Regular biography
Miguel de Carvalho is a Fellow at The University of Edinburgh, affiliated with the MATH department. His research interests are not specified in the available information. He can be contacted via email at Miguel.deCarvalho@ed.ac.uk, and his profile page is accessible at https://www.maths.ed.ac.uk/school-of-mathematics/people/academic-staff?person=562.
Scholar-generated biography
Miguel de Carvalho is a statistician specializing in Statistics of Extremes, Heavy Tails, Financial Statistics, and Statistical Intelligence. His research focuses on extreme value theory, time series analysis, and Bayesian nonparametric methods. He has published extensively on topics such as multivariate extremes, spectral density ratio models, and extreme value Bayesian Lasso for tail analysis. His work addresses challenges in financial statistics, including modeling heavy-tailed distributions and understanding extreme dependencies in stock markets. De Carvalho also explores statistical intelligence through regression-type models and spectral modeling of time series with missing data. His contributions span both theoretical and applied statistics, with applications in economics, finance, and biostatistics.