Moussa, K., Blasques, F. and Koopman, \.J. (2026). Extremum Monte Carlo Filters: Signal Extraction via Simulation and Regression Journal of Business and Economic Statistics, :.
Karim Moussa
University
Vrije Universiteit Amsterdam
E-mail
Research field
Econometrics
Interests
Econometric Methodology, Time Series Econometrics, Machine Learning
Website
Biography
Karim Moussa is a postdoctoral researcher at the department of Econometrics and Data Science of Vrije Universiteit Amsterdam. His research interests are: state space models and methods (filtering, smoothing, estimation), time series analysis, machine learning, and mathematical finance.
Key publications
List of publications
Moussa, K., Blasques, F. and Koopman, \.J. (2026). Extremum Monte Carlo Filters: Signal Extraction via Simulation and Regression Journal of Business and Economic Statistics, :.
Moussa, K. (2025). Arbitrage filtering of option prices: a simple real-time approach Quantitative Finance, :.