@unpublished{debbabi:hal-01424298, TITLE = {{A self-calibrating method for heavy tailed data modeling : Application in neuroscience and finance}}, AUTHOR = {Debbabi, Nehla and Kratz, Marie and Mboup, Mamadou}, URL = {https://essec.hal.science/hal-01424298}, NOTE = {working paper or preprint}, HAL_LOCAL_REFERENCE = {ESSEC Working paper. Document de Recherche ESSEC / Centre de recherche de l'ESSEC. ISSN : 1291-9616. WP 1619}, YEAR = {2016}, MONTH = Dec, KEYWORDS = {Extreme Value Theory ; Heavy tailed data ; Generalized Pareto Distribution ; Least squares optimization ; Gaussian distribution ; Algorithm ; Neural data ; S\&P 500 index ; Levenberg Marquardt algorithm ; Hybrid model}, PDF = {https://essec.hal.science/hal-01424298/file/WP1619.pdf}, HAL_ID = {hal-01424298}, HAL_VERSION = {v1}, }