Results 161 to 170 of about 4,229,164 (393)
Measuring Financial Risk using Extreme Value Theory: evidence from Pakistan
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
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A trivariate extreme-value distribution applied to flood frequency analysis
, 1994 A trivariate extreme value distribution has been derived from the logistic model for the multivariate extreme value distribution. The construction of its corresponding probability distribution and density function is described.
Escalantesandoval, C.A.; Raynalvillasenor, J.A.
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Advanced Engineering Materials, Volume 27, Issue 6, March 2025.ErB4 and NdB4 nanostructured powders are produced by mechanochemical synthesis. 5 h mechanical alloying and 4 M HCl acid leaching are used in the production. ErB4 and NdB4 powders exhibit maximum magnetization of 0.4726 emu g−1 accompanied with an antiferromagnetic‐to‐paramagnetic phase transition at about TN = 18 K and 0.132 emu g−1 with a maximum at ...
Burçak Boztemur +5 more
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ASSESSMENT OF MARKET RISK IN HOG PRODUCTION USING VALUE-AT-RISK AND EXTREME VALUE THEORY
The objective of this paper is to investigate the performance of different VaR models in the context of risk assessment in hog production. Potential pitfalls of traditional VaR models are pinpointed and proposals to solve them are analyzed. After a brief
Odening, Martin, Hinrichs, Jan
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The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing [PDF]
Crisis events such as the 1987 stock market crash, the Asian Crisis and the bursting of the Dot-Com bubble have radically changed the view that extreme events in financial markets have negligible probability.
Sheri Markose, Amadeo Alentorn
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Advanced Engineering Materials, Volume 27, Issue 6, March 2025.The stability criteria affecting the formation of high‐entropy alloys, particularly focusing in supersaturated solid solutions produced by mechanical alloying, are analyzed. Criteria based on Hume–Rothery rules are distinguished from those derived from thermodynamic relations. The formers are generally applicable to mechanically alloyed samples.
Javier S. Blázquez +5 more
wiley +1 more source
Accounting for Extremes in Modeling the Size and Likelihood of Large Fires in the United States
Earth's FutureWildfires pose growing threats to ecosystems, infrastructure, and communities, yet fire size distributions are often modeled without sufficient attention to rare, high‐impact events.
Amirali Asadian +4 more
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Extreme Value Theory as a Theoretical Background for Power Law Behavior
Power law behavior has been recognized to be a pervasive feature of many phenomena in natural and social sciences. While immense research efforts have been devoted to the analysis of behavioral mechanisms responsible for the ubiquity of power-law scaling,
Alfarano, Simone, Lux, Thomas
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Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form [PDF]
A new state space approach is proposed to model the time- dependence in an extreme value process. The generalized extreme value distribution is extended to incorporate the time-dependence using a state space representation where the state variables ...
Jouchi Nakajima +3 more
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Advanced Engineering Materials, EarlyView.Predicting extreme defects in additive manufacturing remains a key challenge limiting its structural reliability. This study proposes a statistical framework that integrates Extreme Value Theory with advanced process indicators to explore defect–process relationships and improve the estimation of critical defect sizes. The approach provides a basis for
Muhammad Muteeb Butt +8 more
wiley +1 more source