Mapping the state of financial stability

The paper uses the Self-Organizing Map for mapping the state of financial stability and visualizing the sources of systemic risks as well as for predicting systemic financial crises. The Self-Organizing Financial Stability Map (SOFSM) enables a two-dimensional representation of a multidimensional financial stability space that allows disentangling the individual sources impacting on systemic risks. The SOFSM can be used to monitor macro-financial vulnerabilities by locating a country in the financial stability cycle: being it either in the pre-crisis, crisis, post-crisis or tranquil state. In addition, the SOFSM performs better than or equally well as a logit model in classifying in-sample data and predicting out-of-sample the global financial crisis that started in 2007. Model robustness is tested by varying the thresholds of the models, the policymaker’s preferences, and the forecasting horizons. JEL Classification: E44, E58, F01, F37, G01macroprudential supervision, prediction, Self-Organizing Map (SOM), Systemic financial crisis, systemic risk, visualization

Projection-Based Clustering through Self-Organization and Swarm Intelligence

It covers aspects of unsupervised machine learning used for knowledge discovery in data science and introduces a data-driven approach to cluster analysis, the Databionic swarm (DBS). DBS consists of the 3D landscape visualization and clustering of data. The 3D landscape enables 3D printing of high-dimensional data structures. The clustering and number of clusters or an absence of cluster structure are verified by the 3D landscape at a glance. DBS is the first swarm-based technique that shows emergent properties while exploiting concepts of swarm intelligence, self-organization and the Nash equilibrium concept from game theory. It results in the elimination of a global objective function and the setting of parameters. By downloading the R package DBS can be applied to data drawn from diverse research fields and used even by non-professionals in the field of data mining

Visualization of clusters in geo-referenced data using three-dimensional self-organizing maps

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de InformaçãoThe Self-Organizing Map (SOM) is an artificial neural network that performs simultaneously vector quantization and vector projection. Due to this characteristic, the SOM is an effective method for clustering analysis via visualization. The SOM can be visualized through the output space, generally a regular two-dimensional grid of nodes, and through the input space, emphasizing the vector quantization process. Among all the strategies for visualizing the SOM, we are particularly interested in those that allow dealing with spatial dependency, linking the SOM to the geographic visualization with color. One possible approach, commonly used, is the cartographic representation of data with label colors defined from the output space of a two-dimensional SOM. However, in the particular case of geo-referenced data, it is possible to consider the use of a three-dimensional SOM for this purpose, thus adding one more dimension in the analysis. In this dissertation is presented a method for clustering geo-referenced data that integrates the visualization of both perspectives of a three dimensional SOM: linking its output space to the cartographic representation through a ordered set of colors; and exploring the use of frontiers among geo-referenced elements, computed according to the distances in the input space between their Best Matching Units

Projection-Based Clustering through Self-Organization and Swarm Intelligence: Combining Cluster Analysis with the Visualization of High-Dimensional Data

Cluster Analysis; Dimensionality Reduction; Swarm Intelligence; Visualization; Unsupervised Machine Learning; Data Science; Knowledge Discovery; 3D Printing; Self-Organization; Emergence; Game Theory; Advanced Analytics; High-Dimensional Data; Multivariate Data; Analysis of Structured Dat

Digital Image Access & Retrieval

The 33th Annual Clinic on Library Applications of Data Processing, held at the University of Illinois at Urbana-Champaign in March of 1996, addressed the theme of "Digital Image Access & Retrieval." The papers from this conference cover a wide range of topics concerning digital imaging technology for visual resource collections. Papers covered three general areas: (1) systems, planning, and implementation; (2) automatic and semi-automatic indexing; and (3) preservation with the bulk of the conference focusing on indexing and retrieval.published or submitted for publicatio

Doctor of Philosophy

dissertationWith the ever-increasing amount of available computing resources and sensing devices, a wide variety of high-dimensional datasets are being produced in numerous fields. The complexity and increasing popularity of these data have led to new challenges and opportunities in visualization. Since most display devices are limited to communication through two-dimensional (2D) images, many visualization methods rely on 2D projections to express high-dimensional information. Such a reduction of dimension leads to an explosion in the number of 2D representations required to visualize high-dimensional spaces, each giving a glimpse of the high-dimensional information. As a result, one of the most important challenges in visualizing high-dimensional datasets is the automatic filtration and summarization of the large exploration space consisting of all 2D projections. In this dissertation, a new type of algorithm is introduced to reduce the exploration space that identifies a small set of projections that capture the intrinsic structure of high-dimensional data. In addition, a general framework for summarizing the structure of quality measures in the space of all linear 2D projections is presented. However, identifying the representative or informative projections is only part of the challenge. Due to the high-dimensional nature of these datasets, obtaining insights and arriving at conclusions based solely on 2D representations are limited and prone to error. How to interpret the inaccuracies and resolve the ambiguity in the 2D projections is the other half of the puzzle. This dissertation introduces projection distortion error measures and interactive manipulation schemes that allow the understanding of high-dimensional structures via data manipulation in 2D projections