Semi-supervised Learning Using Incremental Polynomial Classifier and Extreme Value Theory

2015 3rd International Conference on Artificial Intelligence, Modelling and Simulation (AIMS) ◽

10.1109/aims.2015.60 ◽

2015 ◽

Author(s):

Husam Al-Behadili ◽

Arne Grumpe ◽

Christian Wohler

Keyword(s):

Supervised Learning ◽

Extreme Value Theory ◽

Value Theory ◽

Extreme Value ◽

Polynomial Classifier

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Confidence Band and Extreme Value Theory Based Outlier Detection for Semi-Supervised Learning of Incremental Polynomial Classifier

International Journal of Simulation Systems Science & Technology ◽

10.5013/ijssst.a.17.34.15 ◽

2017 ◽

Author(s):

Husam Al-Behadili ◽

Arne Grumpe ◽

Christian Wöhler

Keyword(s):

Supervised Learning ◽

Outlier Detection ◽

Extreme Value Theory ◽

Value Theory ◽

Extreme Value ◽

Confidence Band ◽

Polynomial Classifier

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Semi-supervised Learning Using Incremental Support Vector Machine and Extreme Value Theory in Gesture Data

2016 UKSim-AMSS 18th International Conference on Computer Modelling and Simulation (UKSim) ◽

10.1109/uksim.2016.5 ◽

2016 ◽

Author(s):

Husam Al-Behadili ◽

Arne Grumpe ◽

Lubaba Migdadi ◽

Christian Wohler

Keyword(s):

Support Vector Machine ◽

Supervised Learning ◽

Extreme Value Theory ◽

Value Theory ◽

Extreme Value ◽

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Extreme Value Theory and Archimedean Copulas

Scandinavian Actuarial Journal ◽

10.1080/03461230110106534 ◽

2004 ◽

Vol 2004 (3) ◽

pp. 211-228 ◽

Author(s):

Mario V. Wüthrich

Keyword(s):

Extreme Value Theory ◽

Value Theory ◽

Extreme Value ◽

Archimedean Copulas

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Extreme Value Theory and Dependence.

10.21236/ada159138 ◽

1985 ◽

Author(s):

M. R. Leadbetter

Keyword(s):

Extreme Value Theory ◽

Value Theory ◽

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Extreme Value Theory for Suprema of Random Variables with Regularly Varying Tail Probabilities.

10.21236/ada179126 ◽

1986 ◽

Author(s):

Tailen Hsing

Keyword(s):

Extreme Value Theory ◽

Random Variables ◽

Value Theory ◽

Extreme Value ◽

Tail Probabilities ◽

Regularly Varying

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Extreme value theory and high quantile convergence

The Journal of Operational Risk ◽

10.21314/jop.2006.009 ◽

2006 ◽

Vol 1 (2) ◽

pp. 51-57 ◽

Author(s):

Mikhail Makarov

Keyword(s):

Extreme Value Theory ◽

Value Theory ◽

Extreme Value ◽

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Efficient filtering of financial time series and extreme value theory

The Journal of Risk ◽

10.21314/jor.2005.107 ◽

2005 ◽

Vol 7 (2) ◽

pp. 63-84 ◽

Author(s):

Kaj Nyström ◽

Jimmy Skoglund

Keyword(s):

Time Series ◽

Extreme Value Theory ◽

Financial Time Series ◽

Value Theory ◽

Extreme Value ◽

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Modeling extreme returns and asymmetric dependence structures of hedge fund strategies using extreme value theory and copula theory

The Journal of Risk ◽

10.21314/jor.2010.220 ◽

2010 ◽

Vol 13 (2) ◽

pp. 23-55 ◽

Author(s):

Jan Viebig ◽

Thorsten Poddig

Keyword(s):

Extreme Value Theory ◽

Value Theory ◽

Extreme Value ◽

Copula Theory ◽

Asymmetric Dependence ◽

Extreme Returns ◽

Dependence Structures

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Specification test for threshold estimation in extreme value theory

The Journal of Operational Risk ◽

10.21314/jop.2014.145 ◽

2014 ◽

Vol 9 (2) ◽

pp. 23-37

Author(s):

Lourenco Couto Miranda

Keyword(s):

Extreme Value Theory ◽

Value Theory ◽

Extreme Value ◽

Threshold Estimation ◽

Specification Test

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Estimating the Value-at-Risk: A Comparative Study of the Extreme Value Theory and Transformed Kernel Density Approach

SSRN Electronic Journal ◽

10.2139/ssrn.2009130 ◽

2012 ◽

Author(s):

Yi Ling Michelle-Joy Low

Keyword(s):

At Risk ◽

Comparative Study ◽

Extreme Value Theory ◽

Value At Risk ◽

Kernel Density ◽

Value Theory ◽

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