SF: Visual Explorations in Finance金融的视觉探索
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作者： Guido Deboeck，Teuvo Kohonen著
出 版 社： 漓江出版社
出版时间： 1998-9-1字数：版次： 1页数： 258印刷时间： 1998/09/01开本： 16开印次： 1纸张： 胶版纸I S B N ： 9783540762669包装： 精装内容简介
Self-organizing maps（SOM） have proven to be of significant economic value in the areas of finance，economic and marketing applications。 As a result，this area is rapidly becoming a non-academic technology。 This book looks at near state-of-the-art SOM applications in the above areas，and is a multi-authored volume，edited by Guido Deboeck，a leading exponent in the use of computational methods in financial and economic forecasting，and by the originator of SOM，Teuvo Kohonen。 The book contains chapters on applications of unsupervised neural networks using Kohonen's self-organizing map approach。
目录
ContributingAuthors
Introduction：
Knowledge Discovery
Exploratory Data Analysis and Data Mining
Traditional Methods
Self-Organizing Maps
Simple Example：Mapping Scotch Whiskies
Overview
Part 1：Applications
1 Let Financial Data Speakfor Themselves
Carlos Serrano-Cinca
1.1 Initial Analysis of Financial Data
1.2 SOM as a Tool for Initial Data Analysis
1.3 Integrating SOM into a Decision。Support System
2 Projection ofLong-term Interest Rates with Maps
Eric de Bodt,Philippe Gr3goire and Marie Cottrell
2.1 Introduction
2.2 Building Blocks
2.3 Simulating Future Behavior using Historical Information.
2.4 Application
2.5 Validation
2.6 Extension to Value-at-Risk
2 7 Conclusions
3 Picking Mutual Funds with Self-Organizing Maps
Guido Deboeck
3.1 Exploratory Data Analysis
3.2 Morningstar Mutual Fund Database
3.3 A Simple Binary Example
3.4 Mapping Mutual Funds
3.5 Conclusions
4 Maps for Analyzing Failures of Small and Medium.sized Enterprises
Kimmo Kiviluoto and Pentti Bergius
4.1 Corporate Failure-Causes and Symptoms
4.2 Self-Organizing Map as a Tool for Financial Statement Analys
4.3 The Data
4.4 Results
4.5 Summary
5 SeIf-Organi2ingAtlas ofRussian Banks
Serge Shumsky andA.V Yarovoy
5.1 Introduction，
5.2 Overview ofthe Russian Banking System.
5.3 Problem Formulation
5.4 Linear Analysis using PCA
5.5 Nonlinear Analysis or the Nonlinear PCA Extension
5.6 SOM of Russian Banks
5.7 A SOM Atlas of Russian Banks in 1994
5.8 Evolution of Russian Banking from 1994 to 1995
5.9 Conclusions
6 Investment Maps ofEmerging Markets Guido Deboeck
6.1 Background
6.2 Performance and Risks of Investing in Emerging Markets
6.3 Patterns Among Emerging Markets
6.4 Strategic Implications of SOM for Investments in Emerging Markets
6.5 Conclusions
Color Plate Section follows Chapter 6
7 A Hybrid Neural Network System for Trading Financial
Markets
Marina Resta
7.1 Introduction
7.2 ISOG：Integrated Selforganization and Genetics
……
8 Real Estate Investment Appraisal of Land Properties using SOM by Eero Carlson
9 Real Estate Investment Appraisal of Buildings using SOM by Anna Tulkki
10 Differential Patterns in Consumer Purchase Preferences using Self-Organizing Maps: A Case Study of China by Bernd Schmitt and Guido Deboeck
Ptrt 2 Methodology, Tools and Techniques
11 The SOM Methodology by Teuvo Kohonen
12 Self-Organizing Maps of Large Document Collections by Timo Honkela and Krista Lagus and Samuel Kaski
13 Software Tools for Self-Organizing Maps by Guido Deboeck
14 Tips for Processing and Color-coding of Self-Organizing Maps by Samuel Kaski and Teuvo Kohanen
15 Best Practices in Data Mining using Self-Organizing Maps by Guido Deboeck
Notes
Glossary
Bibliography