A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series.

Sat, 01 Jun 2024 01:00:00 +0200

Chun Fai Carlin Chu , Simon S. W. Li:
A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series. Comput. Manag. Sci. 21(1): 7 (2024)