Miguel de Carvalho
Scholar

Miguel de Carvalho

Google Scholar ID: NE5vMTMAAAAJ
School of Mathematics, University of Edinburgh
Statistics of ExtremesHeavy TailsFinancial Statistics
Citations & Impact
All-time
Citations
899
 
H-index
17
 
i10-index
27
 
Publications
20
 
Co-authors
10
list available
Resume (English only)
Academic Achievements
  • Editing the special issue Bridging Heavy Tails & AI for Extremes; Some Papers on ArXiv: A Kolmogorov-Arnold Neural Model for Cascading Extremes, When a Reinforcement Learning Agent Encounters Unknown Unknowns, The Underlap Coefficient as a Measure of a Biomarker’s Discriminatory Ability.
Research Experience
  • Leading Springer's new book series, Courses in Advanced Statistics and Data Science, as Editor-in-Chief; Organized the first Generative AI Modelling for Extreme Events (GAME 2025) workshop; Member of the program committees for EVA 2025 and IMS ICSDS 2025, organizing sessions at both meetings.
Background
  • Professor & Chair of Statistical Data Science, Fellow - Generative AI Laboratory, Co-Director - Edinburgh Centre for Financial Innovations, Honorary Professor (Universidade de Aveiro). Fields of Expertise: Extreme Value Theory, Interfaces between Statistics and AI, Bayesian Analysis.
Miscellany
  • Looking for a Post Doc and encouraging applicants to apply for their own funding to join his group; Looking forward to hosting GAME 2026 in Bologna.