1. Vulnerability Analysis Method Based on Network and Copula Entropy.
- Author
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Chen, Mengyuan, Liu, Jilan, Zhang, Ning, and Zheng, Yichao
- Subjects
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FINANCIAL security , *CURVATURE , *GRAPH theory , *TOPOLOGICAL entropy - 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. [ABSTRACT FROM AUTHOR]
- Published
- 2024
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