Patrick Kouontchou, Amaury Lendasse, Alejandro Modesto, Peter Sarlin, Bertrand Maillet, et al.. A R-SOM Analysis of the Link between Financial Market Conditions and a Systemic Risk Index Based on ICA-Factors of Systemic Risk Measures..
HICSS '16 Proceedings of the 2016 49th Hawaii International Conference on System Sciences (HICSS), IEEE Computer Society, p. 1759-1770, 2016, 978-0-7695-5670-3.
⟨10.1109/HICSS.2016.222⟩.
⟨hal-03027884⟩