Crisis, Value at Risk, and Conditional Extreme Value Theory via Garch-Jump Model
, 2010 This study develops a new conditional extreme value theory-based model (EVT) combined with the GARCH-Jump model to forecast extreme risks. This paper utilizes the GARCH-Jump model to asymmetrically feed back the past realization of jump innovation to the
Ze-To, S.
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Modeling of the air temperature using the Extreme Value Theory for selected biomes in Mato Grosso do Sul (Brazil). [PDF]
Stoch Environ Res Risk Assess, 2022 Dos Reis CJ +6 more
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Advanced Engineering Materials, EarlyView.Molecular dynamics is used to investigate structure refinement during severe plastic deformation. The results show similitude with experimental data. Molecular dynamics simulations of severe plastic deformation of monocrystalline and polycrystalline samples by multiaxial compression of aluminum are carried out.
Roberto B. Figueiredo
wiley +1 more source
Modeling multivariate cyber risks: deep learning dating extreme value theory. [PDF]
J Appl Stat, 2023 Zhang Wu M, Luo J, Fang X, Xu M, Zhao P.
europepmc +1 more source
Fairness Testing Through Extreme Value Theory
2025 IEEE/ACM 47th International Conference on Software Engineering (ICSE)In IEEE/ACM 47th International Conference on Software Engineering (ICSE'25)
Verya Monjezi +3 more
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Enhancing Low‐Temperature Performance of Sodium‐Ion Batteries via Anion‐Solvent Interactions
Advanced Functional Materials, EarlyView.DOL is introduced into electrolytes as a co‐solvent, increasing slat solubility, ion conductivity, and the de‐solvent process, and forming an anion‐rich solvent shell due to its high interaction with anion. With the above virtues, the batteries using this electrolyte exhibit excellent cycling stability at low temperatures. Abstract Sodium‐ion batteries
Cheng Zheng +7 more
wiley +1 more source
Measuring market risk using extreme value theory
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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Return Period Evaluation of the Largest Possible Earthquake Magnitudes in Mainland China Based on Extreme Value Theory. [PDF]
Sensors (Basel), 2021 Ma N, Bai Y, Meng S.
europepmc +1 more source
Stretching the Printability Metric in Direct‐Ink Writing with Highly Extensible Yield‐Stress Fluids
Advanced Functional Materials, EarlyView.This study introduces “drawability” as a new metric for assessing printability in direct‐ink writing, focusing on gap‐spanning performance and speed robustness. By designing yield‐stress fluids with high extensibility, we demonstrate that extensional strain‐to‐break significantly enhances printability.
Chaimongkol Saengow +9 more
wiley +1 more source
Extreme Value Index Estimators and Smoothing Alternatives: A Critical Review
Extreme-value theory and corresponding analysis is an issue extensively applied in many different fields. The central point of this theory is the estimation of a parameter γ, known as the extreme-value index. In this paper we review several extreme-value
Panaretos, John, Tsourti, Zoi
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