Thursday

Thursday's programme at EVA 2021

All times are BST (UTC +1) 

 
ThursdayParallel Session 1Parallel Session 2Parallel Session 3
10.00-11.15IS Extremes of energy systems 
Organizer/chair: Neves, C.		CS Flood risk 
Chair: Fougères, A.-L.		CS Causal inference 
Chair: Klüppelberg, C.
 Browell, J. 
Probabilistic forecasting of regional net-load with conditional extremes		D'Arcy, E. 
Extreme sea level estimation: accounting for seasonality		Buck, J. 
Properties and Consistency of QTree in Max-Linear Models Under Observational Noise
 Brayshaw, D. 
Weather and climate risk in power systems with renewables		Rohrbeck, C. 
Simulating flood event sets using extremal principal components		Zeder, J. 
The value of regularisation and model robustness in the context of climate extremes
 Li, Y. 
The use of extreme value theory for forecasting long-term substation maximum electricity demand		Mubarrok, S. 
Annual maximum precipitation in Indonesia linked to climate variability: extreme value analysis		Bodík, J. 
Detection of causality in time series using extreme values
  Legrand, J. 
Evaluation of binary classifiers for extremes		Ji, J. 
Autoregressive conditional accelerated Fréchet model for decoupling systemic risk into endogenous and exogenous competing risks
11.15-11.30 Break
ThursdayParallel Session 1Parallel Session 2Parallel Session 3
11.30-13.00IS Time series 
Organizer/chair: Bücher, A.		CS Prediction and validation for extremes 
Organizer/chair: Dombry, C.		CS Insurance 
Chair: Einmahl, J.
 Drees, H. 
Bootstrap for block-based extreme value statistics		Modeste, T. 
Scoring and validation of dynamic probability forecast		Guillou, A. 
Extreme value estimation of the conditional risk premium in reinsurance
 Wintenberger, O. 
Threshold selection for cluster inference based on large deviation principles		Henzi, A. 
Valid sequential inference on probability forecast performance		Behme, A. 
A 2 × 2 random switching model and its dual risk model
 Oesting, M. 
Long range dependence in the tails		Bobbia, B. 
Estimation of extreme conditional quantiles with coupling method		Žugec, P. 
On maximal claim size for marked Hawkes processes
  Baeriswyl, F. 
Multivariate regular variation in marked Hawkes processes		Ho, N. 
A Weissman-type estimator of the conditional marginal expected shortfall
13.00-16.00 Social and networking
ThursdayParallel Session 1Parallel Session 2Parallel Session 3Parallel Session 4
16.00-17.15IS Long memory processes and non-standard EVT 
Organizer/chair: Owada, T.		IS Inferential issues 
Organizer/chair: Wadsworth, J. L.		IS Sparsity in high-dimensional extremes 
Organizer/chair: Ivanovs, J.		CS Spatial Extremes (II) 
Chair: Prosdocimi, I.
 Bai, S. 
New representations of Hermite processes		Belzile, L. 
Informative selection mechanisms for extreme value analyses		Volgushev, S. 
Tree structure learning for extremes		Zhang, Z. 
Modelling Spatial Extremes Using Normal Mean-Variance Mixtures
 Hirsch, C. 
Extremal lifetimes of persistent loops and holes		Risser, M. 
Detecting changes in daily precipitation extremes over the contiguous United States		Fomichov, V. 
Spherical clustering in detection of groups of concomitant extremes		Chautru, E. 
Continuous simulation of storm processes
 Thomas, A. M. 
Functional strong laws of large numbers for Euler characteristic processes of extreme sample clouds		Aulbach, S. 
Exceedance probability estimation: some experience on bias correction and confidence intervals		Meyer, N. 
Multivariate sparse clustering for extremes		Demangeot, M. 
Estimation of the extremal coefficient function based on a single observation
    Szemkus, S. 
Extremal dependence as given by the tail pairwise dependence matrix in precipitation and temperature data
17.15-17.30 Break
ThursdayParallel Session 1Parallel Session 2Parallel Session 3
17.30-18.45IS Forecasting, metrics, evaluations and scoring of extremes 
Organizer/chair: Ziegel, J.		CS Dependence modelling 
Chair: Nolan, J.		CS Regression techniques (II) 
Chair: Girard, S.
 Dombry, C. 
Gradient boosting for extreme quantile regression		Tao, S. 
On modelling tail dependence via t-copula		Kumukova, A. 
Regression-type analysis for block maxima on block maxima
 Brehmer, J. 
Using scoring functions to evaluate point process forecasts		Kadhem, S. H. 
Bi-factor and second-order copula models for item response data		Gheno, G. 
A new link function for frequentist beta regression
 Fougères A.-L. 
Scoring probabilistic forecasts with a focus on extremes		Simpson, E. 
A geometric investigation into the tail dependence of vine copulas		Lee, J. 
Transformed-linear combination of regularly varying random variables and linear prediction for extremes
  Tendijck, S. 
Modelling the extremes of bivariate mixture distributions with application to oceanographic data		Alabdulathem, A. 
Tail index regression-adjusted functional covariate

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