The paper "Vulnerability Analysis Method Based on Network and Copula Entropy" written by Professor Zhang Ning of School of Finance, Central University of Finance and Economics and master graduates of Fintech major in School of Finance, Zheng Yichao, Chen Mengyuan and Liu Jilan was published in Entropy (SCI JCR II).

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.