![Page 1: Intelligent Database Systems Lab Presenter : CHANG, SHIH-JIE Authors : Peter Sarlin* 2013.PRL Decomposing the global financial crisis: A Self-Organizing](https://reader035.vdocument.in/reader035/viewer/2022062518/56649f4a5503460f94c6c6f9/html5/thumbnails/1.jpg)
Intelligent Database Systems Lab
Presenter : CHANG, SHIH-JIE
Authors : Peter Sarlin*
2013.PRL
Decomposing the global financial crisis: A Self-Organizing Time Map
![Page 2: Intelligent Database Systems Lab Presenter : CHANG, SHIH-JIE Authors : Peter Sarlin* 2013.PRL Decomposing the global financial crisis: A Self-Organizing](https://reader035.vdocument.in/reader035/viewer/2022062518/56649f4a5503460f94c6c6f9/html5/thumbnails/2.jpg)
Intelligent Database Systems Lab
Outlines
MotivationObjectivesMethodologyExperimentsConclusionsComments
![Page 3: Intelligent Database Systems Lab Presenter : CHANG, SHIH-JIE Authors : Peter Sarlin* 2013.PRL Decomposing the global financial crisis: A Self-Organizing](https://reader035.vdocument.in/reader035/viewer/2022062518/56649f4a5503460f94c6c6f9/html5/thumbnails/3.jpg)
Intelligent Database Systems Lab
Motivation Over the past years, modeling has oftentimes been attempted through early-warning models relying on conventional statistical methods and historical data.
Key challenge for early-warning modeling is the changing nature of crises due to, e.g.financial innovation.
![Page 4: Intelligent Database Systems Lab Presenter : CHANG, SHIH-JIE Authors : Peter Sarlin* 2013.PRL Decomposing the global financial crisis: A Self-Organizing](https://reader035.vdocument.in/reader035/viewer/2022062518/56649f4a5503460f94c6c6f9/html5/thumbnails/4.jpg)
Intelligent Database Systems Lab
Objectives
• The SOTM performs an abstraction of temporal and cross-sectional patterns through data and
dimensionality reduction. The approach differs from traditional static exploratory analyses in that the SOTM dynamically adapts to structural changes in cross-sectional data over time, as well as visualizes the evolution of cluster structures.
![Page 5: Intelligent Database Systems Lab Presenter : CHANG, SHIH-JIE Authors : Peter Sarlin* 2013.PRL Decomposing the global financial crisis: A Self-Organizing](https://reader035.vdocument.in/reader035/viewer/2022062518/56649f4a5503460f94c6c6f9/html5/thumbnails/5.jpg)
Intelligent Database Systems Lab
Methodology
1 . .M
![Page 6: Intelligent Database Systems Lab Presenter : CHANG, SHIH-JIE Authors : Peter Sarlin* 2013.PRL Decomposing the global financial crisis: A Self-Organizing](https://reader035.vdocument.in/reader035/viewer/2022062518/56649f4a5503460f94c6c6f9/html5/thumbnails/6.jpg)
Intelligent Database Systems Lab
Methodology 1 . .M
![Page 7: Intelligent Database Systems Lab Presenter : CHANG, SHIH-JIE Authors : Peter Sarlin* 2013.PRL Decomposing the global financial crisis: A Self-Organizing](https://reader035.vdocument.in/reader035/viewer/2022062518/56649f4a5503460f94c6c6f9/html5/thumbnails/7.jpg)
Intelligent Database Systems Lab
Methodology
Silhouette coefficient
K l
100+150100*150
=60*10=600
100+900100*900 =90*10=900. 10
. 10
![Page 8: Intelligent Database Systems Lab Presenter : CHANG, SHIH-JIE Authors : Peter Sarlin* 2013.PRL Decomposing the global financial crisis: A Self-Organizing](https://reader035.vdocument.in/reader035/viewer/2022062518/56649f4a5503460f94c6c6f9/html5/thumbnails/8.jpg)
Intelligent Database Systems Lab
Experiments – dataset:14 financial indicators
![Page 9: Intelligent Database Systems Lab Presenter : CHANG, SHIH-JIE Authors : Peter Sarlin* 2013.PRL Decomposing the global financial crisis: A Self-Organizing](https://reader035.vdocument.in/reader035/viewer/2022062518/56649f4a5503460f94c6c6f9/html5/thumbnails/9.jpg)
Intelligent Database Systems Lab
Experiments –
![Page 10: Intelligent Database Systems Lab Presenter : CHANG, SHIH-JIE Authors : Peter Sarlin* 2013.PRL Decomposing the global financial crisis: A Self-Organizing](https://reader035.vdocument.in/reader035/viewer/2022062518/56649f4a5503460f94c6c6f9/html5/thumbnails/10.jpg)
Intelligent Database Systems Lab
Experiments– feature plan
![Page 11: Intelligent Database Systems Lab Presenter : CHANG, SHIH-JIE Authors : Peter Sarlin* 2013.PRL Decomposing the global financial crisis: A Self-Organizing](https://reader035.vdocument.in/reader035/viewer/2022062518/56649f4a5503460f94c6c6f9/html5/thumbnails/11.jpg)
Intelligent Database Systems Lab
Experiments
![Page 12: Intelligent Database Systems Lab Presenter : CHANG, SHIH-JIE Authors : Peter Sarlin* 2013.PRL Decomposing the global financial crisis: A Self-Organizing](https://reader035.vdocument.in/reader035/viewer/2022062518/56649f4a5503460f94c6c6f9/html5/thumbnails/12.jpg)
Intelligent Database Systems Lab
Experiments – Clustering of the SOTM
![Page 13: Intelligent Database Systems Lab Presenter : CHANG, SHIH-JIE Authors : Peter Sarlin* 2013.PRL Decomposing the global financial crisis: A Self-Organizing](https://reader035.vdocument.in/reader035/viewer/2022062518/56649f4a5503460f94c6c6f9/html5/thumbnails/13.jpg)
Intelligent Database Systems Lab
Experiments
![Page 14: Intelligent Database Systems Lab Presenter : CHANG, SHIH-JIE Authors : Peter Sarlin* 2013.PRL Decomposing the global financial crisis: A Self-Organizing](https://reader035.vdocument.in/reader035/viewer/2022062518/56649f4a5503460f94c6c6f9/html5/thumbnails/14.jpg)
Intelligent Database Systems Lab
Conclusions– The SOTM can identify multivariate structural
changes in data.
– This the SOTM opens the door for early identification of imbalances that expose economies to financial crises.
![Page 15: Intelligent Database Systems Lab Presenter : CHANG, SHIH-JIE Authors : Peter Sarlin* 2013.PRL Decomposing the global financial crisis: A Self-Organizing](https://reader035.vdocument.in/reader035/viewer/2022062518/56649f4a5503460f94c6c6f9/html5/thumbnails/15.jpg)
Intelligent Database Systems Lab
Comments• Advantages
– The SOTM uses visual dynamic clustering difference from traditional statistical methods.
• Applications– Self-Organizing Time Map– Financial stability surveillance