Vulnerability Analysis Method Based on Network and Copula Entropy
Mengyuan Chen,
Jilan Liu,
Ning Zhang
et al.
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 signi… Show more
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