Extreme Value Analysis : an Introduction
, 2013 We provide an overview of the probability and statistical tools underlying the extreme value theory, which aims to predict occurrence of rare events. Firstly, we explain that the asymptotic distribution of extreme values belongs, in some sense, to the family of the generalised extreme value distributions which depend on a real parameter, called the ...
Garrido, Myriam, Lezaud, Pascal
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Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory [PDF]
This paper studies the performance of nonparametric quantile regression as a tool to predict Value at Risk (VaR). The approach is flexible as it requires no assumptions on the form of return distributions.
Julia Schaumburg
core
FEBS Open Bio, EarlyView.In this study, a novel esterase from the thermoacidophilic archaeon Thermoplasma acidophilum was biochemically and structurally characterized. Our results demonstrate that Ta0887 is a highly thermostable esterase that preferentially hydrolyzes p‐nitrophenyl hexanoate and possesses an α‐helical cap domain that likely contributes to its substrate ...
Alejandro Delgado‐Rey +4 more
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BlackSheep: A Bioconductor and Bioconda Package for Differential Extreme Value Analysis. [PDF]
J Proteome Res, 2021 Blumenberg L +5 more
europepmc +1 more source
Measuring market risk using extreme value theory [PDF]
The adoption of Basel II standards by the Bangko Sentral ng Pilipinas initiates financial institutions to develop value-at-risk (VaR) models to measure market risk.
Mapa, Dennis S., Suaiso, Oliver Q.
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IGF2 knockout reduces but does not abolish osteosarcoma growth in vitro and in vivo
FEBS Open Bio, EarlyView.To test whether endogenous IGF2 promotes osteosarcoma growth, IGF2 was knocked out in Saos2 cells via CRISPR‐Cas9. KO cells showed reduced proliferation in vitro, and knockout xenografts in mice reached only ~25% of wild‐type tumor volume. Insulin‐like growth factor 2 (IGF2) is implicated in osteosarcoma, but direct functional evidence of its role is ...
Shun Yao, Marco Archetti
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The impacts of digital finance development on household income, consumption, and financial asset holding: an extreme value analysis of China's microdata. [PDF]
Pers Ubiquitous Comput, 2022 Lin H, Zhang Z.
europepmc +1 more source
Measuring Financial Risk using Extreme Value Theory: evidence from Pakistan [PDF]
The purpose of the paper is to show some methods of extreme value theory through analysis of Pakistani nancial data. It also in- troduced the fundamental of extreme value theory as well as practical aspects for estimating and assessing nancial models for
Nawaz, Faisal, Qayyum, Abdul
core
Elevated Connectivity During Language Processing Is Associated With Cognitive Performance in SeLECTS
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Self‐Limited Epilepsy with Centrotemporal Spikes (SeLECTS) is associated with language impairments despite seizures originating in the motor cortex, suggesting aberrant cross‐network interactions. Here we tested whether functional connectivity in SeLECTS during language tasks predicts language performance.
Wendy Qi +8 more
wiley +1 more source
How Unusual Was the Paleocene‐Eocene Thermal Maximum?
Geophysical Research LettersThe Paleocene‐Eocene Thermal Maximum (PETM) was an extreme fluctuation of Earth's climate and a potential analog for future unmitigated anthropogenic climate change, but whose cause is debated.
B. B. Cael, G. L. Foster
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