Sarlin, Peter; Peltonen, Tuomas A. - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2011
The paper uses the Self-Organizing Map for mapping the state of financial stability and visualizing the sources of systemic risks on a two-dimensional plane as well as for predicting systemic financial crises. The Self-Organizing Financial Stability Map (SOFSM) enables a two-dimensional...
