JSM 2017 Online Program

Legend:
CC = Baltimore Convention Center, H = Hilton Baltimore
* = applied session ! = JSM meeting theme

Keyword Search Criteria: Generalized Extreme Value returned 3 record(s)

Sunday, 07/30/2017

Modeling Maxima in Financial Time Series with Dynamic Generalized Extreme Value Distribution
Zifeng Zhao, University of Wisconsin-Madison; Zhengjun Zhang, University of Wisconsin; Rong Chen, Rutgers University
2:05 PM

Predicting Crude Oil Price Using the Non-Stationary Extreme Value Modeling
Kumer Das, Lamar University; Audrene Edwards, Lamar University
5:35 PM

Wednesday, 08/02/2017

A Return Level Analysis of the January 2016 Blizzard in New York City
Jaechoul Lee, Boise State University; Mintaek Lee, Boise State University
3:20 PM