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142.096  Articles
1 of 14.211 pages  |  10  records  |  more records»
In this paper the authors introduce a new hybrid approach based on the Extreme Value Theory (EVT) to joint estimation of Value at Risk (VaR) and Expected Shortfall (ES) for high quantiles of return distributions. The approach is suitable for measuring mar... see more

AbstractOrientation: Exchange market pressure (EMP) is the selling pressure of domestic currency or excess demand needed for foreign currency.Research purpose: The purpose of this study was to analyse EMP using extreme value theory (EVT) and to ... see more

The article deals with methodology of extreme values treatment for building and estimating unknown parameters of generalized linearmodels. As a mathematical tool for carrying out the research the extreme value theory was used that creates one of the direc... see more

The agricultural industry employs a large workforce in Ghana and remains the primary source of food security and income. The consequences of extreme weather in this sector can be catastrophic. A consistent picture of meteorological risk and adaptation pat... see more

Different ways to estimate future return levels (RLs) for extreme rainfall, based on extreme value theory (EVT), are described and applied to the Iberian Peninsula (IP). The study was done for an ensemble of high quality rainfall time series observed in t... see more

Ireng Sari Coffee Shop is a coffee shop with various coffee products and flavors. Currently, Ireng Sari Coffee Shop has 10 suppliers to supply the main raw material for coffee beans. Kopi Ireng Sari determines coffee suppliers only by assessing a Barista ... see more

Context. This paper presents a method for solving the problem of detecting and taking into account the influence of various (external and/or internal) factors on extreme and risky values of the multivariate observed parameters (covariates) of technologica... see more

Extreme ValueTheory (EVT) adalah suatu metode untuk menentukan nilai VAR (Value at Risk) dengan mencobamenentukan sebaran dari nilai-nilai atau kejadian-kejadian ekstrim. Metode EVT terdiri atas dua metode yangmenggunakan sebaran yang berbeda, yaitu metod... see more

AbstractThe World Health Organization (WHO) estimated that more than 50% of the mortality and disability caused by the ischemic heart disease and stroke could be avoided by implementing simple measures at individual and national levels. Programs targeted ... see more

1 of 14.211 pages  |  10  records  |  more records»