Works matching Extreme value theory

Results: 4417

A Conflict Measures-Based Extreme Value Theory Approach to Predicting Truck Collisions and Identifying High-Risk Scenes on Two-Lane Rural Highways.

Published in:

Sustainability (2071-1050), 2022, v. 14, n. 18, p. 11212, doi. 10.3390/su141811212

By:

Geng, Zhaoshi;
Ji, Xiaofeng;
Cao, Rui;
Lu, Mengyuan;
Qin, Wenwen

Publication type:

Article

Empirical Comparison of Extreme Value Theory Vis-À-Vis Other Methods of VaR Estimation Using ASEAN+3 Exchange Rates.

Published in:

DLSU Business & Economics Review, 2011, v. 20, n. 2, p. 9, doi. 10.3860/ber.v20i2.1910

By:

Rufino, Cesar C.;
de Guia, Emmanuel G.

Publication type:

Article

Open-Set Specific Emitter Identification Based on Prototypical Networks and Extreme Value Theory.

Published in:

Applied Sciences (2076-3417), 2023, v. 13, n. 6, p. 3878, doi. 10.3390/app13063878

By:

Wang, Chunsheng;
Wang, Yongmin;
Zhang, Yue;
Xu, Hua;
Zhang, Zixuan

Publication type:

Article

Estimating cutoff values for diagnostic tests to achieve target specificity using extreme value theory.

Published in:

BMC Medical Research Methodology, 2024, v. 24, n. 1, p. 1, doi. 10.1186/s12874-023-02139-5

By:

Pugh, Sierra;
Fosdick, Bailey K.;
Nehring, Mary;
Gallichotte, Emily N.;
VandeWoude, Sue;
Wilson, Ander

Publication type:

Article

An Extreme Value Theory Model of Cross-Modal Sensory Information Integration in Modulation of Vertebrate Visual System Functions.

Published in:

Frontiers in Computational Neuroscience, 2019, p. N.PAG, doi. 10.3389/fncom.2019.00003

By:

Banerjee, Sreya;
Scheirer, Walter J.;
Li, Lei

Publication type:

Article

DETERMINING VALUE AT RISK USING EXTREME VALUE THEORY ON A FINANCIAL DATA SET.

Published in:

Matematichki Bilten. Bulletin Mathématique de la Société des Mathématiciens de la République de Macédoine, 2023, v. 47, n. 1, p. 39, doi. 10.37560/matbil23471039gj

By:

GJORGIEV, STEVO;
GACOVSKA-BARANDOVSKA, ANETA

Publication type:

Article

Evaluation of the 900‐Year European Auroral Records With Extreme Value Theory.

Published in:

Journal of Geophysical Research. Space Physics, 2021, v. 126, n. 11, p. 1, doi. 10.1029/2021JA029481

By:

Chen, Si;
Wei, Yong;
He, Fei;
Yue, Xinan;
Xu, Kaihua;
Wang, Yuqi;
Chai, Lihui;
Yan, Limei

Publication type:

Article

Hitting time statistics and extreme value theory.

Published in:

Probability Theory & Related Fields, 2010, v. 147, n. 3/4, p. 675, doi. 10.1007/s00440-009-0221-y

By:

Freitas, Ana Cristina Moreira;
Freitas, Jorge Milhazes;
Todd, Mike

Publication type:

Article

Evaluating the Default Risk of Bond Portfolios with Extreme Value Theory.

Published in:

Computational Economics, 2015, v. 45, n. 4, p. 647, doi. 10.1007/s10614-014-9440-0

By:

Ma, Yong;
Zhang, Zhengjun;
Zhang, Weiguo;
Xu, Weidong

Publication type:

Article

An Application of Extreme Value Theory for Measuring Financial Risk.

Published in:

Computational Economics, 2006, v. 27, n. 2/3, p. 207, doi. 10.1007/s10614-006-9025-7

By:

Gilli, Manfred;
këllezi, Evis

Publication type:

Article

47 Years of Large Antarctic Calving Events: Insights From Extreme Value Theory.

Published in:

Geophysical Research Letters, 2024, v. 51, n. 23, p. 1, doi. 10.1029/2024GL112235

By:

MacKie, Emma J.;
Millstein, Joanna;
Serafin, Katherine A.

Publication type:

Article

Modeling of the air temperature using the Extreme Value Theory for selected biomes in Mato Grosso do Sul (Brazil).

