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Consortium of Swiss Academic Libraries

Using economic and financial information for stock selection

Roko, I. ; Gilli, M.

In: Computational Management Science, 2008, vol. 5, no. 4, p. 317-335

Università della Svizzera italiana

Data-based analysis of extreme events : inference, numerics and applications

Kaiser, Olga ; Horenko, Illia (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2015 ; 2015INFO002.

The concept of extreme events describes the above average behavior of a process, for instance, heat waves in climate or weather research, earthquakes in geology and financial crashes in economics. It is significant to study the behavior of extremes, in order to reduce their negative impacts. Key objectives include the identification of the appropriate mathematical/statistical model, description...