• 372 Citations
  • 11 h-Index
20122018

Research output per year

If you made any changes in Pure these will be visible here soon.

Research Output

2018

Riskrank to Predict Systemic Banking Crises With Common Exposures

Sarlin, P., Giudici, P., Spelta, A. & Björk, K-M., 03.01.2018, Proceedings of the 51st Hawaii International Conference on System Sciences (HICSS'18). p. 1357-1365 9 p.

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

Open Access
2017

Bank distress in the news: Describing events through deep learning

Rönnqvist, S. & Sarlin, P., 15.11.2017, In : Neurocomputing. 264, p. 57-70 14 p.

Research output: Contribution to journalArticleScientificpeer-review

14 Citations (Scopus)

From news to company networks: Co-occurrence, sentiment, and information centrality

Forss, T. & Sarlin, P., 2017, 2016 IEEE Symposium Series on Computational Intelligence (SSCI). IEEE Computer Society, (IEEE Symposium Series on Computational Intelligence).

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

1 Citation (Scopus)

Machine learning in finance—Guest editorial

Sarlin, P. & Björk, K-M., 26.06.2017, In : Neurocomputing. 264, November, p. 1 1 p.

Research output: Contribution to journalArticleScientific

2 Citations (Scopus)
2016

Aggregating expert knowledge for the measurement of systemic risk

Jósef, M. & Sarlin, P., 02.06.2016, In : Decision Support Systems. 88, August, p. 38-50 13 p.

Research output: Contribution to journalArticleScientificpeer-review

12 Citations (Scopus)

An R-SOM Analysis of the Link between Financial Market Conditions and a Systemic Risk Index based on ICA-factors of Systemic Risk Measures

Kouontchou, P., Lendasse, A., Miche, Y., Modesto, A., Sarlin, P. & Maillet, B., 2016, Proceedings of the 49th Annual Hawaii International Conference on System Sciences. IEEE Computer Society, p. 1759-1770 12 p. ( Annual Hawaii International Conference on System Sciences. Proceedings ).

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

1 Citation (Scopus)

Computational Tools for Systemic Risk Identification and Assessment (Editorial)

Sarlin, P., 01.2016, In : Intelligent Systems in Accounting, Finance and Management. 23, 1-2, p. 3-5 3 p.

Research output: Contribution to journalArticleScientific

2 Citations (Scopus)

Evaluating measures of adverse financial conditions

Oet, M. V., Gramlich, D. & Sarlin, P., 30.06.2016, In : Journal of financial stability. 27, December, p. 234-249 16 p.

Research output: Contribution to journalArticleScientificpeer-review

7 Citations (Scopus)

Introduction to Systemic Risk Analytics Minitrack

Sarlin, P. & Peltonen, T. A., 2016, 49th Hawaii International Conference on System Sciences (HICSS), 2016. IEEE Computer Society, 2 p. (Annual Hawaii International Conference on System Sciences. Proceedings).

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientific

Open Access

Network linkages to predict bank distress

Constantin, A., Peltonen, T. A. & Sarlin, P., 22.11.2016, In : Journal of financial stability. 35, April, p. 226-241 16 p.

Research output: Contribution to journalArticleScientificpeer-review

11 Citations (Scopus)

On a Generalized Objective Function for Possibilistic Fuzzy Clustering

Sarlin, P. & Mezei, J., 2016, Information Processing and Management of Uncertainty in Knowledge-Based Systems: 16th International Conference, IPMU 2016, Eindhoven, The Netherlands, June 20-24, 2016, Proceedings, Part I. p. 711-722

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

On interval-valued possibilistic clustering with a generalized objective function

Mezei, J. & Sarlin, P., 2016, 2016 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE) . IEEE Computer Society, p. 824-830

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

1 Citation (Scopus)

Visual Macroprudential Surveillance of Banks

Sarlin, P., 2016, In : Intelligent Systems in Accounting, Finance and Management. 23, 4, p. 257-264 8 p.

Research output: Contribution to journalArticleScientificpeer-review

1 Citation (Scopus)
2015

A Process View to Evaluate and Understand Preference Elicitation

Nikou, S., Metzei, J. & Sarlin, P., 2015, In : Journal of Multi-Criteria Decision Analysis. 22 , 5-6, p. 305–329

Research output: Contribution to journalArticleScientificpeer-review

3 Citations (Scopus)

Bank Networks from Text: Interrelations, Centrality and Determinants

Rönnqvist, S. & Sarlin, P., 2015, In : Quantitative Finance. 15, 10, p. 1619-1635

Research output: Contribution to journalArticleScientificpeer-review

8 Citations (Scopus)

Crisis Modeler: A Tool for Exploring Crisis Predictions

Holopainen, M. & Sarlin, P., 2015, IEEE Symposium Series on Computational Intelligence . IEEE Computer Society, p. 917-924

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

1 Citation (Scopus)

Data and dimension reduction for visual financial performance analysis

Sarlin, P., 2015, In : Information Visualization. 14, 2, p. 148-167 20 p.

