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Sami Mestiri

Personal Details

First Name:Sami
Middle Name:
Last Name:Mestiri
Suffix:
RePEc Short-ID:pme930
[This author has chosen not to make the email address public]
Terminal Degree:2011 (from RePEc Genealogy)

Affiliation

Faculté des Sciences Économiques et de Gestion de Mahdia
Université de Monastir

Mahdia, Tunisia
http://www.fsegma.rnu.tn/
RePEc:edi:fsegmtn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Mestiri, Sami, 2024. "Financial applications of machine learning using R software," MPRA Paper 119998, University Library of Munich, Germany.
  2. Sami Mestiri, 2023. "Using R software to applied econometrics," Working Papers hal-04343931, HAL.
  3. Mestiri, Sami, 2023. "How to use machine learning in finance," MPRA Paper 120045, University Library of Munich, Germany.
  4. Sami Mestiri, 2023. "Nonparametric regression models: theories and applications in R [Les modèles de régression non paramétriques: théories et applications sous R]," Working Papers hal-04004433, HAL.
  5. Mestiri, Sami, 2021. "Modelling the volatility of Bitcoin returns using Nonparametric GARCH models," MPRA Paper 111116, University Library of Munich, Germany.
  6. Sami Mestiri, 2021. "Personal loan simulation using R shiny [Simulation de prêt personnel en utilisant R shiny]," Working Papers hal-03448651, HAL.
  7. Sami Mestiri & Sabrine Abdelghani, 2021. "La modélisation de la dynamique des volatilités et des corrélations entre les prix des matières premières et les rendements boursiers," Working Papers hal-03432761, HAL.
  8. Mestiri, Sami, 2019. "Bayesian Structural VAR Approach to Tunisian Monetary Policy Framework," MPRA Paper 91357, University Library of Munich, Germany.
  9. Mestiri, Sami, 2019. "How to use the R software," MPRA Paper 119428, University Library of Munich, Germany.
  10. Mestiri, Sami & Farhat, Abdejelil, 2018. "Credit Risk Prediction based on Bayesian estimation of logistic regression model with random effects," MPRA Paper 119960, University Library of Munich, Germany.

Articles

  1. Manel Hamdi & Sami Mestiri & Adnène Arbi, 2024. "Artificial Intelligence Techniques for Bankruptcy Prediction of Tunisian Companies: An Application of Machine Learning and Deep Learning-Based Models," JRFM, MDPI, vol. 17(4), pages 1-14, March.
  2. Sami MESTIRI, 2022. "Modeling the volatility of Bitcoin returns using Nonparametric GARCH models," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 13(1), pages 2-16, June.
  3. Sami Mestiri & Abdeljelil Farhat, 2021. "Using Non-parametric Count Model for Credit Scoring," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 39-49, March.
  4. Sami Mestiri & Abdeljelil Farhat, 2021. "Bayesian Structural Var Approch To Tunisian Monetary Policy Farmework," Journal of Smart Economic Growth, , vol. 6(2), pages 67-77, September.
  5. Manel Hamdi & Sami Mestiri, 2014. "Bankruptcy prediction for Tunisian firms : An application of semi-parametric logistic regression and neural networks approach," Economics Bulletin, AccessEcon, vol. 34(1), pages 133-143.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Mestiri, Sami, 2019. "How to use the R software," MPRA Paper 119428, University Library of Munich, Germany.

    Cited by:

    1. Mestiri, Sami, 2024. "Financial applications of machine learning using R software," MPRA Paper 119998, University Library of Munich, Germany.
    2. Mestiri, Sami, 2023. "How to use machine learning in finance," MPRA Paper 120045, University Library of Munich, Germany.

Articles

  1. Sami Mestiri & Abdeljelil Farhat, 2021. "Using Non-parametric Count Model for Credit Scoring," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 39-49, March.

    Cited by:

    1. Yeh-Ching Low & Seng-Huat Ong, 2023. "Modelling of Loan Non-Payments with Count Distributions Arising from Non-Exponential Inter-Arrival Times," JRFM, MDPI, vol. 16(3), pages 1-14, February.
    2. Mestiri, Sami, 2024. "Financial applications of machine learning using R software," MPRA Paper 119998, University Library of Munich, Germany.
    3. Mestiri, Sami, 2023. "How to use machine learning in finance," MPRA Paper 120045, University Library of Munich, Germany.

  2. Manel Hamdi & Sami Mestiri, 2014. "Bankruptcy prediction for Tunisian firms : An application of semi-parametric logistic regression and neural networks approach," Economics Bulletin, AccessEcon, vol. 34(1), pages 133-143.

    Cited by:

    1. Šlefendorfas Gediminas, 2016. "Bankruptcy Prediction Model for Private Limited Companies of Lithuania," Ekonomika (Economics), Sciendo, vol. 95(1), pages 134-152, January.
    2. Mestiri, Sami & Farhat, Abdejelil, 2018. "Credit Risk Prediction based on Bayesian estimation of logistic regression model with random effects," MPRA Paper 119960, University Library of Munich, Germany.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (3) 2022-01-24 2024-02-26 2024-03-11
  2. NEP-BIG: Big Data (2) 2024-02-26 2024-03-11
  3. NEP-PAY: Payment Systems and Financial Technology (2) 2022-01-31 2024-02-26
  4. NEP-RMG: Risk Management (2) 2022-01-03 2022-01-31
  5. NEP-ARA: MENA - Middle East and North Africa (1) 2022-01-03
  6. NEP-BAN: Banking (1) 2024-03-11
  7. NEP-CWA: Central and Western Asia (1) 2022-01-31
  8. NEP-ETS: Econometric Time Series (1) 2022-01-31
  9. NEP-FMK: Financial Markets (1) 2022-01-31
  10. NEP-FOR: Forecasting (1) 2022-01-31
  11. NEP-ORE: Operations Research (1) 2022-01-31

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