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Structural health monitoring by a novel probabilistic machine learning method based on extreme value theory and mixture quantile modeling Journal article
Sarmadi, Hassan, Yuen, Ka Veng. Structural health monitoring by a novel probabilistic machine learning method based on extreme value theory and mixture quantile modeling[J]. MECHANICAL SYSTEMS AND SIGNAL PROCESSING, 2022, 173, 109049.
Authors:  Sarmadi, Hassan;  Yuen, Ka Veng
Favorite | TC[WOS]:51 TC[Scopus]:58  IF:7.9/8.0 | Submit date：2022/05/13
Generalized Extreme Value  Machine Learning  Mixture Quantile  Probabilistic Anomaly Detection  Structural Health Monitoring  Threshold Estimation  
Extreme downside risk and expected stock returns Journal article
Huang W., Liu Q., Ghon Rhee S., Wu F.. Extreme downside risk and expected stock returns[J]. Journal of Banking and Finance, 2012, 36(5), 1492.
Authors:  Huang W.;  Liu Q.;  Ghon Rhee S.;  Wu F.
Favorite | TC[WOS]:86 TC[Scopus]:94 | Submit date：2018/10/30
Bankruptcy Risk  Extreme Downside Risk  Generalized Extreme Value Distribution  Idiosyncratic Risk