Value at risk : extreme value theory and stress testing by Lu, Duowei, Zhang, Jianying, Lim, Khee Siang

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Novelty detection with extreme value theory in vital-sign monitoring by Hugueny, S, Samuel Hugueny

“…Specifically, we propose a multivariate extension to extreme value theory and, more generally, order statistics, suitable for performing novelty detection in time-series generated from a multivariate, possibly multimodal model.…”

Scheduling of manufacturing systems based on extreme value theory and genetic algorithms by Subramaniam, Velusamy

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Air quality applications of extreme value theory : return levels of extreme ozone events in Chicago and surrounding areas by Rider, Elizabeth Ndayu

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Modified boxplot and stairboxplot for generalized extreme value distribution by Babura, Babangida Ibrahim

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Goodness-of-fit tests for extreme value distributions by Zainal Abidin, Nahdiya

Subjects: “…Extreme value theory…”
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Extreme air pollutant data analysis using classical and Bayesian approaches by Mohd Amin, Nor Azrita

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Reliable attribution and projection of extreme heat events altered by human influence on the climate by Leach, NJ

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Modelling of extremes by Hitz, A

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ESTIMASI VALUE AT RISK DAN EXPECTED SHORTFALL UNTUK HETEROSKEDASTIK RUNTUN WAKTU FINANSIAL DENGAN GENERALIZED PARETO DISTRIBUTION by , HERMANSAH, , Dr. Abdurakhman, M.Si.

“…The method used is combination of GARCH models and Extreme Value Theory (EVT). The GARCH models used to estimate volatility and EVT for estimating the tail of distribution. …”

Extreme growth behaviour of corrosion pit in hydrocarbon pipeline (case study of ø242.1mm pipeline) by Ann, See Peng

“…Thus, in this study, extreme values analysis using extreme value theory, peaks-over-threshold method or combination of both methods is adopted to analyze the inspection data. …”
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Anomaly detection in vessel track data by Smith, M

“…<p>This thesis introduces novelty detection techniques that use a combination of Gaussian processes, extreme value theory and divergence measurement to identify anomalous behaviour in both streaming and batch marine data. …”

Slice sampler and metropolis hastings approaches for bayesian analysis of extreme data by Rostami, Mohammad

“…In this research, application of extreme value theory within a Bayesian framework using the Metropolis Hastings algorithm and the slice sampler algorithm as an alternative approach, has been introduced. …”
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Exchange market pressure in identifying currency crisis and its effectiveness in monetary policy in selected Asian countries by Tey, Sheik Kyin

“…In addition, this study also dated the currency crisis with more sophisticated statistical tests and methods, such as Extreme Value Theory (EVT). Apart from that, this study applied the Structural Vector Autoregressive (SVAR) models to analyse the effectiveness of monetary policy in decreasing currency pressure. …”
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Essays on financial economics by Vargas Mendoza, Alberto

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Essays in asset pricing and market imperfections by Qiu, Weiyang, Ph. D. Massachusetts Institute of Technology

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On inference about rare events by Ohannessian, Mesrob I., 1981-

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Essays on international financial integration by Tan, Sook Rei

“…First, we identify turbulence episodes of exchange market pressure (EMP) index for each sample country under framework of extreme value theory. Second, a comparative analysis between the extreme positive and negative EMP episodes is carried out by using panel multinomial logistic regression. …”
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Inference for autoregressive and moving average models with extreme value distribution via simulation study by Samuel, Bako Sunday

“…The extension of time series to extreme value theory can be achieved by inducing time dependence in the underlying state of an extreme value process. …”
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Phenotypic modelling of Crohn's disease severity: a machine learning approach by Niehaus, K

“…</p> <p>Faced with the challenge of unevenly-sampled and sparse clinical time series data, we have proposed a novel approach founded in extreme value theory (EVT) as a means to convert these measurements into interpretable metrics of patient abnormality. …”