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"A multiobjective optimization approach for threshold determination in ..."

Carlin C. F. Chu, Simon S. W. Li (2024)

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DOI: 10.1007/S10287-023-00488-6

access: closed

type: Journal Article

metadata version: 2024-02-12

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Carlin C. F. 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)

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