Research output: Contribution to journalArticleScientificpeer-review

9 Citations (Scopus)

Detect & Describe: Deep Learning of Bank Stress in the News

Rönnqvist, S. & Sarlin, P., 2015, IEEE Symposium Series on Computational Intelligence . IEEE Computer Society, p. 890-897

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

Open Access
File
7 Citations (Scopus)

Ending over-lending: Assessing systemic risk with debt to cash flow

Sarlin, P. & Ramsay, B. A., 2015, In : International journal of finance & economics. 21, p. 36-57

Research output: Contribution to journalArticleScientificpeer-review

4 Citations (Scopus)

Evaluating the Information Value for Measures of Systemic Conditions

Oet, M. V., John, D., Gramlich, D., Sarlin, P. & Ong, S. J., 2015, Federal Reserve Bank of Cleveland. (Working Paper; no. 15-13)

Research output: Book/ReportCommissioned reportProfessional

Open Access
File

Interconnectedness of the banking sector as a vulnerability to crises

Peltonen, T. A., Rancan, M. & Sarlin, P., 2015, Frankfurt am Main: European Central Bank (ECB). 38 p. (Working Paper Series; no. 1866)

Research output: Book/ReportCommissioned reportProfessional

Open Access

Leading Indicators of Systemic Banking Crises: Finland in a panel of EU countries

Lainá, P., Nyholm, J. & Sarlin, P., 2015, In : Review of Financial Economics. 24, p. 18-35

Research output: Contribution to journalArticleScientificpeer-review

17 Citations (Scopus)

Network linkages to predict bank distress

Peltonen, T. A., Piloiu, A. & Sarlin, P., 2015, Frankfurt am Main: European Central Bank (ECB). 37 p. (Working Paper Series; no. 1828)

Research output: Book/ReportCommissioned reportProfessional

Open Access

Optimizing policymakers' loss functions in crisis prediction: before, within or after ?

Sarlin, P. & Schweinitz, G. V., 2015, Halle (Saale): Leibniz-Institut für Wirtschaftsforschung Halle. 33 p. (IWH Discussion Papers; no. 6/2015)

Research output: Book/ReportCommissioned reportProfessional

Open Access

Possibilistic clustering for crisis prediction: Systemic risk states and membership degrees

Mezei, J. & Sarlin, P., 2015, Arcada Workshop on Analytics. Pulkkis, G. (ed.). Arcada University of Applied Sciences, p. 8-13 (Arcada Working Papers; no. 6).

Research output: Chapter in Book/Report/Conference proceedingChapterScientific

Open Access
File

The process of macroprudential oversight in Europe

Sarlin, P. & Nyman, H. J., 2015, In : Global Policy. 6, 4, p. 389-407

Research output: Contribution to journalArticleScientificpeer-review

Toward robust early-warning models: A horse race, its aggregation and model uncertainty

Holopainen, M. & Sarlin, P., 2015, Helsinki: Bank of Finland. 34 p. (Discussion Papers; no. 6/2015)

Research output: Book/ReportCommissioned reportProfessional

Open Access

Visual Conjoint Analysis (VCA): A topology of preferences in multi-attribute decision making.

Sarlin, P., Nikou, S., Mezei, J. & Bouwman, H., 2015, In : Quality & Quantity. 49, 1, p. 385-404

Research output: Contribution to journalArticleScientificpeer-review

2014

Aggregation operators for the measurement of systemic risk

Mezei, J. & Sarlin, P., 2014, Ithaca, NY: Cornell University Library. 28 p. (Preprint in arXiv 1412.5452)

Research output: Book/ReportCommissioned reportProfessional

Alluvial SOTM: Visualizing transitions and changes in cluster structure of the Self-Organizing Time Map

Rönnqvist, S. & Sarlin, P., 2014, Proceedings of the Eurographics Conference on Visualization (EuroVis'14). Swansea University

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

Automated and weighted self-organizing time maps

Sarlin, P., 2014, In : Knowledge and Information Systems. 44, 2, p. 493-505 13 p.

Research output: Contribution to journalArticleScientificpeer-review

1 Citation (Scopus)

A weighted SOM for classifying data with instance-varying importance

Sarlin, P., 2014, In : International Journal of Machine Learning and Cybernetics. 5, 1, p. 101-110 10 p.

Research output: Contribution to journalArticleScientificpeer-review

7 Citations (Scopus)

Combining visual customer segmentation and response modeling

Yao, Z., Sarlin, P., Eklund, T. & Back, B., 2014, In : Neural Computing and Applications. 25, 1, p. 123-134 12 p.

