Publikation: Visual exploration and discovery of atypical behavior in financial time series data using two-dimensional colormaps
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2007 11th International Conference Information Visualization (IV '07). IEEE, 2007, pp. 308-315. ISSN 1550-6037. ISBN 0-7695-2900-3. Available under: doi: 10.1109/IV.2007.124
Zusammenfassung
This work describes two pixel-based paradigms for visual financial time series data analysis that allow analyzing assets in overview and in detail, and offer improved insights into the characteristics of assets compared to traditional visualization methods. We contribute a two-dimensional color coding scheme for inter-/intra-asset analysis that extends the two paradigms and supports the discovery of significant characteristics of assets, such as atypical against-the-market -behavior in form of exceptional stability in case of whole market losses, or the discovery of assets in a portfolio that - while still being profitable - notably underperform the market median. We apply our techniques on real world data sets, and focus on assets of the banks of Switzerland.
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2007 11th International Conference Information Visualization (IV '07), 4. Juli 2007 - 6. Juli 2007, Zurich, Switzerland
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ZIEGLER, Hartmut, Tilo NIETZSCHMANN, Daniel A. KEIM, 2007. Visual exploration and discovery of atypical behavior in financial time series data using two-dimensional colormaps. 2007 11th International Conference Information Visualization (IV '07). Zurich, Switzerland, 4. Juli 2007 - 6. Juli 2007. In: 2007 11th International Conference Information Visualization (IV '07). IEEE, 2007, pp. 308-315. ISSN 1550-6037. ISBN 0-7695-2900-3. Available under: doi: 10.1109/IV.2007.124BibTex
@inproceedings{Ziegler2007-07Visua-5440,
year={2007},
doi={10.1109/IV.2007.124},
title={Visual exploration and discovery of atypical behavior in financial time series data using two-dimensional colormaps},
isbn={0-7695-2900-3},
issn={1550-6037},
publisher={IEEE},
booktitle={2007 11th International Conference Information Visualization (IV '07)},
pages={308--315},
author={Ziegler, Hartmut and Nietzschmann, Tilo and Keim, Daniel A.}
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