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Code for an Extreme Value Analysis (EVA) 2023 data challenge

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EVA 2023

This repo contains the source code for EVA 2023 Data Challenge.

Team information

  • Team Name: SHSmultiscale
  • Final Ranking: 2nd place in the challenge

Challenge description

EVA 2023 Data Challenge consists of 4 sub-challenges, each of which deals with the problem of

  • (C1) conditional extremal quantile prediction
  • (C2) marginal extremal quantile prediction
  • (C3) 3-dim joint probability prediction of exceedance events
  • (C4) 50-dim joint probability prediction of exceedance events

To access more detailed information about the challenge, please refer to the "instructions" folder.

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Code for an Extreme Value Analysis (EVA) 2023 data challenge

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