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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Souhir Ben Amor



benamors[at] hu-berlin.de




+49 17632695869 


Office hours:

Dorotheenstraße 1, Room 107


Postal address:

School of Business and Economics
Humboldt-Universität zu Berlin
Unter den Linden 6
10099 Berlin, Germany

Actual Position

  • 2020- Today:Guest Researcher, High Dimensional Nonstationary Time Series, Humboldt-Universität zu Berlin, Germany


    • 2019: PhD in Quantitative Finance, Institute of High Commercial Studies of Sousse (IHEC)
, Tunisia
    • 2012: Master degree in “Modeling in Economic and Econometrics” Polytechnic Institute of Tunis, Tunisia
    • 2005: Bachelor degree in "Actuarial Science and Finance”, High Institute Commercial Studies of Sousse (IHEC), Tunisia

    Research Interests

    • Quantitative finance
    • Time series analysis
    • Wavelet decomposition
    • Artificial Intelligence methods
    • Energy markets
    • Risk management


    • 2020-2021: Statistics of Financial Markets II (Summer Semester 21) School of Business and Economics, Humboldt-Universität zu Berlin, Germany
    • 2020-2021: Short courses on DEDA Digital Economy, BRC Blockchain Research Center, Humboldt-Universität zu Berlin, Germany/li>
    • 2018-2019: Inferential Statistics, Financial Mathematics, International Finance, Time series Econometrics, High Institute of Commercial Studies of Sousse (IHEC), Tunisia
    • 2017-2018: Actuarial Science, Research Methodology, High Institute of Commercial Studies of Sousse (IHEC), Tunisia
    • 2016-2017: Econometrics, Introduction to Finance, Data Analysis with SPSS, Operational Research, University of Economics and Management of Sousse FSEG, Tunisia
    • 2015-2016: Introduction to Insurance, Business Statistics, University of Economics and Management of Sousse FSEG,Tunisia
    • 2014-2015: Descriptive statistics and probability, Mathematics, Faculty of Economics and Management of Sousse FSEG,Tunisia


    • Ben Amor, S., Boubaker, H., and Belkacem, L. 2017. Forecasting Electricity Spot Price with Generalized Long Memory Modeling: Wavelet and Neural Network. International Journal of World Academy of Science, Engineering and Technology, Vol 11, N°9. doi.org/10.5281/zenodo.1315597
    • Ben Amor S, Boubaker H, Belkacem L. 2018. Forecasting electricity spot price for Nord Pool market with a hybrid k‐factor GARMA–LLWNN Model. Journal of Forecasting, 1-20. https://doi.org/10.1002/for.2544
    • Ben Amor, S., Boubaker, H., and Belkacem, L. 2018. Price Risk and Hedging Strategies in Nord Pool Electricity Market Evidence with sector Indexes . Energy Economics,V80, 635-655. https://doi.org/10.1016/j.eneco.2019.02.001

      Submitted Papers

      • Ben Amor, S., Boubaker, H, and Belkacem, L. (2020), “A Dual Generalized Long Memory Model for Forecasting the Electricity Consumption: Neural Network and Wavelet Estimate”, Studies in Nonlinear Dynamics & Econometrics.
      • Ben Amor, S., Boubaker, H. and Belkacem, L. (2020), “Predictive Accuracy of a New Hybrid Generalized Long Memory Wavelet-Neural Networks Model for Short Term Wind Forecasting”. International Journal of Forecasting.
      • Ben Amor, S., Althof, M., and Härdle, W. K. (2021) “Financial Risk Meter FRM for Emerging Markets”. Journal of Financial Econometrics (JFEC).