximate the solution on a spatial domain defined piecewise. The proposed scheme computes the approximation coefficients iteratively without the need to solve large systems of algebraic equations. A theoretical analysis establishes the global convergence of the method under appropriate smoothness assumptions. Numerical examples are presented to demonstrate the efficiency and
accuracy of the proposed method.Lien vers la ressource électronique : https://syngeb.univ-mila.dz/fr/opac/result_details/950168 Solving a class of multidimensional Volterra integral and integro-differential equations [electronic document] / SAIDANE Sara, Author ; HALIM Yacine (Chairman), LAIB Hafida (Supervisor), CHELLOUF Yassamine (supervisor) BELHANNACHE Farida (Examiner), ROUIBAH Khaoula (Examiner), BOUOUDEN Rabah (Examiner), KAOUACHE Smail (Examiner), Author . - جامعة عبد الحفيظ بوالصوف ميلة, 2026 . - 100p. ; PDF + قرص مضغوط.
ISSN : D.N51022
Langue : English (eng) Langue originale : English (eng)
Mots clé : DelayaVolterra integralaequations, two-dimensional delayaVolterra integro-differential equations, collocation method, Taylor polynomials, error analysis Résumé : This thesis studies a numerical approach for solving linear two-dimensional delay partialaVolterra integro-differential equations. A collocation method based on Taylor polynomials is developed to approximate the solution on a spatial domain defined piecewise. The proposed scheme computes the approximation coefficients iteratively without the need to solve large systems of algebraic equations. A theoretical analysis establishes the global convergence of the method under appropriate smoothness assumptions. Numerical examples are presented to demonstrate the efficiency and
accuracy of the proposed method.Lien vers la ressource électronique : https://syngeb.univ-mila.dz/fr/opac/result_details/950168 Exemplaires(1)
Barcode Call number Media type Location Section Statut d mth1/239 D.N510/22 Thesis and Dissertation Central Library Dissertations and Theses Room Exclu du prêt
title : Maximum Likelihood Estimation of locally stationary processes Type de document : electronic document Auteur : Aissaoui Faris, Author ; Abdelouahab Mohammed (Chairman), Khedidja Djaballah-Djeddour (Supervisor), Boulaarouk Yakoub (Examiner), Boukaf Sammira (Examiner), BOUOUDEN Rabah (Examiner), Kharfouchi Soumia(Examiner), Author Editeur : جامعة عبد الحفيظ بوالصوف ميلة Date de publication : 2026 Nombre de pages : 79p. Dimensions : Matériel d'accompagnement : قرص مضغوط ISBN (ou autre code) : D.N51023 Langue : English (eng) Langue originale : English (eng) Mots clé : Maximum likelihood, Kernel estimation, Time-varying, Locally stationary Résumé : Time series analysis has attracted growing interest in the literature over recent years, driven by the need to model nonstationary phenomena whose statistical characteristics evolve over time. Among the most relevant frameworks developed to address this challenge are locally stationary processes, which provide a powerful compromise between flexibility and analytical tractability. These processes assume that, although a time series may be globally nonstationary, it can be well approximated locally by a stationary process in the neighborhood of each time point.
The primary objective of this thesis is to study the estimation of parameters for ocally stationary
processes, with a particular focus on models featuring time-varying volatility. Since the parameters are allowed to change smoothly over time, classical estimation methods designed for stationary settings become inadequate. To overcome this limitation, we adopt a modeling approach based on time-varying parameter models and employ a nonparametric quasi-maximum likelihood estimation framework that relies on local likelihood approximation.
The core idea consists in approximating the locally stationary process by a tationary one in the vicinity of a fixed rescaled time point. This local approximation justifies the construction of kernel-weighted estimators,where observations closer to the time point of interest receive higher weights. Under suitable regularity conditions, the proposed estimator is shown to be consistent and asymptotically normal, allowing for valid statistical inference on time-varying parameters.
