Research output per year
Research output per year
Personal profile
Personal information
Karim Moussa is a postdoctoral researcher at the department of Econometrics and Data Science of the Vrije Universiteit Amsterdam. His research interests are: state space models and methods (filtering, smoothing, estimation), time series analysis, machine learning, and mathematical finance.
Ancillary activities
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Ancillary activities are updated daily
Academic qualification
Academic Integrity Course, Academic Integrity Course, Tinbergen Institute
31 Mar 2021 → 6 Apr 2021
Award Date: 6 Apr 2021
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Collaborations and top research areas from the last five years
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Forecasting Atmospheric Ethane: Application to the Jungfraujoch Measurement Station
Friedrich, M., Moussa, K., Shapovalova, Y. & van der Straten, D., 11 Apr 2025, Tinbergen Institute, (TI Discussion Paper Series; no. 25-025/III).Research output: Working paper / Preprint › Working paper › Professional
Open Access -
On the Correlations in Linearized Multivariate Stochastic Volatility Models
Moussa, K., 21 Mar 2025, Tinbergen Institute, (TI Discussion Paper Series; no. 25-021/III).Research output: Working paper / Preprint › Working paper › Professional
Open Access -
Signal Extraction by the Extremum Monte Carlo Method
Moussa, K., 8 Apr 2024, Amsterdam: Rozenberg Publishers. 156 p.Research output: PhD Thesis › PhD-Thesis - Research and graduation internal
Open AccessFile398 Downloads (Pure) -
Extremum Monte Carlo Filters: Real-Time Signal Extraction via Simulation and Regression
Blasques, F., Koopman, S. J. & Moussa, K., 24 Mar 2023, Tinbergen Institute, (Tinbergen Discussion Papers; no. 23-016/III).Research output: Working paper / Preprint › Working paper › Professional
Open Access -
Asymmetric Stable Stochastic Volatility Models: Estimation, Filtering, and Forecasting
Blasques, F., Koopman, S. J. & Moussa, K., 2023, Tinbergen Institute, (TI Discussion Paper Series; vol. 23-077/III).Research output: Working paper / Preprint › Working paper › Professional
Open Access