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

Chun Fai Carlin Chu, Simon S. W. Li (2024)

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DOI: 10.1007/S10287-023-00488-6

access: open

type: Journal Article

metadata version: 2025-09-06

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Chun Fai Carlin 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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