Extreme Value Theory (EVT) offers a rigorous framework for the statistical analysis of rare, high-impact events by focusing on the tail behaviour of distributions. This theory underpins methodologies ...

The Multivariate Extreme Value Analysis project focuses on applying spectral learning techniques to analyze and predict multivariate extreme events. This project aims to enhance the understanding and ...

ABSTRACT: We consider a problem from stock market modeling, precisely, choice of adequate distribution of modeling extremal behavior of stock market data. Generalized extreme value (GEV) distribution ...