Extreme events in vast dimensional systems

01 October 2017 → 30 September 2021
Research Foundation - Flanders (FWO)
Research disciplines
  • Natural sciences
    • Statistics
Economic and financial systems Tests for elliptical symmetry Global risks Networks Heavy-tailed distributions
Project description

Financial and economic systems are unprepared for an increasingly vast and complex risk environment. The world is gradually more interconnected and extreme events –e.g. fiscal crises and energy shocks– cannot be seen in isolation. This project will develop new methods (combining statistics and finance) for understanding the implications of extreme events in vast dimensional financial and economic systems.