Special attention is devoted to time-varying GARCH models, which play a central role in modeling conditional volatility in financial time series. Classical GARCH models are extended by allowing their parameters to vary over time within the locally stationary framework. In addition to the standard Gaussian assumption, alternative distributions are considered to better capture heavy-tailed behavior commonly observed in financial data. In particular, Student’s t and Laplace distributions are incorporated into the quasi-likelihood framework. Theoretical results show that when the assumed distribution is correctly specified, the estimator converges to the true parameter values. In contrast, under likelihood misspecification, the estimator converges to pseudo-true parameters rather than the true ones. Extensive numerical experiments confirm the theoretical findings and demonstrate the robustness of the proposed methodology. Applications to real financial data further validate the approach, showing a strong agreement between estimated and observed volatilityLien vers la ressource électronique : https://syngeb.univ-mila.dz/fr/opac/result_details/950169 Maximum Likelihood Estimation of locally stationary processes [electronic document] / Aissaoui Faris, Author ; Abdelouahab Mohammed (Chairman), Khedidja Djaballah-Djeddour (Supervisor), Boulaarouk Yakoub (Examiner), Boukaf Sammira (Examiner), BOUOUDEN Rabah (Examiner), Kharfouchi Soumia(Examiner), Author . - جامعة عبد الحفيظ بوالصوف ميلة, 2026 . - 79p. ; PDF + قرص مضغوط.
ISSN : D.N51023
Langue : English (eng) Langue originale : English (eng)
Mots clé : Maximum likelihood, Kernel estimation, Time-varying, Locally stationary Résumé : Time series analysis has attracted growing interest in the literature over recent years, driven by the need to model nonstationary phenomena whose statistical characteristics evolve over time. Among the most relevant frameworks developed to address this challenge are locally stationary processes, which provide a powerful compromise between flexibility and analytical tractability. These processes assume that, although a time series may be globally nonstationary, it can be well approximated locally by a stationary process in the neighborhood of each time point.
The primary objective of this thesis is to study the estimation of parameters for ocally stationary
processes, with a particular focus on models featuring time-varying volatility. Since the parameters are allowed to change smoothly over time, classical estimation methods designed for stationary settings become inadequate. To overcome this limitation, we adopt a modeling approach based on time-varying parameter models and employ a nonparametric quasi-maximum likelihood estimation framework that relies on local likelihood approximation.
The core idea consists in approximating the locally stationary process by a tationary one in the vicinity of a fixed rescaled time point. This local approximation justifies the construction of kernel-weighted estimators,where observations closer to the time point of interest receive higher weights. Under suitable regularity conditions, the proposed estimator is shown to be consistent and asymptotically normal, allowing for valid statistical inference on time-varying parameters.
Special attention is devoted to time-varying GARCH models, which play a central role in modeling conditional volatility in financial time series. Classical GARCH models are extended by allowing their parameters to vary over time within the locally stationary framework. In addition to the standard Gaussian assumption, alternative distributions are considered to better capture heavy-tailed behavior commonly observed in financial data. In particular, Student’s t and Laplace distributions are incorporated into the quasi-likelihood framework. Theoretical results show that when the assumed distribution is correctly specified, the estimator converges to the true parameter values. In contrast, under likelihood misspecification, the estimator converges to pseudo-true parameters rather than the true ones. Extensive numerical experiments confirm the theoretical findings and demonstrate the robustness of the proposed methodology. Applications to real financial data further validate the approach, showing a strong agreement between estimated and observed volatilityLien vers la ressource électronique : https://syngeb.univ-mila.dz/fr/opac/result_details/950169 Exemplaires(1)
Barcode Call number Media type Location Section Statut d mth1/240 D.N510/23 Thesis and Dissertation Central Library Dissertations and Theses Room Exclu du prêt
title : Control, synchronization, and anti-synchronization of different types of dynamical systems : Submitted for the degree of Doctorate LMD Type de document : electronic document Auteur : Derbouche Assia, Author ; Boularouk Yakoub (Chairman),Hamri Nasr-eddine (Supervisor), Laouira Widad(Co-supervisor),Deghdak Messaoud (Examiner), Benkara Mostefa Mohamed Cherif (Examiner), Kaouache Smail(Examiner), Author Editeur : جامعة عبد الحفيظ بوالصوف ميلة Date de publication : 2026 Nombre de pages : 113p. Dimensions : Matériel d'accompagnement : قرص مضغوط ISBN (ou autre code) : D.N51024 Langue : English (eng) Langue originale : English (eng) Mots clé : Chaos, adaptive control, active control, synchronization, anti-synchronization. Résumé : The study of chaos control and synchronization has made significant progress over the past few decades. It is due to their use in various sectors such as communication protection, biological systems, and, more recently, in the epidemiological field that their scope is so broad. Thus, we have presented various control techniques as well as different forms of synchronization.
