Dr. Mario Krali

Wis­sen­schaft­lich­er Mit­ar­bei­ter

Adresse:
Ruhr-Uni­ver­si­tät Bo­chum
Fa­kul­tät für Ma­the­ma­tik
Lehrstuhl für Mathematische Statistik
Gebäude IB 2/169
Uni­ver­si­täts­stra­ße 150
D-44801 Bo­chum

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

Sprechzeiten

Nach Ver­ein­ba­rung

Arbeitsgebiete

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

Publikationen

  • 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 portofolios.
    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
     

Eingereicht:

  • 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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