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peaks-over-threshold

Here are 4 public repositories matching this topic...

georgebv / pyextremes

Extreme Value Analysis (EVA) in Python

python statistics extremes eva extreme-value-statistics block-maxima extreme-events extreme-value-analysis peaks-over-threshold

Updated Jul 30, 2024
Python

SURYA-LAMICHANEY / ExtremeLy

A python package for Extreme Value Analysis.

generalized-pareto-distribution block-maxima extreme-value-analysis peaks-over-threshold generalized-extreme-value

Updated Apr 18, 2022
Jupyter Notebook

Anubhab17 / STXGCN

GNN for spatiotemporal Forecasting using Extreme Value Theory

spatiotemporal-forecasting graphneuralnetwork peaks-over-threshold extreme-value-theory

Updated Jul 28, 2024
R

calvinnsmith / Financial-Risk

Repository for the course 'Financial Risk' at Gothenburg University

rstudio monte-carlo-simulation value-at-risk credit-risk beta-binomial block-maxima peaks-over-threshold logit-normal

Updated Aug 25, 2022
R

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