In this work, we aim To attain complete synchronization and anti-synchronization of the SIR model, various control methods will be implemented, including active control, adaptive control, backstepping, and sliding mode. Next, we conduct a comparative analysis of these methods to identify the most effective one among them.Lien vers la ressource électronique : https://syngeb.univ-mila.dz/fr/opac/result_details/950352 Control, synchronization, and anti-synchronization of different types of dynamical systems : Submitted for the degree of Doctorate LMD [electronic document] / Derbouche Assia, Author ; Boularouk Yakoub (Chairman),Hamri Nasr-eddine (Supervisor), Laouira Widad(Co-supervisor),Deghdak Messaoud (Examiner), Benkara Mostefa Mohamed Cherif (Examiner), Kaouache Smail(Examiner), Author . - جامعة عبد الحفيظ بوالصوف ميلة, 2026 . - 113p. ; PDF + قرص مضغوط.
ISSN : D.N51024
Langue : English (eng) Langue originale : English (eng)
Mots clé : Chaos, adaptive control, active control, synchronization, anti-synchronization. Résumé : The study of chaos control and synchronization has made significant progress over the past few decades. It is due to their use in various sectors such as communication protection, biological systems, and, more recently, in the epidemiological field that their scope is so broad. Thus, we have presented various control techniques as well as different forms of synchronization.
In this work, we aim To attain complete synchronization and anti-synchronization of the SIR model, various control methods will be implemented, including active control, adaptive control, backstepping, and sliding mode. Next, we conduct a comparative analysis of these methods to identify the most effective one among them.Lien vers la ressource électronique : https://syngeb.univ-mila.dz/fr/opac/result_details/950352 Exemplaires(1)
Barcode Call number Media type Location Section Statut d mth1/241 D.N510/24 Thesis and Dissertation Central Library Dissertations and Theses Room Exclu du prêt
title : محاضرات في المالية العمومية : موجهة لطلبة السنة ثانية، طور الليسانس، شعبة: علوم مالية ومحاسبة، Type de document : electronic document Auteur : عمار, ڤرفي, Author Editeur : جامعة عبد الحفيظ بوالصوف ميلة Date de publication : 2025 Nombre de pages : 190ص. Dimensions : ISBN (ou autre code) : pb236 Langue : Arabic (ara) Langue originale : Arabic (ara) Lien vers la ressource électronique : https://dspace.univ-mila.dz/jspui/handle/123456789/4967 محاضرات في المالية العمومية : موجهة لطلبة السنة ثانية، طور الليسانس، شعبة: علوم مالية ومحاسبة، [electronic document] / عمار, ڤرفي, Author . - جامعة عبد الحفيظ بوالصوف ميلة, 2025 . - 190ص. ; PDF.
ISSN : pb236
Langue : Arabic (ara) Langue originale : Arabic (ara)
Lien vers la ressource électronique : https://dspace.univ-mila.dz/jspui/handle/123456789/4967 Exemplaires(1)
Barcode Call number Media type Location Section Statut pb236 pb/236 Pedagogical publication Central Library Pedagogical publication Exclu du prêt Numeric items
pb236.pngPortable Network Graphics
title : محاضرات في مادة أسواق رأس المال : موجهة لطلبة السنة ثانية، طور ماستر Type de document : electronic document Auteur : عمار قرفي, Author Editeur : جامعة عبد الحفيظ بوالصوف ميلة Date de publication : 2024 Nombre de pages : 115ص. Dimensions : ISBN (ou autre code) : pb237 Langue : Arabic (ara) Langue originale : Arabic (ara) Lien vers la ressource électronique : https://dspace.univ-mila.dz/jspui/handle/123456789/4968 محاضرات في مادة أسواق رأس المال : موجهة لطلبة السنة ثانية، طور ماستر [electronic document] / عمار قرفي, Author . - جامعة عبد الحفيظ بوالصوف ميلة, 2024 . - 115ص. ; PDF.
ISSN : pb237
Langue : Arabic (ara) Langue originale : Arabic (ara)
Lien vers la ressource électronique : https://dspace.univ-mila.dz/jspui/handle/123456789/4968 Exemplaires(1)
Barcode Call number Media type Location Section Statut pb237 pb/237 Pedagogical publication Central Library Pedagogical publication Exclu du prêt Numeric items
pb237.pngPortable Network Graphics
