Dr. Mario Krali

Research Associate

Address:
Ruhr Uni­ver­si­ty Bochum
Faculty of Mathematics
Chair of Mathematical Statistics
Building IB 2/169
Uni­ver­si­täts­stra­ße 150
D-44780 Bo­chum

E-Mail:
mario(dot)krali(at)ruhr-uni-bochum(dot)de

Office hours

By appointment

 

Research Interests

  • Extreme value theory
  • Graphical modelling
  • Causal analysis
  • Unsupervised machine learning

Publication

  • Krali, M. (2025+)
    Causal discovery in heavy-tailed linear structural equation models via scalings.
    Scandinavian Journal of Statistics
    https://doi.org/10.1111/sjos.70035 
  • Klüppelberg, C., Krali, M. (2025+)
    Causal analysis of extreme risk in a network of industry portfolios.
    To appear in Canadian Journal of Statistics
    http://arxiv.org/abs/2504.00523 
  • Klüppelberg, C., Krali, M. (2021)
    Estimating an extreme Bayesian network via scalings.
    Journal of Multivaraite Analysis, 181 (1)
    https://doi.org/10.1016/j.jmva.2020.104672 
  • Krali, M., Gurov, A. (2019)
    Analysis of granularity adjustment for regulatory capital.
    Journal of Central Banking Theory and Practice, 8 (3): 111-132
     

Submitted:

  • Krali, M., Davison, A.C., Klüppelberg, C. (2023+)
    Heavy-tailed max-linear structural equation models in networks with hidden nodes.
    arXiv: 2306.15356
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