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

نویسندگان

  • Catherine Aaron
  • Yamina Tadjeddine
چکیده

Abstract : the aim of this paper is to observe the group dynamic of funds’ managers during an interesting period : January 99July 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.

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تاریخ انتشار 2004