A Spectral Visualization System for Analyzing Financial Time Series Data

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2006
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Nietzschmann, Tilo
Schelwies, Norman
Schneidewind, Jörn
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EUROVIS 2006: Eurographics/IEEE TCVG Symposium on Visualization. 2006, pp. 195-202. Available under: doi: 10.2312/VisSym/EuroVis06/195-202
Zusammenfassung

Visual data analysis of time related data sets has attracted much research interest recently, and a number of sophisticated visualization methods have been proposed in the past. In financial analysis, however, the most important and most common visualization techniques for time series data is the traditional line- or bar chart. Although these are intuitive and make it easy to spot the effect of key events on a asset s price, and its return over a given period of time, price charts do not allow the easy perception of relative movements in terms of growth rates, which is the key feature of any price-related time series. This paper presents a novel Growth Matrix visualization technique for analyzing assets. It extends the ability of existing chart techniques by not only visualizing asset return rates over fixed time frames, but over the full spectrum of all subintervals present in a given time frame, in a single view. At the same time, the technique allows a comparison of subinterval return rates among groups of even a few hundreds of assets. This provides a powerful way for analyzing financial data, since it allows the identification of strong and weak periods of assets as compared to global market characteristics, and thus allows a more encompassing visual classification into good and poor" performers than existing chart techniques. We illustrate the technique by real-world examples showing the abilities of the new approach, and its high relevance for financial analysis tasks.

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Eurographics/IEEE TCVG Symposium on Visualization, 8. Mai 2006 - 10. Mai 2006, Lisbon, Portugal
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ISO 690KEIM, Daniel A., Tilo NIETZSCHMANN, Norman SCHELWIES, Jörn SCHNEIDEWIND, Tobias SCHRECK, Hartmut ZIEGLER, 2006. A Spectral Visualization System for Analyzing Financial Time Series Data. Eurographics/IEEE TCVG Symposium on Visualization. Lisbon, Portugal, 8. Mai 2006 - 10. Mai 2006. In: EUROVIS 2006: Eurographics/IEEE TCVG Symposium on Visualization. 2006, pp. 195-202. Available under: doi: 10.2312/VisSym/EuroVis06/195-202
BibTex
@inproceedings{Keim2006Spect-5565,
  year={2006},
  doi={10.2312/VisSym/EuroVis06/195-202},
  title={A Spectral Visualization System for Analyzing Financial Time Series Data},
  booktitle={EUROVIS 2006: Eurographics/IEEE TCVG Symposium on Visualization},
  pages={195--202},
  author={Keim, Daniel A. and Nietzschmann, Tilo and Schelwies, Norman and Schneidewind, Jörn and Schreck, Tobias and Ziegler, Hartmut}
}
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