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Extreme Values and Financial Risk

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ISBN: 9783038974390 / 9783038974406 Year: Pages: 114 DOI: 10.3390/books978-3-03897-440-6 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Statistics --- Business and Management
Added to DOAB on : 2019-01-15 11:24:07
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Since the 2008 financial crisis, modeling of the extreme values of financial risk has become important. Postgraduate programs and PhD research programs in mathematical finance are cropping up in nearly every university. Additionally, many conferences are being held annually on the topic of extreme financial risk. The aim of this Special Issue is to provide a collection of papers from leading experts in the area of extreme financial risk

Some weak limit laws for the diameter of random point sets in bounded regions

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ISBN: 9783866445703 Year: Pages: V, 139 p. DOI: 10.5445/KSP/1000019800 Language: ENGLISH
Publisher: KIT Scientific Publishing
Subject: Mathematics
Added to DOAB on : 2019-07-30 20:01:59
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This book establishes several weak limit laws for problems in geometric extreme value theory. We find the limit law of the maximum Euclidean distance of i.i.d. points, as the number of points tends to infinity, under certain assumptions on the underlying distribution. One of the methods is also applicable for some other functionals, such as the maximum area or the maximum perimeter of triangles formed by point triplets.

Statistical Analysis and Stochastic Modelling of Hydrological Extremes

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ISBN: 9783039216642 / 9783039216659 Year: Pages: 294 DOI: 10.3390/books978-3-03921-665-9 Language: eng
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Science (General) --- Meteorology and Climatology
Added to DOAB on : 2019-12-09 16:10:12
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Hydrological extremes have become a major concern because of their devastating consequences and their increased risk as a result of climate change and the growing concentration of people and infrastructure in high-risk zones. The analysis of hydrological extremes is challenging due to their rarity and small sample size, and the interconnections between different types of extremes and becomes further complicated by the untrustworthy representation of meso-scale processes involved in extreme events by coarse spatial and temporal scale models as well as biased or missing observations due to technical difficulties during extreme conditions. The complexity of analyzing hydrological extremes calls for robust statistical methods for the treatment of such events. This Special Issue is motivated by the need to apply and develop innovative stochastic and statistical approaches to analyze hydrological extremes under current and future climate conditions. The papers of this Special Issue focus on six topics associated with hydrological extremes: Historical changes in hydrological extremes; Projected changes in hydrological extremes; Downscaling of hydrological extremes; Early warning and forecasting systems for drought and flood; Interconnections of hydrological extremes; Applicability of satellite data for hydrological studies.

Keywords

rainfall --- monsoon --- high resolution --- TRMM --- drought prediction --- APCC Multi-Model Ensemble --- seasonal climate forecast --- machine learning --- sparse monitoring network --- Fiji --- drought analysis --- ANN model --- drought indices --- meteorological drought --- SIAP --- SWSI --- hydrological drought --- discrete wavelet --- global warming --- statistical downscaling --- HBV model --- flow regime --- uncertainty --- reservoir inflow forecasting --- artificial neural network --- wavelet artificial neural network --- weighted mean analogue --- variation analogue --- streamflow --- artificial neural network --- simulation --- forecasting --- support vector machine --- evolutionary strategy --- heavy storm --- hyetograph --- temperature --- clausius-clapeyron scaling --- climate change --- the Cauca River --- climate variability --- ENSO --- extreme rainfall --- trends --- statistical downscaling --- random forest --- least square support vector regression --- extreme rainfall --- polynomial normal transform --- multivariate modeling --- sampling errors --- non-normality --- extreme rainfall analysis --- statistical analysis --- hydrological extremes --- stretched Gaussian distribution --- Hurst exponent --- INDC pledge --- precipitation --- extreme events --- extreme precipitation exposure --- non-stationary --- extreme value theory --- uncertainty --- flood regime --- flood management --- Kabul river basin --- Pakistan --- extreme events --- innovative methods --- downscaling --- forecasting --- compound events --- satellite data

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