{"title":"Structural Entropy of Daily Number of COVID-19 Related Fatalities","authors":"Eren Unlu","doi":"10.1101/2020.10.19.20215673","DOIUrl":null,"url":null,"abstract":"A recently proposed temporal correlation-based network framework applied on financial markets called Structural Entropy has prompted us to utilize it as a means of analysis for COVID-19 fatalities across countries. Our observation on the resemblance of volatility of fluctuations of daily novel coronavirus related number of deaths to the daily stock exchange returns suggests the applicability of this approach.","PeriodicalId":23650,"journal":{"name":"viXra","volume":"8 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2020-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"viXra","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1101/2020.10.19.20215673","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 2
Abstract
A recently proposed temporal correlation-based network framework applied on financial markets called Structural Entropy has prompted us to utilize it as a means of analysis for COVID-19 fatalities across countries. Our observation on the resemblance of volatility of fluctuations of daily novel coronavirus related number of deaths to the daily stock exchange returns suggests the applicability of this approach.
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