I am a third-year PhD student. My research topic, entitled Model Selection for General Time Series, is at the intersection of Mathematical Statistics and Data Science. One of my main objectives is to propose data driven penalties for model selection on sequential data. I mainly apply these new methods to financial time series. I’m working under the responsability of Jean-Marc BARDET and William KENGNE.

Research Interests

 Model Selection
 Time Series
 Slope Heuristic

Publications

 J-M BARDET, K. KAMILA, W. KENGNE, Consistent Model Selection Criteria and Goodness-of-fit Test for Affine Causal Processes, published in Electronical Journal of Statistics (Volume 14, Number 1 (2020), 2009-2052)
 K. KAMILA, General Hannan and Quinn Criterion for Common Time Series, arXiv preprint arXiv:2101.04210

   
Publications

Teaching (Polytec Sorbonne-Université)

 TP Introduction à la Statistique avec R (M1 MTX)
 TD Structures Mathématiques (L3 ST)
 TP Informatique, Python (L3 MTX)

   
Email : kamilakare@gmail.com
Postal Address :

SAMM, Université Paris 1

90, rue de Tolbiac

75634 PARIS CEDEX 13

FRANCE