Published in:

Stochastic Environmental Research & Risk Assessment, 2022, v. 36, n. 10, p. 3499, doi. 10.1007/s00477-022-02206-1

By:

dos Reis, Carlos José;
Souza, Amaury;
Graf, Renata;
Kossowski, Tomasz M.;
Abreu, Marcel Carvalho;
de Oliveira-Júnior, José Francisco;
Fernandes, Widinei Alves

Publication type:

Article

Optimization of Inventory and Capacity in Large-Scale Assembly Systems Using Extreme-Value Theory.

Published in:

Stochastic Systems, 2024, v. 14, n. 2, p. 131, doi. 10.1287/stsy.2022.0014

By:

Meijer, Mirjam S.;
Schol, Dennis;
van Jaarsveld, Willem;
Vlasiou, Maria;
Zwart, Bert

Publication type:

Article

Earthquake Catastrophe Bond Pricing Using Extreme Value Theory: A Mini-Review Approach.

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 22, p. 4196, doi. 10.3390/math10224196

By:

Anggraeni, Wulan;
Supian, Sudradjat;
Sukono;
Halim, Nurfadhlina Binti Abdul

Publication type:

Article

Tutorial - applying extreme value theory to characterize food-processing systems.

Published in:

2017

By:

Skou, Peter B.;
Holroyd, Stephen E.;
Berg, Frans

Publication type:

Other

A Comparison of Shewhart Individuals Control Charts Based on Normal, Non-parametric, and Extreme-value Theory<FN>This paper is based on a presentation given at the second ENBIS Conference, Rimini, September 2002 </FN>.

Published in:

Quality & Reliability Engineering International, 2003, v. 19, n. 4, p. 337, doi. 10.1002/qre.586

By:

Vermaat, M. B. (Thijs);
Ion, Roxana A.;
Does, Ronald J. M. M.;
Klaassen, Chris A. J.

Publication type:

Article

Extreme Value Theory and Auction Models.

Published in:

Mexican Journal of Economics & Finance / Revista Mexicana de Economia y Finanzas, 2021, v. 16, n. 2, p. 1, doi. 10.21919/remef.v16i2.596

By:

Morganti, Paolo Riccardo

Publication type:

Article

Estimating the Occurrence of Geomagnetic Activity Using the Hilbert‐Huang Transform and Extreme Value Theory.

Published in:

Space Weather: The International Journal of Research & Applications, 2020, v. 18, n. 8, p. 1, doi. 10.1029/2020SW002513

By:

Elvidge, Sean

Publication type:

Article

Extreme value theory-based structural health prognosis method using reduced sensor data.

Published in:

Structure & Infrastructure Engineering: Maintenance, Management, Life-Cycle Design & Performance, 2014, v. 10, n. 8, p. 988, doi. 10.1080/15732479.2013.774427

By:

Li, Zhen;
Zhang, Yunfeng

Publication type:

Article

How accurate are modern Value-at-Risk estimators derived from extreme value theory?

Published in:

Review of Quantitative Finance & Accounting, 2018, v. 50, n. 4, p. 979, doi. 10.1007/s11156-017-0652-y

By:

Mögel, Benjamin;
Auer, Benjamin R.

Publication type:

Article

Using extreme value theory to estimate the likelihood of banking sector failure.

Published in:

European Journal of Finance, 2006, v. 12, n. 4, p. 303, doi. 10.1080/13518470500146116

By:

Byström, Hans

Publication type:

Article

Estimating and forecasting portfolio's Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates.

Published in:

Journal of the Operational Research Society, 2017, v. 68, n. 11, p. 1352, doi. 10.1057/s41274-016-0133-z

By:

Jammazi, Rania;
Nguyen, Duc

Publication type:

Article

Emil J. Gumbel's last course on the "Statistical theory of extreme values": a conversation with Tuncel M. Yegulalp.

Published in:

Extremes, 2018, v. 21, n. 1, p. 97, doi. 10.1007/s10687-017-0299-z

By:

Fernández, Lexuri;
Scherer, Matthias

Publication type:

Article

A Conceptual Model of Investment-Risk Prediction in the Stock Market Using Extreme Value Theory with Machine Learning: A Semisystematic Literature Review.

Published in:

Risks, 2023, v. 11, n. 3, p. 60, doi. 10.3390/risks11030060

By:

Melina;
Sukono;
Napitupulu, Herlina;
Mohamed, Norizan

Publication type:

Article

Some aspects of random utility, extreme value theory and multinomial logit models.

