Dynamic Time Warping Algorithm in Modeling Systemic Risk in the European Insurance Sector

We are looking for tools to identify, model, and measure systemic risk in the insurance sector. To this aim, we investigated the possibilities of using the Dynamic Time Warping (DTW) algorithm in two ways. The first way of using DTW is to assess the suitability of the Minimum Spanning Trees’ (MST) t...

Full description

Bibliographic Details
Main Authors: Anna Denkowska, Stanisław Wanat
Format: Article
Language:English
Published: MDPI AG 2021-08-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/23/8/1022