Mouhssine Rifaki

I am a Graduate student at Paris Dauphine University - PSL

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About Me

I am currently on a gap year as a graduate student at Paris Dauphine University, part of the PSL Research University, where I am majoring in Quantitative Economics. Previously, I graduated summa cum laude from Sorbonne Paris North University in 2023, earning a B.S. in Economics. During my gap year, I am also pursuing an intensive-track bachelor's degree in Mathematics at Sorbonne University, with an expected graduation date of Spring 2025.

My research interests are primarily theoretical. Currently, I am focusing on developing policy-oriented DSGE models that incorporate financial frictions and heterogeneous agents. I employ various Monte Carlo methods, reinforcement learning and other machine learning techniques to simulate strategic interactions among agents, aiming to deepen our understanding of complex economic dynamics.

I am interning at the Laboratory for Analysis and Modeling of Decision Support Systems at PSL Research University.

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Projects and Theses

• Foundational Development of Kernelized Support Vector Machines Project Report Code

  Developed a kernel-based approach from the ground up to train a classifier using a high-dimensional dataset. The primary emphasis was on exploring different variations of support vector machines.

• Stochastic Optimal Control and Reinforcement Learning in Dynamic Economic Systems Project Report Code

  Exploring decision-making optimization in uncertain and complex economic environments by integrating stochastic optimal control and reinforcement learning.

• Advanced Models for Student Knowledge Estimation Project Report Code

  Implemented Bayesian models to accurately trace knowledge acquisition over time.

• Predicting Valuation Growth Using Deep Learning Methods Project Report Code

  Predicted valuation step-up multiples in venture backed companies through deep learning techniques

• Analysis of Anomalous Transactions Using Automated Predictive Techniques Project Report Code

  Developed a neural network tailored to effectively handle data imbalances, with potential for further refinement to enhance real-time detection capabilities.

• Distinctive Bag-of-Words Modeling for Business Data Extraction Project Report Code

  Utilized techniques such as Naive Bayes and Logistic Regression, among others, to process and extract critical insights from unstructured business documents.

• Assessing Monetary Policy in Latin American Economies Thesis

  Investigated the alignment of central banks' interest rate policies with the economic conditions of Latin American countries and their broader implications for regional stability.

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Work in Progress

• Bayesian Inference of Financial Market Frictions: Time-Varying DSGE Estimation with Heterogeneous Shock Propagation Abstract

  Co-authors: Louis Briens (Polytechnic Institute of Paris) and Tahar Ferhati (London Stock Exchange Group).



• The Interplay of Social Capital and Career Trajectories: A Theoretical Examination Abstract

  Co-author: Walkens Sainval (Paris Dauphine University - PSL).



• Measuring Legislative and Regulatory Exposure

  Co-authors: Max Miller (Harvard Business School) and Arkajyoti Sinha (University of Chicago).



• The World Economy in High Frequency

  Co-author: Karsten Müller and Mohamed Lehbib (National University of Singapore).



• A Financial Programming Model under Deep Uncertainty in Sub-Saharan Africa

  Co-author: Saite Lu (University of Cambridge).



• Monte Carlo Tree Search in DSGE Models for Sequential Macroeconomic Policy Optimization

  Co-author: Tristan Cazenave (Paris Dauphine University - PSL).



• Novel Macro Shocks, Systemic Prices, and Post-Macroprudential Policy

  Co-authors: Pedro Nascimento de Lima (RAND Corporation) and Jonathan W. Welburn (RAND Corporation).

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Teaching

• Sorbonne University, Affiliated Tutor of Statistics

  Level: First and Second Year Undergraduates, Fall 2024.

• Sorbonne University, Affiliated Tutor of Calculus

  Level: First Year Undergraduates, Fall 2024.

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Experiences

• PSL Research University, Graduate Researcher, Nov 2024 - present
  • DSGE Modeling: Developing policy-focused DSGE models.
  • Machine Learning: Applying reinforcement learning techniques to simulate strategic interactions among agents.
  • Co-authorship: A working paper that combines advanced AI methodologies with economic modeling to inform optimal policy responses.
• London Business School, Research Assistant, May 2024 - Sep 2024
  • Commodity Pricing: Supported research initiatives on contextual pricing models for commodities, focusing on historical market dynamics.
  • Machine Learning: Designed a deep learning workflow using AutoKeras to process and classify archival content, incorporating NLP and fuzzy matching for high-dimensional database alignment.
• ESCP Business School, Research Assistant, Mar 2024 - May 2024
  • Main Task: Worked with Prof. Tamara Nefedova on ETF fee competition and securities lending.
• Alfiny, Founder, Aug 2020 - Mar 2024
  • Business Model: Launched an investment management startup centered on ML-based portfolio optimization strategies.
  • System Development: Engineered robust systems utilizing Bayesian inference, advanced deep learning frameworks, and alternative data pipelines to enhance portfolio construction processes.
  • Other Relevant Details: Alumnus of the PSL-Pépite and Paris-Dauphine entrepreneurial programs; previously incubated at PSL-Lab.

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Awards and Honors

• Scholarship: Paris Dauphine University's Merit-based Excellence Graduate Scholarship, Nov 2023
• Distinction: , Graduated summa cum laude at Sorbonne Paris North University, May 2023

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Conferences and Workshops Participation

＊ = Participated


＊＊ = Participated and Presented my work





＊Paris Econometrics, co-organized by the Center for Research in Economics and Statistics (CREST), Science Po Paris and Paris School of Economics, 2024

＊Climate Economics Workshop, co-organized by French National Centre for Scientific Research (CNRS) and Paris School of Economics, 2024

＊IBM TechXchange Paris - Benoît Mandelbrot Centennial Conference on Propositions in Economics and Finance, 2024

＊CEPR Paris Symposium 2024, organized by CEPR (Centre for Economic Policy Research) and hosted at Sciences Po Paris, 2024

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Memberships

• Society for Decision Making Under Deep Uncertainty (DMDU) , Nov 2024 - present
• Royal Statistical Society (RSS) , Nov 2024 - present