Prof Dr. Mohammed Bouasabah | Stochastic Processes | Best Researcher Award 

Professor | Ibn Tofail University | Morocco

Short Biography ✨

Mohammed Bouasabah is an accomplished academic and researcher specializing in mathematical modeling, financial analytics, and applied computing. Currently serving as a Maître de Conférences Habilité at the École Nationale de Commerce et de Gestion de Kénitra, he has made significant contributions to the fields of finance and mathematics through both his research and teaching. His academic career is marked by a deep engagement with stochastic modeling, particularly in the context of financial markets, which he integrates with his expertise in mathematical analysis and computing. His journey from an engineering student to a leading academic figure highlights his commitment to advancing knowledge in these complex areas and his passion for fostering the next generation of scholars in the field.

Profile

Scopus

Education 🎓

Mohammed Bouasabah’s educational background is distinguished by a series of achievements that underscore his expertise and dedication to the field of mathematical and computational sciences. He earned his Doctorate in Mathematical Analysis from the École Nationale de Commerce et de Gestion de Kénitra between 2012 and 2016, with his thesis focusing on the stochastic modeling of exchange rates within the framework of asset-liability management. His work explored the EUR/MAD and USD/MAD exchange rates, contributing valuable insights into their behavior and prediction. Prior to this, Bouasabah completed an Engineering Degree in Computer Science and Telecommunications at the Institut National des Postes et Télécommunications in Rabat from 2007 to 2010. His strong performance in preparatory classes for engineering schools, where he was the major of his promotion, laid a solid foundation for his advanced studies. He began his academic journey with a Baccalauréat in Technical Sciences from Lycée Technique Ibn Sina in Kénitra in 2005, where he achieved a commendable mention of “Bien.”

Experience 🏛️

Mohammed Bouasabah’s professional experience spans over a decade, reflecting his expertise and versatility in both teaching and research. Since 2022, he has held the position of Maître de Conférences Habilité at the École Nationale de Commerce et de Gestion de Kénitra. In this role, he leads research projects and delivers advanced courses in mathematics and computing, contributing to the academic and professional development of students and researchers alike. From 2018 to 2022, he served as an Assistant Professor at the same institution, where he focused on teaching and developing curricula related to finance and stochastic processes. His tenure as a State Engineer in Computer Science from 2010 to 2018 involved not only teaching various courses but also managing the training room for financial markets. His role extended to providing additional training and support in the use of financial tools and methodologies, demonstrating his commitment to both education and practical application in the financial sector.

Research Interests 🔍

Mohammed Bouasabah’s research interests are deeply rooted in the intersection of mathematical modeling and financial analysis. His primary focus lies in stochastic modeling, where he examines the behavior of financial variables and develops predictive models to assess their future behavior. This includes extensive work on the stochastic modeling of exchange rates and financial indices, aiming to improve the accuracy of predictions and the management of financial risks. Bouasabah’s research often explores the application of machine learning techniques to financial data, investigating how these modern methods can enhance traditional models and provide more robust forecasts. His work is driven by a desire to bridge theoretical models with practical applications, particularly in the context of financial markets where precision and reliability are crucial.

Awards 🏆

Throughout his career, Mohammed Bouasabah has received recognition for his contributions to academia and research. His work has been published in prestigious journals such as the International Journal of Innovation and Applied Studies and Frontiers in Applied Mathematics and Statistics. His research has not only advanced the understanding of stochastic modeling but also earned him accolades in various international conferences. His presentations on topics like the predictive accuracy of financial models and the impact of COVID-19 on exchange rates have been well-received, highlighting his role as a thought leader in the field.

Publications 📚

Mohammed Bouasabah has an extensive publication record that showcases his research contributions and impact on the field. Some of his notable publications include:

• Bouasabah, M., & Bensouda, C. (2016). Elaboration of two stochastic models of EURO/MAD exchange rate and measure of their forecast accuracy. International Journal of Innovation and Applied Studies, 17(3), 1029-1036.
• Bouasabah, M., & Bensouda, C. (2017). Two stochastic models for USD/MAD exchange rate. International Journal of Innovation and Applied Studies, 19(4), 789-799.
• Bouasabah, M. (2017). Une modélisation stochastique du taux de change dans le cadre de l’ALM. Editions universitaires européennes. ISBN: 3330867345.
• Bouasabah, M. (2020). Moroccan Financial Market: Stochastic Modeling and Prediction Interval for Future Values of MASI index. International Journal of Innovation and Applied Studies, 32(4), 545-551.
• Bouasabah, M. (2021). Evaluating the Predictive Accuracy of Heston Stochastic Volatility Model for Currency Options using Local and Global Calibration. International Journal of Innovation and Applied Studies, 34(1), 51-61.
• Bouasabah, M. (2022). A Simple and Magical Equation of Happiness. International Journal of Social Science Research and Review, 5(5), 307-309.
• Bouasabah, M. (2022). The Shock of COVID-19 Pandemic on the Moroccan Exchange Rate Dirham/Euro. Frontiers in Applied Mathematics and Statistics, 8, 941845.
• Bouasabah, M. (2022). Comparative Study Between Local and Global Optimization for Heston Model. Ratio Mathematica, 42, 217-224.
• Bouasabah, M., & Khalaf, O. I. (2023). A Technical Indicator for a Short-term Trading Decision in the NASDAQ Market. Advances in Decision Sciences, 27(3), 1-13.
• Bouasabah, M. (2024). Analysis of machine learning’s performance in stock market prediction, compared to traditional technical analysis indicators. International Journal of Data Analysis Techniques and Strategies, 16, 32–46.
• Bouasabah, M. (2024). A Performance Analysis of Stochastic Processes and Machine Learning Algorithms in Stock Market Prediction. Economies, 12, 194.