University of Sousse

Dependence of Extreme Values, VaR, and Contagion During the COVID-19 Period: Analysis Using the Copula-GARCH Approach

The present study investigates extreme co-movements and financial contagion across a broad set of global financial markets, including ten developed and emerging stock market indices, commodities (gold and oil), and cryptocurrencies (Bitcoin), over the period from January 2007 to...

Mathematical, Physical, and Computational Principles of Rotational Thromboelastometry

Rotational thromboelastometry (ROTEM) is a viscoelastic assay used to evaluate whole blood coagulation dynamics in clinical settings. Despite its utility, commercial ROTEM analyzers operate as proprietary systems, obscuring the mechanical and computational algorithms that transla...

Investor fears and cryptocurrency price crash risk

Purpose The study investigates the effect of investor fear on cryptocurrency crash risk, with emphasis on overall market sentiment and COVID-19-related fear. It also evaluates the relative performance of Google search-based measures compared to the economic policy uncertainty (EP...

Integrative taxonomy reveals multiple Mediterranean invasions by Indo-Pacific Dorvillea (Annelida, Dorvilleidae)

Abstract Biological invasions are a major driver of global biodiversity loss, with the Mediterranean Sea among the most heavily invaded marine regions. However, identification and monitoring of Non-Indigenous Species (NIS) are hindered by taxonomic uncertainty and cryptic diversi...

Machine Learning-Based Prediction of Six-Minute Walk Distance in Children with Obesity

Background: The six-minute walk test (6MWT) assesses functional exercise capacity, but existing reference equations for children with obesity rely on traditional linear regression, potentially overlooking complex, non-linear relationships between anthropometric characteristics an...