Chen, M.; Liu, J.; Zhang, N.; Zheng, Y. Vulnerability Analysis Method Based on Network and Copula Entropy. Entropy 2024, 26, 192, doi:10.3390/e26030192.
Chen, M.; Liu, J.; Zhang, N.; Zheng, Y. Vulnerability Analysis Method Based on Network and Copula Entropy. Entropy 2024, 26, 192, doi:10.3390/e26030192.
Chen, M.; Liu, J.; Zhang, N.; Zheng, Y. Vulnerability Analysis Method Based on Network and Copula Entropy. Entropy 2024, 26, 192, doi:10.3390/e26030192.
Chen, M.; Liu, J.; Zhang, N.; Zheng, Y. Vulnerability Analysis Method Based on Network and Copula Entropy. Entropy 2024, 26, 192, doi:10.3390/e26030192.
Abstract
With the deepening of the diversification and openness of financial system, financial vulnerability, as an endogenous attribute of financial system, becomes an important measurement of financial security. Based on network analysis, we introduce network curvature indicator improved by Copula entropy as an innovative metric of financial vulnerability. Compared with previous network curvature analysis method, CE-based curvature proposed in this paper can measure market vulnerability and systematic risk with significant advantages.
Keywords
graph theory and network analysis; Copula entropy; market vulnerability
Subject
Business, Economics and Management, Finance
Copyright:
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
