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

doi:10.1109/HICSS.2016.222

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

Economics, Vaasa

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review

1 Citation (Scopus)

Original language	English
Title of host publication	Proceedings of the 49th Annual Hawaii International Conference on System Sciences
Number of pages	12
Publisher	IEEE Computer Society
Publication date	2016
Pages	1759-1770
DOIs	https://doi.org/10.1109/HICSS.2016.222
Publication status	Published - 2016
MoE publication type	A4 Article in conference proceedings
Event	Annual Hawaii International Conference on System Sciences - Kauai, United States Duration: 05.01.2016 → 08.01.2016 Conference number: 49

Publication series

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

Keywords

511 Economics
512 Business and Management

Access to Document

10.1109/HICSS.2016.222

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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

Kouontchou, Patrick ; Lendasse, Amaury ; Miche, Yoan et al. / An R-SOM Analysis of the Link between Financial Market Conditions and a Systemic Risk Index based on ICA-factors of Systemic Risk Measures. Proceedings of the 49th Annual Hawaii International Conference on System Sciences. IEEE Computer Society, 2016. pp. 1759-1770 ( Annual Hawaii International Conference on System Sciences. Proceedings ).

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author = "Patrick Kouontchou and Amaury Lendasse and Yoan Miche and Alejandro Modesto and Peter Sarlin and Bertrand Maillet",

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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. Annual Hawaii International Conference on System Sciences. Proceedings , IEEE Computer Society, pp. 1759-1770, Annual Hawaii International Conference on System Sciences, Kauai, United States, 05.01.2016. https://doi.org/10.1109/HICSS.2016.222

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, Patrick; Lendasse, Amaury; Miche, Yoan et al.
Proceedings of the 49th Annual Hawaii International Conference on System Sciences. IEEE Computer Society, 2016. p. 1759-1770 ( Annual Hawaii International Conference on System Sciences. Proceedings ).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review

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AU - Modesto, Alejandro

AU - Sarlin, Peter

AU - Maillet, Bertrand

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Kouontchou P, Lendasse A, Miche Y, Modesto A, Sarlin P, Maillet B. 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. IEEE Computer Society. 2016. p. 1759-1770. ( Annual Hawaii International Conference on System Sciences. Proceedings ). doi: 10.1109/HICSS.2016.222