Program
9.30 – 9.45: Welcome and introduction
Marco Bee, University of Trento
9.45 – 10.30: An introduction to probabilistic forecasting of univariate extremes: the case of Block Maxima and Peaks Over Threshold
Stefano Rizzelli, University of Padova
10.30– 10.45: Coffee break
10.45 – 11.30: Causal discovery for multivariate extremes
Linda Mhalla, EPFL Lausanne
11.30 – 12.15: Statistical prediction of Peaks Over Threshold: predictive density estimation, riskassessment and uncertainty quantification
Simone Padoan, Bocconi University
12.15 – 14.00: Lunch
14.00 – 14.45: Asylum-Seekers at the Extremes
Mohammad Noori, University of Trento
14.45 – 15.30: Mixture models for heterogeneous extremes
Ilaria Prosdocimi, Ca' Foscari University
15.30 – 16.15: Cluster of extreme values for models with stochastic recurrence representation and their application to economics and finance
Fabrizio Laurini, University of Parma
16.15 – 17.00: Discussion
- Marco Bee, University of Trento
- Carlotta Pacifici, University of Bologna
- Sandra Paterlini, University of Trento
- Massimo Ricci, University of Bologna
- Emanuele Taufer, University of Trento
- Luca Trapin, University of Bologna
Organized by:
- Marco Bee, Department of Economics and Management, University of Trento
- Mohammad Noori, Department of Economics and Management, University of Trento
- Luca Trapin, Department of Statistical Sciences P. Fortunati, University of Bologna
This workshop is sponsored by the European Union-Next Generation EU, within the scope of the PRIN2022 project "Prediction and causal inference on the tail index for policy decisions”, grant number: (2022NA2C8Z) -CUPE53D23006380006.
