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Bibliographic Details
Main Authors: Klüppelberg, Claudia, Krali, Mario
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2504.00523
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author Klüppelberg, Claudia
Krali, Mario
author_facet Klüppelberg, Claudia
Krali, Mario
contents We provide a comprehensive review of causal dependence through a max-linear structural equation model. Such models express each node variable as a max-linear function of its parental node variables in a directed acyclic graph and some exogenous innovation. We reformulate results on structure learning and estimation, which we apply to a network of financial data. A new method, based on hard-thresholding and on the Hamming distance, estimates a sparse DAG for extreme risk~propagation.
format Preprint
id arxiv_https___arxiv_org_abs_2504_00523
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Causal analysis of extreme risk in a network of industry portfolios
Klüppelberg, Claudia
Krali, Mario
Risk Management
91G45, 91G70, 62A09, 62G32
We provide a comprehensive review of causal dependence through a max-linear structural equation model. Such models express each node variable as a max-linear function of its parental node variables in a directed acyclic graph and some exogenous innovation. We reformulate results on structure learning and estimation, which we apply to a network of financial data. A new method, based on hard-thresholding and on the Hamming distance, estimates a sparse DAG for extreme risk~propagation.
title Causal analysis of extreme risk in a network of industry portfolios
topic Risk Management
91G45, 91G70, 62A09, 62G32
url https://arxiv.org/abs/2504.00523