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

Nationalekonomi, Vasa

Forskningsoutput: Kapitel i bok/rapport/konferenshandling › Konferensbidrag › Vetenskaplig › Peer review

1 Citeringar (Scopus)

Originalspråk	Engelska
Titel på värdpublikation	Proceedings of the 49th Annual Hawaii International Conference on System Sciences
Antal sidor	12
Förlag	IEEE Computer Society
Utgivningsdatum	2016
Sidor	1759-1770
DOI	https://doi.org/10.1109/HICSS.2016.222
Status	Publicerad - 2016
MoE-publikationstyp	A4 Artikel i en konferenspublikation
Evenemang	Annual Hawaii International Conference on System Sciences (HICSS) - Kauai, USA Varaktighet: 05.01.2016 → 08.01.2016 Konferensnummer: 49

Publikationsserier

Namn	Annual Hawaii International Conference on System Sciences. Proceedings
Förlag	IEEE Computer Society
ISSN (tryckt)	1530-1605

Nyckelord

511 Nationalekonomi
512 Företagsekonomi

Åtkomst av dokument

10.1109/HICSS.2016.222

OpenUrl-tillgänglighet

Fulltext

Citera det här

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. I Proceedings of the 49th Annual Hawaii International Conference on System Sciences (s. 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. s. 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",

note = " Volume: Proceeding volume: ; Annual Hawaii International Conference on System Sciences ; Conference date: 05-01-2016 Through 08-01-2016",

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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. i Proceedings of the 49th Annual Hawaii International Conference on System Sciences. Annual Hawaii International Conference on System Sciences. Proceedings , IEEE Computer Society, s. 1759-1770, Annual Hawaii International Conference on System Sciences (HICSS), Kauai, USA, 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. s. 1759-1770 ( Annual Hawaii International Conference on System Sciences. Proceedings ).

Forskningsoutput: Kapitel i bok/rapport/konferenshandling › Konferensbidrag › Vetenskaplig › Peer review

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T1 - An R-SOM Analysis of the Link between Financial Market Conditions and a Systemic Risk Index based on ICA-factors of Systemic Risk Measures

AU - Kouontchou, Patrick

AU - Lendasse, Amaury

AU - Miche, Yoan

AU - Modesto, Alejandro

AU - Sarlin, Peter

AU - Maillet, Bertrand

N1 - Conference code: 49

PY - 2016

Y1 - 2016

KW - 511 Economics

KW - 512 Business and Management

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DO - 10.1109/HICSS.2016.222

M3 - Conference contribution

T3 - Annual Hawaii International Conference on System Sciences. Proceedings

SP - 1759

EP - 1770

BT - Proceedings of the 49th Annual Hawaii International Conference on System Sciences

PB - IEEE Computer Society

T2 - Annual Hawaii International Conference on System Sciences

Y2 - 5 January 2016 through 8 January 2016

ER -

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. I Proceedings of the 49th Annual Hawaii International Conference on System Sciences. IEEE Computer Society. 2016. s. 1759-1770. ( Annual Hawaii International Conference on System Sciences. Proceedings ). doi: 10.1109/HICSS.2016.222