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A 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 Miché, Alejandro Modesto, Peter Sarlin, Bertrand Maillet. A R-SOM Analysis of the Link between Financial Market Conditions and a Systemic Risk Index Based on ICA-Factors of Systemic Risk Measures. In Tung X. Bui, Ralph H. Sprague Jr., editors, 49th Hawaii International Conference on System Sciences, HICSS 2016, Koloa, HI, USA, January 5-8, 2016. pages 1759-1770, IEEE, 2016. [doi]

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