Mme Rania Hentati Kaffel
Maître de conférences
Sciences économiques
Intelligence Artificielle
Biographie en lien avec l'IA
Rania HENTATI KAFFEL is the Program Director of the MOSEF Data Science Master's program since 2016. Prior to this, she served as the Head of the Econometrics and Finance Master's program from 2010 to 2015. Her recent research focuses on modeling risk and return using machine learning, predicting bank bankruptcy through supervised, unsupervised, and reinforcement learning methods, as well as deep learning and the predictability of asset prices. In addition, she has expertise in leveraging advanced natural language processing (NLP) techniques and large language models for sentiment analysis in financial contexts.
Formations menées en lien avec l'IA
Directrice Master 2 MoSEF Data Science
Projets IA
Organization of the Sorbonne Data Challenge, a key event promoting innovation and collaboration in data science. Organization of the "Data Value for Bank" day, highlighting the transformative role of data in the banking sector. Organization of the Monthly Seminar of the MOSEF Master's program on "LLMs and Generative AI for Finance", focusing on advancements in AI technologies for finance.
Domaines d'expertise sur l'IA
- Text and data mining
- Algorithmes
- Machine Learning et Modèles Prédictifs
- Data Science et Big Data
Recherche
Thèmes de recherche
-Évaluation des actifs financiers -Gestion de portefeuille (optimisation statique et dynamique) -Gestion alternative (étude des Hedge funds) -Gestion des risques -Mesures de risque, mesures de performance -Économétrie appliquée à la finance-Sentiment Analysis
Responsabilités scientifiques
Directrice M2 MOSEF https://formations.pantheonsorbonne.fr/fr/catalogue-des-formations/mast…
Publications
- Sarra Ben Yahia & Jose Angel Garcia Sanchez & Rania Hentati Kaffel, 2024. "Impact of Sentiment analysis on Energy Sector Stock Prices : A FinBERT Approach," Working Papers hal-04629569, HAL.
- Rania Hentati-Kaffel & Alessandro Ravina, 2020. "The Impact of Low-Carbon Policy on Stock Returns," (Post-Print and Working Papers) hal-03045804, HAL.
- Affes, Z and Hentati-Kaffel, R. Forecast bankruptcy using a blend of clustering and MARS model: case of US banks, Annals of Operations Research, (), 1-38. DOI 10.1007/s10479-018-2845-8, https://link.springer.com/article/10.1007/s10479-018-2845-8
- Affes, Z and Hentati-Kaffel, R. Predicting US Banks Bankruptcy: Logit Versus Canonical Discriminant Analysis, Computational Economics, , Volume (), 2017, Pages 1-46.https://link.springer.com/article/10.1007/s10614-017-9698-0?wt_mc=Internal.Event.1.SEM.ArticleAuthorOnlineFirst
- Hentati-Kaffel, R. (2016) Structured Products under Generalized Kappa Ratio, Economic Modelling, DOI information::10.1016/j.econmod.2016.03.009. http://www.sciencedirect.com/science/article/pii/S0264999316300608
- Hentati-Kaffel, R. and Prigent, J.-L. (2016). Optimal positioning in financial derivatives under mixture distributions, Economic Modelling, Volume 52, Part A, January 2016, Pages 115-124.http://www.sciencedirect.com/science/article/pii/S0264999315000383, http://www.sciencedirect.com/science/article/pii/S0264999315000383.
- Hentati-Kaffel, R. and de Peretti, P. (2015). Detecting performance persistence of hedge funds, Journal of Banking & Finance, Volume 50, January 2015, Pages 608-615, http://www.sciencedirect.com/science/article/pii/S0264999315000462
- Hentati-Kaffel, R. and de Peretti, P. (2015). Generalized runs tests to detect randomness in hedge funds returns, Economic Modelling, Volume 52, Part A, January 2016, Pages 115-124., http://www.sciencedirect.com/science/article/pii/S0378426614002660.
- Hentati, R., and Prigent, J.-L. (2011): "VaR and Omega measures for hedge funds portfolios: A copula approach", Bankers, Markets and Investors, n°110-Janv-Fév 2011.ISSN 11674946.(http://www.revue-banque.fr/bankers-markets-investors/numero-110.htm)
- Hentati, R., and Prigent, J.-L. (2011): "the maximization of financial performance measures within mixture models Statistics & Decisions International mathematical journal for stochastic methods and models. Volume 28, Issue 1, Pages 63--80, ISSN (Print) 0721-2631, DOI: 10.1524/stnd.2011.1083.
- Hentati., R, Kaffel,. A and Prigent.,JL (2010): "Dynamic versus static optimization of hedge fund portfolios: The relevance of performance measuresV, International Journal of Business, 15(1), 2010, ISSN: 1083-4346. (http://www.craig.csufresno.edu/IJB/Volumes.htm)
- Rania Hentati, Jean-Luc Prigent. Chapter 4 Copula Theory Applied to Hedge Funds Dependence Structure Determination. Nonlinear Modeling of Economic and Financial Time-Series, Emerald Group Publishing Limited, pp.83-109, 2010, International Symposia in Economic Theory and Econometrics ; 20, <10.1108/S1571-0386(2010)0000020009>.