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ESANN
2004

Description of the Group Dynamic of Funds' Managers using Kohonen's Map

9 years 11 months ago
Description of the Group Dynamic of Funds' Managers using Kohonen's Map
: the aim of this paper is to observe the group dynamic of funds' managers during an interesting period : January 99- July 01, which includes many financial events as financial cracks, high speculation on new technologies. We define a strategy as the sensitivity on French stock market indexes. We project strategies on a Kohonen Map. We propose a new approach to analyze the group dynamic by studying movements on this map.
Catherine Aaron, Yamina Tadjeddine
Added 30 Oct 2010
Updated 30 Oct 2010
Type Conference
Year 2004
Where ESANN
Authors Catherine Aaron, Yamina Tadjeddine
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