extreme events

Statistical Modeling of Financial Extremes and Volatility Dynamics

Junshu Jiang, Ph.D. Student, Statistics

Apr 6, 14:00 - 17:00

B2 R5220

Quantitative finance Statistical Modeling extreme events numerical analysis

This thesis provides comprehensive statistical tools for understanding and modeling extreme risks and volatility dynamics in financial markets.

A sharper view of flood risk

1 min read · Sun, Jun 7 2020

extreme events climate science statistics

Extreme weather patterns and regions at risk of flooding could be easier to spot using a new statistical model for large spatial datasets.

Junshu Jiang

Ph.D. Student, Statistics

Quantitative finance Statistical Modelling extreme events numerical analysis qualitative research Linux Python