Sixth International Conference on Extreme Value Analysis
Sixth International Conference on Extreme Value Analysis
批准号:
0926664
负责人:
Richard Davis
金额:
$2.0万
依托单位:
依托单位国家:
美国
项目类别:
Standard Grant
财政年份:
2009
资助国家:
美国
项目状态:
已结题
起止时间:
2009-05-01 至 2010-04-30
中文摘要
这笔赠款将用于支持第六届国际会议上的极值分析,将于2009年6月在科罗拉多州立大学,柯林斯堡,科罗拉多。 虽然极值理论一直在概率和统计学中发挥着重要作用,但最近发生的事件,如国际银行体系的经济崩溃和气候变化的威胁加剧,都突出表明迫切需要开发和扩展极端方法,以应对这些新的和关键的挑战。 许多极值的最初应用都与水文学有关。 工程师们对设计能科普最大河流流量的水坝很感兴趣。 这自然导致了百年一遇洪水的概念。 百年一遇洪水概念的类比已经扩展到大气科学,人们可能对百年一遇的降雨量感兴趣,并在10天或1年的风险价值(VaR)取代100年一遇洪水的情况下进行融资。 近十年来,极值理论的新理论和新方法得到了迅速的发展。 这是由在气候和大气科学的应用动机;地球科学;水文;金融,经济和保险;和电信和随机网络。 最近发生的事件,如国际银行体系的经济崩溃和气候变化的威胁加剧,突出表明迫切需要制定和扩大极端情况下的方法,以应对这些新的重大挑战。 什么?第六届极值分析国际会议?将汇集广泛的研究人员,从业人员和研究生,他们的工作与极端值的分析有关。 风险和极值分析及其应用的各个方面将包括来自物理科学,工程和经济学各个学科的参与者。 然而,将更加注重大气科学和资金方面更为紧迫的需求。
英文摘要
This grant will used to support the Sixth International Conference On Extreme Value Analysis, to be held in June of 2009 at Colorado State University, Fort Collins, Colorado. While extreme value theory has always played an important role in probability and statistics, recent events such as the economic meltdown of the international banking system and the heightened threats of climate change have underscored the pressing need to develop and expand methodologies in extremes to tackle these new and critical challenges. Many of the first applications of extremes were tied to hydrology. Engineers were interested in designing dams that would cope with maximum river flow. This led naturally to the concept of a one hundred year flood. Analogues of the concept of the 100 year flood have spread to atmospheric science, where one may be interested in the 100 year rainfall, and to finance where the 100 year flood is replaced by the 10 day or 1 year VaR (value at risk). In the last ten years there has been a rapid development of new theory and methodology in extreme value theory. This has been motivated by applications in climate and atmospheric science; geosciences; hydrology; finance, economics, and insurance; and telecommunications and stochastic networks. Recent events such as the economic meltdown of the international banking system and the heightened threats of climate change have underscored the pressing need to develop and expand methodologies in extremes to tackle these new and critical challenges. The ? Sixth International Conference On Extreme Value Analysis? will bring together a wide range of researchers, practitioners, and graduate students whose work is related to the analysis of extreme values. All aspects of risk and extreme value analysis and their applications will be included with participants from a variety of disciplines in the physical sciences, engineering and economics. There will, however, be greater focus on more pressing needs in atmospheric science and finance.
期刊论文(0)
专著(0)
科研奖励(0)
会议论文
Collaborative Research: Learning and forecasting high-dimensional extremes: sparsity, causality, privacy
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批准号:2310973
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项目类别:Standard Grant
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资助金额:$25.0万
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财政年份:2023
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负责人:Richard Davis
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依托单位:
Collaborative Research: Extremes in High Dimensions: Causality, Sparsity, Classification, Clustering, Learning
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批准号:2015379
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项目类别:Standard Grant
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资助金额:$30.0万
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财政年份:2020
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负责人:Richard Davis
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依托单位:
Collaborative Research: Applied Probability and Time Series Modeling
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批准号:1107031
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项目类别:Continuing Grant
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资助金额:$30.0万
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财政年份:2011
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负责人:Richard Davis
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依托单位:
Collaborative Research: Applied Probability and Time Series Modeling
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批准号:0743459
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项目类别:Standard Grant
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资助金额:$18.85万
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财政年份:2007
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负责人:Richard Davis
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依托单位:
Mathematical Sciences: Time Series Models and Extreme Value Theory
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批准号:9504596
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项目类别:Continuing Grant
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资助金额:$21.0万
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财政年份:1995
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负责人:Richard Davis
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依托单位:
Mathematical Sciences Computing Research Environments
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批准号:9105745
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项目类别:Standard Grant
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资助金额:$2.0万
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财政年份:1991
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负责人:Richard Davis
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依托单位:
Mathematical Sciences: Time Series, Extreme Values and Stochastic Models
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批准号:9006422
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项目类别:Standard Grant
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资助金额:$1.67万
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财政年份:1990
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负责人:Richard Davis
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依托单位:
Mathematical Sciences: Extreme Values and Inference in Time Series Models
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批准号:8802559
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项目类别:Continuing Grant
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资助金额:$7.66万
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财政年份:1988
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负责人:Richard Davis
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依托单位:
Upper Pleistocene Prehistory in Soviet Central Asia
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批准号:7824945
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项目类别:Standard Grant
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资助金额:$3.52万
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财政年份:1979
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负责人:Richard Davis
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依托单位:
Instructional Scientific Equipment Program
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批准号:7512699
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项目类别:Standard Grant
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资助金额:$0.24万
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财政年份:1975
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负责人:Richard Davis
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依托单位:
海外基金