A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series (Q6149574): Difference between revisions
From MaRDI portal
Revision as of 12:57, 26 August 2024
scientific article; zbMATH DE number 7800182
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series |
scientific article; zbMATH DE number 7800182 |
Statements
A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series (English)
0 references
6 February 2024
0 references
EVT
0 references
generalized pareto distribution
0 references
goal programming model
0 references
multiple criteria decision analysis
0 references
peaks over threshold
0 references
0 references
0 references
0 references
0 references
