**About the Editors**

**Saralees Nadarajah** is a Senior Lecturer at the School of Mathematics, University of Manchester, UK. His research interests include climate modeling, extreme value theory, distribution theory, information theory, sampling and experimental designs, and reliability. He is an author/co-author of four books and has over 600 papers published or accepted. He has held positions in Florida, California, and Nebraska.

**Stephen Chan** was awarded the EPSRC Doctoral Prize Fellowship in 2016 at the University of Manchester, UK. His research areas include extreme value analysis and distribution theory in analyzing financial commodities data and cryptocurrency data. He co-developed and co-wrote an R package, entitled 'VaRES', for computing value at risk and expected shortfall. He is a co-author of the book Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications.

**Jeffrey Chu** is an assistant professor at Universidad Carlos III de Madrid, Spain. He holds a PhD in Financial Mathematics from the University of Manchester UK, where he also undertook postdoctoral research funded by the U.S. Army Research Laboratory. His current research interests cover statistical modeling and distribution theory, graphs and networks, and cryptocurrencies, and financial technology.

**Yuanyuan Zhang** is a Data Scientist at the Centre for Epidemiology at the University of Manchester. Her research interests are focused on statistical methods and distribution theory, with applications to cryptocurrencies, and big data. Among some of her accomplishments are publications as an author and gues<sup>t</sup> editor of leading journals, such as *Computational Statistics and Data Analysis* and the *Journal of Risk and Financial Management*; and winning the Institute of Mathematical Statistics (IMS) New Researcher Travel Award 2019.
