Extreme Value

Extreme value analysis focuses on understanding and predicting rare, high-impact events across diverse fields, from climate change and finance to natural language processing and machine learning. Current research emphasizes developing robust models, including deep learning architectures and those leveraging extreme value theory, to accurately capture the statistical properties of these extreme events and improve prediction accuracy, particularly for under-represented "tail" events. This work is crucial for risk assessment and mitigation in various sectors, enabling more informed decision-making and resource allocation in the face of uncertainty.