Machine-learning paradigms for selecting ecologically significant input variables
Engineering Applications of Artificial Intelligence
Early Warning Systems: an approach via Self Organizing Maps with applications to emergent markets
Proceedings of the 2009 conference on New Directions in Neural Networks: 18th Italian Workshop on Neural Networks: WIRN 2008
Engineering Applications of Artificial Intelligence
Visualising class distribution on self-organising maps
ICANN'07 Proceedings of the 17th international conference on Artificial neural networks
Fuzzy clustering of the self-organizing map: some applications on financial time series
WSOM'11 Proceedings of the 8th international conference on Advances in self-organizing maps
Financial performance analysis of European banks using a fuzzified self-organizing map
KES'11 Proceedings of the 15th international conference on Knowledge-based and intelligent information and engineering systems - Volume Part II
Clustering of the self-organizing map
IEEE Transactions on Neural Networks
Topological pattern discovery and feature extraction for fraudulent financial reporting
Expert Systems with Applications: An International Journal
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This paper enhances the visualization and extraction of information on the self-organizing financial stability map (SOFSM). The SOFSM uses the self-organizing map to represent a multidimensional financial stability space on a two-dimensional grid and allows monitoring economies in the financial stability cycle represented by four states. The SOFSM lacks, however, means for thorough assessment of general structures and individual data. We enhance the visualization and information extraction of the SOFSM by the means of four tasks: (1) fuzzification of the map, (2) probabilistic modeling of state transitions, (3) contagion analysis and (4) outlier detection. The usefulness of the extensions is shown with sample visualizations and predictive performance.