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Paper / 2026SMQ / 96501369514228
Core-Periphery Dynamics in Market-Conditioned Financial Networks: A Conditional P-Threshold Mutual Information Approach
Imran Ansari / Kundan Mukhia / Md Nurujjaman / S R Luwang
financial networks / statisticsResource overview

Core-Periphery Dynamics in Market-Conditioned Financial Networks: A Conditional P-Threshold Mutual Information Approach

Paper2026

by Imran Ansari, Kundan Mukhia, Md Nurujjaman, S R Luwang

Tags
financial networksstatisticssystemic risk

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Suggested foundations for risk measurement and stress and probability and statistical reasoning. Specialist prerequisites vary by paper.

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  1. Random Variables and Distributions

    Read the distributions and expectations used in probabilistic arguments.

  2. Expected Shortfall and Other Tail Risk Measures

    Distinguish a loss quantile from the average loss in the tail.

  3. Conditional Expectation

    Interpret expectations after information is observed.

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  1. VaR Estimation in Practice: Variance-Covariance, Historical Simulation, Monte Carlo

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  2. Backtesting VaR and ES: Coverage Tests and Model Validation

    Check forecasts against realised losses.

  3. Confidence Intervals and Hypothesis Testing

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