Agenda

24 Mar 2026 12:15

Miguel de Carvalho (University of Edinburgh)

Sala Partesotti, San Giobbe Economics Campus + online

 

Miguel de Carvalho (University of Edinburgh) - Cascading Extremes and Generative AI Modeling of Extreme Events

Abstract
In this talk, I first motivate the notion of cascades of extremes—as recently introduced by de Carvalho, Ferrer & Vallejos (2026, Extremes)—such as a tsunami followed by an earthquake or a cascade of stock market losses. I will introduce the notion of POC (Probability of Cascade) surface, and will develop a neural model based on the Kolmogorov superposition theorem to learn about it from data. I then argue that the sequential nature of cascading extremes makes them particularly appealing for the setting of generative extremes, and introduce an generative framework grounded on extreme value theory that synthesizes cascades through causal attention. Simulated and real data examples will be used to illustrate the scope of the proposed approaches. 

 

The seminar can be attended also remotely, connecting to ZOOM.

Link Zoom: bit.ly/insem-2425
ID riunione:  880 2639 9452
Passcode: InSem-2425

Lingua

L'evento si terrà in inglese

Organizzatore

Department of Economics (InSeminars)

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