Published in:

Stochastics: An International Journal of Probability & Stochastic Processes, 2012, v. 84, n. 2/3, p. 425, doi. 10.1080/17442508.2011.619660

By:

Andersson, Jonas;
Ubøe, Jan

Publication type:

Article

The new hybrid value at risk approach based on the extreme value theory.

Published in:

Estudios de Economia, 2016, v. 43, n. 1, p. 29

By:

RADIVOJEVIĆ, NIKOLA;
CVJETKOVIĆ, MILENA;
STEPANOV, SAŠA

Publication type:

Article

Statistical Damage Mechanics and Extreme Value Theory.

Published in:

International Journal of Damage Mechanics, 2007, v. 16, n. 1, p. 57, doi. 10.1177/1056789507060779

By:

Rinaldi, A.;
Krajcinovic, D.;
Mastilovic, S.

Publication type:

Article

Extreme value theory with spectral techniques: Application to a simple attractor.

Published in:

Discrete & Continuous Dynamical Systems: Series A, 2025, v. 45, n. 10, p. 1, doi. 10.3934/dcds.2025030

By:

Atnip, Jason;
Haydn, Nicolai;
Vaienti, Sandro

Publication type:

Article

Dual sourcing under heavy-tailed demand: an extreme value theory approach.

Published in:

International Journal of Production Research, 2015, v. 53, n. 16, p. 4979, doi. 10.1080/00207543.2015.1008111

By:

Biçer, Işık

Publication type:

Article

MODELLING RARE EVENTS IN NON-LIFE INSURANCE WITH EXTREME VALUE THEORY.

Published in:

Journal of Academic Research in Economics, 2021, v. 13, n. 1, p. 114

By:

WAJDI, MOUSSA

Publication type:

Article

MODELING EARTHQUAKE RISK VIA EXTREME VALUE THEORY AND PRICING THE RESPECTIVE CATASTROPHE BONDS.

Published in:

Astin Bulletin, 2007, v. 37, n. 1, p. 163, doi. 10.2143/AST.37.1.2020804

By:

Zimbidis, Alexandros A.;
Frangos, Nickolaos;
Pantelous, Athanasios A.

Publication type:

Article

Analytical Approximation Algorithm for the Inverse of the Power of the Incomplete Gamma Function Based on Extreme Value Theory.

Published in:

KSII Transactions on Internet & Information Systems, 2021, v. 15, n. 12, p. 4567, doi. 10.3837/tiis.2021.12.017

By:

Shanshan Wu;
Guobing Hu;
Li Yang;
Bin Gu

Publication type:

Article

Estimation of VaR Using Copula and Extreme Value Theory.

Published in:

Multinational Finance Journal, 2008, v. 12, n. 3/4, p. 205

By:

Hotta, L. K.;
Lucas, E. C.;
Palaro, H. P.

Publication type:

Article

Extreme value theory for piecewise contracting maps with randomly applied stochastic perturbations.

Published in:

Stochastics & Dynamics, 2016, v. 16, n. 3, p. -1, doi. 10.1142/S0219493716600157

By:

Faranda, Davide;
Freitas, Jorge Milhazes;
Guiraud, Pierre;
Vaienti, Sandro

Publication type:

Article

Large‐scale road safety evaluation using extreme value theory.

Published in:

IET Intelligent Transport Systems (Wiley-Blackwell), 2020, v. 14, n. 9, p. 1004, doi. 10.1049/iet-its.2019.0633

By:

Orsini, Federico;
Gecchele, Gregorio;
Gastaldi, Massimiliano;
Rossi, Riccardo

Publication type:

Article

Analysis of Extreme Wind Pressure Based on Extreme Value Distribution Theory.

Published in:

Atmosphere, 2025, v. 16, n. 3, p. 304, doi. 10.3390/atmos16030304

By:

Chen, Weihu;
Tian, Yuji;
Bai, Fan

Publication type:

Article

Accelerated Climate Changes in Weddell Sea Region of Antarctica Detected by Extreme Values Theory.

Published in:

Atmosphere, 2021, v. 12, n. 2, p. 209, doi. 10.3390/atmos12020209

By:

Prete, Giuseppe;
Capparelli, Vincenzo;
Lepreti, Fabio;
Carbone, Vincenzo;
Tomikawa, Yoshihiro

Publication type:

Article

The Risk Area Assessment on Re-emerging Diseases in Elderly People by Using Extreme Value Theory.

