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A Recursive Bayesian Model for Extreme Values

  • Farmingdale State College

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

4 Scopus citations

Abstract

In this paper, we propose a new approach for analyzing extreme values such as large losses in financial markets. Our goal is to compute the predictive distribution of extreme events that are clustered in time. We apply a stochastic parametrization of the generalized extreme value distribution to model the asymptotic behavior of the block-maximum and derive a Rao-Blackwellized particle filter. This reduces the parameter space, and we derive a concise, recursive solution. Using the filter, the predictive distribution, conditioned on the past data, is computed at each sample-time. We introduce a new risk-measure, {p-{{\text{Va}}{{\text{R}}-\alpha }}}, that is a more robust estimate of the true nature of value-at-risk, and illustrate our results using both simulated data and actual stock market returns from 1928-2017.

Original languageEnglish
Title of host publication2019 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages5062-5066
Number of pages5
ISBN (Electronic)9781479981311
DOIs
StatePublished - May 2019
Event44th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019 - Brighton, United Kingdom
Duration: May 12 2019May 17 2019

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume2019-May
ISSN (Print)1520-6149

Conference

Conference44th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019
Country/TerritoryUnited Kingdom
CityBrighton
Period05/12/1905/17/19

Keywords

  • extreme value theory
  • particle filter
  • risk-management
  • VaR

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