Vulnerability Analysis Method Based on Network and Copula Entropy.
Entropy (Basel)
; 26(3)2024 Feb 23.
Article
em En
| MEDLINE
| ID: mdl-38539704
ABSTRACT
With the deepening of the diversification and openness of financial systems, financial vulnerability, as an endogenous attribute of financial systems, becomes an important measurement of financial security. Based on a network analysis, we introduce a network curvature indicator improved by Copula entropy as an innovative metric of financial vulnerability. Compared with the previous network curvature analysis method, the CE-based curvature proposed in this paper can measure market vulnerability and systematic risk with significant advantages.
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Coleções:
01-internacional
Base de dados:
MEDLINE
Idioma:
En
Ano de publicação:
2024
Tipo de documento:
Article