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researcher

Almut E. D. Veraart

40 papers hereh-index 181k citations86 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • middle author4
  • last author33

Across the 40 of 40 papers where every author was matched, so the position is known.

fields
  • stat.ME16
  • math.PR10
  • math.ST7
  • stat.AP2
  • stat.ML2
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20122026
most citedModelling energy spot prices by volatility modulated Lévy-driven Volterra processes

94 citations · 133 across the 33 of their papers we have counts for

collaborators
Showing 2022 · stat.APShow all

1 paper · 2 filters

stat.AP2022★ 6 cited

A dynamic extreme value model with applications to volcanic eruption forecasting

Michele Nguyen, Almut E. D. Veraart, Benoit Taisne +2

Extreme events such as natural and economic disasters leave lasting impacts on society and motivate the analysis of extremes from data. While classical statistical tools based on G…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.