Entropic Analysis of Financial Risk and Uncertainty

最近的金融危机表明，金融市场并不像预期的那样稳定，而且由于对新的金融产品及其风险缺乏了解而面临风险。这项研究提供了一个框架，以更好地衡量和预测金融风险，通过应用一套技术统称为熵分析作为一种新的方式来衡量的信息量，可以从历史数据中提取。这项研究将有助于监管当局制定政策和条例，以评估新的金融产品、其相关风险及其对金融市场的影响。

The recent financial crisis has shown that the financial markets are not as stable as expected, and are at risk from a lack of knowledge about new financial products and their risks. This research provides a framework to better measure and forecast financial risks by applying a set of techniques known collectively as entropic analysis as a novel way to measure the amount of information that can be extracted from historical data. The research will facilitate the design of policies and regulations by regulatory authorities that need to evaluate new financial products, their associated risks and their impacts on the financial markets.