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Extreme Value Theory for Hurwitz Complex Continued Fractions [PDF]
Entropy, 2021 The Hurwitz complex continued fraction is a generalization of the nearest integer continued fraction. In this paper, we prove various results concerning extremes of the modulus of Hurwitz complex continued fraction digits. This includes a Poisson law and
Maxim Sølund Kirsebom
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Extreme Value Theory in Application to Delivery Delays [PDF]
Entropy, 2021 This paper uses the Extreme Value Theory (EVT) to model the rare events that appear as delivery delays in road transport. Transport delivery delays occur stochastically.
Marcin Fałdziński +2 more
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Portfolio Tail Risk: A Multivariate Extreme Value Theory Approach [PDF]
Entropy, 2020 This paper develops a method for assessing portfolio tail risk based on extreme value theory. The technique applies separate estimations of univariate series and allows for closed-form expressions for Value at Risk and Expected Shortfall. Its forecasting
Miloš Božović
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Extreme value theory in emerging markets [PDF]
Ekonomski Anali, 2010 This paper investigates the performance of extreme value theory (EVT) with the daily stock index returns of four different emerging markets. The research covers the sample representing the Serbian (BELEXline), Croatian (CROBEX), Slovenian (SBI20), and ...
Anđelić Goran +2 more
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Applications of Extreme Value Theory in Public Health. [PDF]
PLoS ONE, 2016 ObjectivesWe present how Extreme Value Theory (EVT) can be used in public health to predict future extreme events.MethodsWe applied EVT to weekly rates of Pneumonia and Influenza (P&I) deaths over 1979-2011.
Maud Thomas +6 more
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Modelling the species-area relationship using extreme value theory [PDF]
Nature CommunicationsThe nested species-area relationship, obtained by counting species in increasingly larger areas in a nested fashion, exhibits robust and recurring qualitative and quantitative patterns.
Luís Borda-de-Água +5 more
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Extreme value analysis of the number of student absences in Jiangsu, China: Based on extreme value theory. [PDF]
PLoS ONEAttendance absences have a substantial impact on student's future physical and mental health as well as academic progress. Numerous personal, familial, and social issues are among the causes of student absences.
Mao Liu +4 more
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Extreme value theory inspires explainable machine learning approach for seizure detection [PDF]
Scientific Reports, 2022 Epilepsy is one of the brightest manifestations of extreme behavior in living systems. Extreme epileptic events are seizures, that arise suddenly and unpredictably.
Oleg E. Karpov +8 more
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EXTREME VALUE THEORY WITH OPERATOR NORMING. [PDF]
Extremes (Boston), 2013 A new approach to extreme value theory is presented for vector data with heavy tails. The tail index is allowed to vary with direction, where the directions are not necessarily along the coordinate axes. Basic asymptotic theory is developed, using operator regular variation and extremal integrals.
Meerschaert MM, Scheffler HP, Stoev SA.
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Distributions conditioned on extrapolated events via copula and extreme value theory [PDF]
MethodsXIn an interaction between road users, the proximity and speed are two interdependent dimensions which can be captured by a type of multivariate distribution called Copula. Copula requires all marginal distribution functions to be known.
Zhankun Chen +2 more
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