Contributing Authors | p. xix |
Introduction | p. xxv |
Knowledge Discovery | p. xxv |
Exploratory Data Analysis and Data Mining | p. xxix |
Traditional Methods | p. xxx |
Self-Organking Maps | p. xxxiv |
Simple Example: Mapping Scotch Whiskies | p. xxxvi |
Overview | p. xi |
Applications | |
Let Financial Data Speak for Themselves | p. 3 |
Initial Analysis of Financial Data | p. 3 |
SOM as a Tool for Initial Data Analysis | p. 4 |
Integrating SOM into a Decision-Support System | p. 18 |
Projection of Long-term Interest Rates with Maps | p. 24 |
Introduction | p. 24 |
Building Blocks | p. 26 |
Simulating Future Behavior using Historical Information | p. 28 |
Application | p. 28 |
Validation | p. 35 |
Extension to Value-at-Risk | p. 36 |
Conclusions | p. 38 |
Picking Mutual Funds with Self-Organizing Maps | p. 39 |
Exploratory Data Analysis | p. 39 |
Morningstar Mutual Fund Database | p. 40 |
A Simple Binary Example | p. 40 |
Mapping Mutual Funds | p. 45 |
Conclusions | p. 57 |
Maps for Analyzing Failures of Small and Medium-sized Enterprises | p. 59 |
Corporate Failure - Causes and Symptoms | p. 59 |
Self-Organizing Map as a Tool for Financial Statement Analysis | p. 61 |
The Data | p. 62 |
Results | p. 63 |
Summary | p. 71 |
Self-Organizing Atlas of Russian Banks | p. 72 |
Introduction | p. 72 |
Overview of the Russian Banking System | p. 73 |
Problem Formulation | p. 75 |
Linear Analysis using PCA | p. 75 |
Nonlinear Analysis or the Nonlinear PCA Extension | p. 76 |
SOM of Russian Banks | p. 77 |
A SOM Atlas of Russian Banks in 1994 | p. 79 |
Evolution of Russian Banking from 1994 to 1995 | p. 81 |
Conclusions | p. 81 |
Investment Maps of Emerging Markets | p. 83 |
Background | p. 83 |
Performance and Risks of Investing in Emerging Markets | p. 84 |
Patterns Among Emerging Markets | p. 86 |
Strategic Implications of SOM for Investments in Emerging Markets | p. 101 |
Conclusions | p. 105 |
Color Plate Section follows Chapter 6 | |
A Hybrid Neural Network System for Trading Financial Markets | p. 106 |
Introduction | p. 106 |
ISOG: Integrated Self-Organization and Genetics | p. 107 |
Simulation Results | p. 109 |
Conclusions | p. 116 |
Real Estate Investment Appraisal of Land Properties using SOM | p. 117 |
Introduction | p. 117 |
Geographic Information Systems | p. 118 |
Visualization | p. 119 |
Scaling | p. 121 |
Sensitivity Analysis | p. 122 |
Portfolio Computation | p. 123 |
Adaptation to New Observations | p. 124 |
Other Examples | p. 124 |
Conclusion | p. 127 |
Real Estate Investment Appraisal of Buildings using SOM | p. 128 |
Characteristic Features of the Finnish Real Estate Market | p. 128 |
The Data | p. 129 |
Preprocessing of the Data and the Research Method | p. 129 |
The Results | p. 131 |
Component Planes of the Map | p. 131 |
Conclusions | p. 135 |
Differential Patterns in Consumer Purchase Preferences using Self-Organizing Maps: A Case Study of China | p. 141 |
Introduction | p. 141 |
What do we Know about Chinese Consumers? | p. 142 |
A Selective Review of the Prior Segmentation Research | p. 143 |
The CEIBS Survey | p. 144 |
Methodology | p. 144 |
Major Results | p. 146 |
Conclusions | p. 156 |
Methodology, Tools and Techniques | |
The SOM Methodology | p. 159 |
Regression Principles | p. 159 |
"Intelligent" Curve Fitting | p. 160 |
The Self-Organizing Map Algorithm | p. 163 |
The Neural Network Model of the SOM | p. 165 |
Labeling the Neurons | p. 166 |
The Batch Version of the SOM | p. 167 |
Conclusion | p. 167 |
Self-Organizing Maps of Large Document Collections | p. 168 |
Introduction | p. 168 |
WEBSOM for Document Map Applications | p. 169 |
Document Map Creation | p. 175 |
Conclusions | p. 178 |
Software Tools for Self-Organizing Maps | p. 179 |
Overview of Available Tools | p. 179 |
SOM_PAK: The SOM Program Package | p. 181 |
SOM: a MatLab Toolbox | p. 184 |
Viscovery SOMine Lite: User-Friendly SOM at the Edge of Visualization | p. 187 |
Appendix: Overview of Commercially Available Software Tools for Applying SOM | p. 191 |
Tips for Processing and Color-coding of Self-Organizing Maps | p. 195 |
The SOM Array | p. 195 |
Scaling the Input Variables | p. 196 |
Initialization of the Algorithm | p. 196 |
Selection of the Neighborhood Function and Learning Rate | p. 196 |
Automatic Color-Coding of Self-Organizing Maps | p. 197 |
Best Practices in Data Mining using Self-Organizing Maps | p. 203 |
Main Steps in using Self-Organizing Maps | p. 203 |
Sample Application on Country Credit Risk Analysis | p. 212 |
Conclusions | p. 229 |
Notes | p. 230 |
Glossary | p. 233 |
Bibliography | p. 242 |
Subject Index | p. 250 |
Author Index | p. 255 |
Website Index | p. 257 |
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