The cryptocurrency market offers attractive but risky investment opportunities, characterized by rapid growth, extreme volatility, and uncertainty. Traditional risk management models, which rely on probabilistic assumptions and historical data, often fail to capture the market's unique dynamics...

In an increasingly complex and uncertain business environment, decision makers require robust strategies for supply chain aggregate production planning that account for the interdependencies and coordination across multiple echelons of the supply chain network. Traditional approaches often...

We propose a robust semi-parametric framework for persistent time-varying extreme tail behavior, including extreme Value-at-Risk (VaR) and Expected Shortfall (ES). The framework builds on Extreme Value Theory and uses a conditional version of the Generalized Pareto Distribution (GPD) for...