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1 project in result set.

0. Modelling Peaks Over Threshold - The project consists in developing functions for peaks over threshold modeling. Most of results come from the extreme value theory (EVT). The EVT is currently extensively used, mostly in environmental sciences and finance.

Development Status : 5 - Production/Stable [Filter]
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Natural Language : French [Filter]
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Topic : Finance : Risk Management : Value at Risk [Filter]
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Registered: 2007-09-21 14:29