Modeling Extreme Events: Univariate and Multivariate Data-Driven Approaches

Published in Submitted, 2024

Recommended citation: G. Buritica, M. Hentschel, O. C. Pasche, F. Roettger, Z. Zhang (2024). Modeling Extreme Events: Univariate and Multivariate Data-Driven Approaches. https://arxiv.org/abs/2401.14910

‘This note presents data-driven methodologies for risk analysis based on univariate and multivariate methods from extreme value theory. It contains the contribution of team genEVA for the data challenge EVA 2023 competition organized in Milano.’

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G. Buritica, M. Hentschel, O. C. Pasche, F. Roettger, Z. Zhang (2024). Modeling Extreme Events: Univariate and Multivariate Data-Driven Approaches.