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A hybrid modelling framework of machine learning and extreme value theory for crash risk estimation using traffic conflicts

Analytic Methods in Accident Research, 2022
Yuefeng Li   +2 more
exaly  

Predicting Bitcoin Return Using Extreme Value Theory

American Journal of Mathematical and Management Sciences, 2021
Kumer Pial Das
exaly  

An Application of Extreme Value Theory for Measuring Financial Risk

Computational Economics, 2006
Manfred Gilli
exaly  

Extreme market risk and extreme value theory

Mathematics and Computers in Simulation, 2013
David Allen, Abhay K Singh
exaly  

Managing extreme risks in tranquil and volatile markets using conditional extreme value theory

International Review of Financial Analysis, 2004
Hans N E Bystrom
exaly  

Before-after safety analysis using extreme value theory: A case of left-turn bay extension

Accident Analysis and Prevention, 2018
Tarek Sayed, Lai Zheng, Ahmed Tageldin
exaly  

Freeway safety estimation using extreme value theory approaches: A comparative study

Accident Analysis and Prevention, 2014
Lai Zheng, Peijie Wu, Karim Ismail
exaly  

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