Research output: Contribution to journalArticleScientificpeer-review

11 Citations (Scopus)

Ending over-lending: Assessing systemic risk with debt to cash flow

Ramsay, B. A. & Sarlin, P., 2014, Helsinki: Bank of Finland. 28 p. (Bank of Finland Research. Discussion Papers; no. 11/2014)

Research output: Book/ReportCommissioned reportProfessional

From Text to Bank Interrelation Maps

Rönnqvist, S. & Sarlin, P., 2014, Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering & Economics (CIFEr'14), London, England, March 27--28. IEEE Computer Society, p. 48-54

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

3 Citations (Scopus)

Increasing dependence on foreign water resources? An assessment of trends in global virtual water flows using a self-organizing time map

Clark, S., Sarlin, P., Sharma, A. & Sisson, S. A., 2014, In : Ecological Informatics. 11 p.

Research output: Contribution to journalArticleScientificpeer-review

14 Citations (Scopus)

Interactive Visual Exploration of Topic Models using Graphs

Rönnqvist, S., Wang, X. & Sarlin, P., 2014, Proceedings of the Eurographics Conference on Visualization (EuroVis'14). Swansea University

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

Macroprudential oversight, risk communication and visualizations

Sarlin, P., 2014, SWIFT - Society for Worldwide Interbank Financial Telecommunication Institute. 47 p. (SWIFT Institute Working Paper ; no. 2013-005)

Research output: Book/ReportCommissioned reportProfessional

Mapping financial stability

Sarlin, P., 2014, Berlin: Springer. 233 p.

Research output: Book/ReportBookScientificpeer-review

1 Citation (Scopus)

On biologically inspired predictions of the global financial crisis

Sarlin, P., 03.2014, In : Neural Computing and Applications. 24, 3-4, p. 663-673 11 p.

Research output: Contribution to journalArticleScientificpeer-review

12 Citations (Scopus)

Predicting distress in European banks

Betz, F., Oprică, S., Peltonen, T. A. & Sarlin, P., 2014, In : Journal of Banking & Finance. 45, p. 225-241 17 p.

Research output: Contribution to journalArticleScientificpeer-review

97 Citations (Scopus)
2013

Chance Discovery with Self-Organizing Maps: Discovering Imbalances in Financial Networks

Sarlin, P., 2013, Advances in Chance Discovery: Studies in Computational Intelligence. Ohsawa, Y. & Abe, A. (eds.). Springer, Vol. 423.

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

2 Citations (Scopus)

Cluster coloring of the self-organizing map: An information visualization perspective

Sarlin, P. & Rönnqvist, S., 2013, In : Neurocomputing. p. 532-538 7 p.

Research output: Contribution to journalConference articleScientificpeer-review

4 Citations (Scopus)

Clustering of the self-organizing time map

Sarlin, P. & Yao, Z., 09.12.2013, In : Neurocomputing. 121, 9, p. 317-327 11 p.

Research output: Contribution to journalArticleScientificpeer-review

8 Citations (Scopus)

Decomposing the global financial crisis: A Self-Organizing Time Map

Sarlin, P., 2013, In : Pattern Recognition Letters. 34, 14, p. 1701-1709 9 p.

Research output: Contribution to journalArticleScientificpeer-review

Exploiting the self-organizing financial stability map

Sarlin, P., 05.2013, In : Engineering Applications of Artificial Intelligence. 26, 5-6, p. 1532-1539 8 p.

Research output: Contribution to journalArticleScientificpeer-review

11 Citations (Scopus)

Financial performance analysis of European banks using a fuzzified Self-Organizing Map

Sarlin, P. & Eklund, T., 2013, In : International Journal of Knowledge-based and Intelligent Engineering Systems. 17, 3, p. 223-234 12 p.

Research output: Contribution to journalArticleScientificpeer-review

7 Citations (Scopus)

Mapping the state of financial stability

Sarlin, P. & Peltonen, T. A., 10.2013, In : Journal of International Financial Markets, Institutions & Money. 26, 1, p. 46-76 31 p.

Research output: Contribution to journalArticleScientificpeer-review

On policymakers’ loss functions and the evaluation of early warning systems

Sarlin, P., 04.2013, In : Economics letters. 119, 1, p. 1-7 7 p.

Research output: Contribution to journalArticleScientificpeer-review

35 Citations (Scopus)

Self-organizing time map: An abstraction of temporal multivariate patterns

Sarlin, P., 01.01.2013, In : Neurocomputing. 99, p. 496-508 13 p.

Research output: Contribution to journalArticleScientificpeer-review

31 Citations (Scopus)