VaRSOM: A Tool to Monitor Markets' Stability Based on Value at Risk and Self-Organizing Maps.

Published in: Intell. Syst. Account. Finance Manag. (2016)

Keyphrases

self organizing maps
neural network
competitive learning
topology preserving
visualization methods
unsupervised learning
network anomaly detection
input data
neural gas
k means
intrusion detection
risk management
decision making
active learning