Entropy-adjusted SAFE metrics using credit rating classifications

DOI10.1080/02331888.2025.2605253MaRDI QIDQ7363775zbMATH OpenFDO

Authors

Publication date 30 September 2026

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2025.2605253

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• Communication theory--Exposition of fundamentals
• Effective transfer entropy to measure information flows in credit markets
• Information Theoretic and Entropy Methods: An Overview
• Random forests

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