The Bucharest University of Economic Studies USING SELF-ORGANIZING MAPS FOR ASSESSING SYSTEMIC RISK . EVIDENCES FROM THE GLOBAL ECONOMIC CRISIS

@inproceedings{CIMPOERU2015TheBU,
  title={The Bucharest University of Economic Studies USING SELF-ORGANIZING MAPS FOR ASSESSING SYSTEMIC RISK . EVIDENCES FROM THE GLOBAL ECONOMIC CRISIS},
  author={Smaranda CIMPOERU},
  year={2015}
}
  • Smaranda CIMPOERU
  • Published 2015
The importance of correctly assessing systemic risk has increased substantially after the events from 2007. A wide set of parametric and non-parametric methods has been used to address the problem and identify the leading risk factors for potential crisis situations. Out of these, the class of neural networks represented by self-organizing maps has become an important technique but only with a modest usage for the economic crisis. We apply the self-organizing maps technique for a set of worlds… CONTINUE READING

Citations

Publications citing this paper.

An Integrated Two-stage Methodology for Optimising the Accuracy of Performance Classification Models

Adrian COSTEAa, Massimiliano FERRARAb, Florentin ŞERBANc
2017
View 9 Excerpts
Highly Influenced

References

Publications referenced by this paper.
Showing 1-10 of 20 references

Essentials of the self-organizing map

Neural Networks • 2013
View 4 Excerpts
Highly Influenced

Investigating the Determinants of Long - run Sovereign Rating

M. Moscalu
Financial Studies • 2014
View 1 Excerpt

Investigating the Determinants of Long-run Sovereign Rating.Financial

E. C. Miricescu
Studies,Volume 18, • 2014
View 1 Excerpt

The Impact of Interest Rate Spreads for Euro Denominated Loans on the Leverage Ratio of Romanian Listed Companies

M. Moscalu
Proceedings of the 16th International Scientific Conference Finance and Risk 2014,vol. 1. Bratislava: Publishing House EKONÓM, pp • 2014
View 1 Excerpt

I.,P.(2013), Self-organizing Maps as a Tool to Compare Financial Macroeconomic Imbalances: The European, Spanish and German Case.The Spanish

F.J.L. Iturriaga, Sanz
Review of Financial Economics, • 2013
View 1 Excerpt

Mapping the State of Financial Stability.ECB

P. Sarlin, Peltonen
Working Papers, • 2011
View 1 Excerpt

Early Warning Systems for Systemic Banking Risk: Critical Review and Modeling

M. V. Oet, D. Gramlich, G. L. Miller, S. J. Ong
Implications.Banks and Bank Systems, • 2010
View 1 Excerpt

Similar Papers

Loading similar papers…