Decomposing the global financial crisis: A Self-Organizing Time Map
This paper applies the Self-Organizing Time Map (SOTM) in financial stability surveillance. The SOTM is combined with classical cluster analysis for visual dynamic clustering. The SOTM presents a holistic view of cross-sectional patterns over time. The SOTM is used for identifying temporal structural changes. The SOTM is used for decomposing the global financial crisis that started in 2007.
financial crisis self-organizing time map financial stability surveillance visual dynamic clustering exploratory temporal structure analysis