Research scholar

The main reason for spending a semester at the Department of Statistics at Columbia University was to make further development in my research in Extreme Value Theory and collaborate with Richard Davis. Specifically, the aim was to extend the statistical methodology for estimating the so-called tail process and develop procedures beyond point estimation e.g., confidence intervals which measure the precision of point estimates, reflecting the statistical uncertainty stemming from the sampling procedure.

I have presented the most recent developments of my research on multiple occasions by giving talks on group meetings, seminars, and workshops. Additionally, I made an online, publicly available application which is visualizing the developed statistical methodology for detecting correlation in extreme values of financial time series.