Published in:

International Journal of Mathematics & Computer Science, 2022, v. 17, n. 1, p. 243

By:

Chutiman, Nipaporn;
Guayjarernpanishk, Pannarat;
Chiangpradit, Monchaya;
Busababodhin, Piyapatr;
Rattanawan, Saowanee;
Phoophiwfa, Tossapol;
Kong-ied, Butsakorn

Publication type:

Article

COMMERCIAL PROPERTY MARKET RISK ASSESSMENT BY APPLYING EXTREME VALUE THEORY.

Published in:

Transformations in Business & Economics, 2015, v. 14, n. 3, p. 105

By:

Cohen, Viktorija;
Zabulionis, Darius;
Galiniene, Birute

Publication type:

Article

Modeling Extreme Ground-Motion Intensities Using Extreme Value Theory.

Published in:

Pure & Applied Geophysics, 2020, v. 177, n. 10, p. 4691, doi. 10.1007/s00024-020-02519-8

By:

Borzoo, Shahin;
Bastami, Morteza;
Fallah, Afshin

Publication type:

Article

Modelling oil and gas supply disruption risks using extreme-value theory and copula.

Published in:

Journal of Applied Statistics, 2014, v. 41, n. 1, p. 2, doi. 10.1080/02664763.2013.827160

By:

Gülpınar, Nalan;
Katata, Kabir

Publication type:

Article

The exchange rate risk of Chinese yuan: Using VaR and ES based on extreme value theory.

Published in:

Journal of Applied Statistics, 2010, v. 37, n. 2, p. 265, doi. 10.1080/02664760902846114

By:

Wang, Zongrun;
Wu, Weitao;
Chen, Chao;
Zhou, Yanju

Publication type:

Article

FİNANSAL RİSKLERİN UÇ DEĞER KURAMI İLE ÖLÇÜLMESİ.

Published in:

Anadolu University of Sciences & Technology A: Applied Sciences & Engineering, 2013, v. 14, n. 2, p. 119

By:

ARIK, Ayşe;
BULUT, Başak;
SUCU, Meral

Publication type:

Article

Extreme Value Theory in Application to Delivery Delays.

Published in:

Entropy, 2021, v. 23, n. 7, p. 788, doi. 10.3390/e23070788

By:

Fałdziński, Marcin;
Osińska, Magdalena;
Zalewski, Wojciech

Publication type:

Article

Portfolio Tail Risk: A Multivariate Extreme Value Theory Approach.

Published in:

Entropy, 2020, v. 22, n. 12, p. 1425, doi. 10.3390/e22121425

By:

Božović, Miloš

Publication type:

Article

A multivariate extreme value theory approach to anomaly clustering and visualization.

Published in:

Computational Statistics, 2020, v. 35, n. 2, p. 607, doi. 10.1007/s00180-019-00913-y

By:

Chiapino, Maël;
Clémençon, Stephan;
Feuillard, Vincent;
Sabourin, Anne

Publication type:

Article

Tolerance Interval for the Mixture Normal Distribution Based on Generalized Extreme Value Theory.

Published in:

Mathematics (2227-7390), 2024, v. 12, n. 7, p. 1114, doi. 10.3390/math12071114

By:

Jiao, Junjun;
Guan, Ruijie

Publication type:

Article

Extreme value theory versus traditional GARCH approaches applied to financial data: a comparative evaluation.

Published in:

Quantitative Finance, 2013, v. 13, n. 1, p. 45, doi. 10.1080/14697688.2012.696679

By:

Furió, Dolores;
Climent, FranciscoJ.

Publication type:

Article

Using extreme value theory to evaluate the leading pedestrian interval road safety intervention.

Published in:

Stat, 2024, v. 13, n. 2, p. 1, doi. 10.1002/sta4.676

By:

Hewett, Nicola;
Fawcett, Lee;
Golightly, Andrew;
Thorpe, Neil

Publication type:

Article

Estimating Conditional Value at Risk in the Tehran Stock Exchange Based on the Extreme Value Theory Using GARCH Models.

Published in:

Administrative Sciences (2076-3387), 2019, v. 9, n. 2, p. 40, doi. 10.3390/admsci9020040

By:

Tabasi, Hamed;
Yousefi, Vahidreza;
Tamošaitienė, Jolanta;
Ghasemi, Foroogh

Publication type:

Article