Salima El Kolei

Salima El Kolei is an Assistant Professor in the Department of Statistics at ENSAI Rennes and a Permanent Member of CREST (Center for Research in Economics and Statistics).

Education

• PhD in Statistics (2012) from Nice University, focusing on stochastic volatility models in finance.

Research Interests

Dr. El Kolei's research spans Bayesian Statistics, Monte Carlo Particle Methods, Time Series Analysis, Hidden Markov Models, and State-Space Models. Her work emphasizes Sequential Monte Carlo Methods and Deconvolution strategies with critical applications in Signal Processing and Financial Statistics. She has developed methodologies for stochastic volatility modeling in finance and signal analysis, bridging theoretical statistics with real-world industrial and financial problems.

Professional Experience

• Expert in Statistics and Modeling at Safran group (2012-2013) prior to her academic appointment.

Affiliations

As a CREST Permanent Member, she contributes to interdisciplinary research in economics and statistics within France's premier research network.