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- Title
Vulnerability Analysis Method Based on Network and Copula Entropy.
- Authors
Chen, Mengyuan; Liu, Jilan; Zhang, Ning; Zheng, Yichao
- 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.
- Subjects
FINANCIAL security; CURVATURE; GRAPH theory; TOPOLOGICAL entropy
- Publication
Entropy, 2024, Vol 26, Issue 3, p192
- ISSN
1099-4300
- Publication type
Article
- DOI
10.3390/e26030192