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

Patrick Kouontchou, Amaury Lendasse, Yoan Miche, Alejandro Modesto, Peter Sarlin, Bertrand Maillet

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

1 Citation (Scopus)
Original languageEnglish
Title of host publicationProceedings of the 49th Annual Hawaii International Conference on System Sciences
Number of pages12
PublisherIEEE Computer Society
Publication date2016
Pages1759-1770
DOIs
Publication statusPublished - 2016
MoE publication typeA4 Article in conference proceedings
EventAnnual Hawaii International Conference on System Sciences - Kauai, United States
Duration: 05.01.201608.01.2016
Conference number: 49

Publication series

Name Annual Hawaii International Conference on System Sciences. Proceedings
PublisherIEEE Computer Society
ISSN (Print)1530-1605

Keywords

  • 511 Economics
  • 512 Business and Management

Cite this

Kouontchou, P., Lendasse, A., Miche, Y., Modesto, A., Sarlin, P., & Maillet, B. (2016). An R-SOM Analysis of the Link between Financial Market Conditions and a Systemic Risk Index based on ICA-factors of Systemic Risk Measures. In Proceedings of the 49th Annual Hawaii International Conference on System Sciences (pp. 1759-1770). ( Annual Hawaii International Conference on System Sciences. Proceedings ). IEEE Computer Society. https://doi.org/10.1109/HICSS.2016.222