An identification algorithm of systemically important financial institutions based on adjacency information entropy
Year of publication: |
2022
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Authors: | Zhao, Linhai ; Li, Yingjie ; Wu, Yenchun Jim |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 59.2022, 4, p. 1735-1753
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Subject: | Networks | Adjacency information entropy | Direct connections | Identification algorithm | Indirect connections | Systemically important financial institutions | Entropie | Entropy | Systemrisiko | Systemic risk | Finanzsektor | Financial sector | Algorithmus | Algorithm | Theorie | Theory | Finanzmarkt | Financial market |
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