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Alejandro Modesto
Publication Activity (10 Years)
Years Active: 2016-2016
Publications (10 Years): 1
Top Topics
Portfolio Optimization
Independent Component Analysis
Steady State
Market Conditions
Top Venues
HICSS
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Publications
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Patrick Kouontchou
,
Amaury Lendasse
,
Yoan Miché
,
Alejandro Modesto
,
Peter Sarlin
,
Bertrand Maillet
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
(2016)