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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]
- Environment : Win32 (MS Windows) [Filter]
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- Intended Audience : Developers [Filter]
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- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Natural Language : French [Filter]
- Operating System : MacOS (Now Filtering)
- Operating System : Microsoft (Now Filtering)
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- Programming Language : C/C\+\+ [Filter]
- Programming Language : Fortran [Filter]
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- Topic : Finance : Risk Management : Value at Risk [Filter]
- Topic : Other/Nonlisted Topic [Filter]
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Registered: 2007-09-21 14:29 |