Project

Extreme events in vast dimensional systems

Code
3F026717
Looptijd
01-10-2017 → 30-09-2021
Financiering
Research Foundation - Flanders (FWO)
Onderzoeksdisciplines
  • Natural sciences
    • Statistics not elsewhere classified
Trefwoorden
Testen voor elliptische symmetrie Kansverdelingen met dikke staarten Netwerken Globale risico’s Economische en financiële systemen
 
Projectomschrijving
 

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.