Trajectory-based visual analysis of large financial time series data

Schreck, Tobias; Tekusova, Tatiana; Kohlhammer, Jörn; Fellner, Dieter

Trajectory-based visual analysis of large financial time series data

Dateien

Schreck.pdfGröße: 2.84 MBDownloads: 925

Datum

2007

Autor:innen

Schreck, Tobias

Tekusova, Tatiana

Kohlhammer, Jörn

Fellner, Dieter

Publikationstyp

Zeitschriftenartikel

Publikationsstatus

Published

Erschienen in

ACM SIGKDD Explorations Newsletter. 2007, 9(2), pp. 30-37. Available under: doi: 10.1145/1345448.1345454

Zusammenfassung

Visual Analytics seeks to combine automatic data analysis with visualization and human-computer interaction facilities to solve analysis problems in applications characterized by occurrence of large amounts of complex data. The financial data analysis domain is a promising field for research and application of Visual Analytics technology, as it prototypically involves the analysis of large data volumes in solving complex analysis tasks.
We introduce a Visual Analytics system for supporting the analysis of large amounts of financial time-varying indicator data. A system, driven by the idea of extending standard technical chart analysis from one to two-dimensional indicator space, is developed. The system relies on an unsupervised clustering algorithm combined with an appropriately designed movement data visualization technique. Several analytical views on the full market and specific assets are offered for the user to navigate, to explore, and to analyze. The system includes automatic screening of the potentially large visualization space, preselecting possibly interesting candidate data views for presentation to the user. The system is applied to a large data set of time varying 2-D stock market data, demonstrating its effectiveness for visual analysis of financial data. We expect the proposed techniques to be beneficial in other application areas as well.

Fachgebiet (DDC)

004 Informatik

Schlagwörter

Visual analytics, Trajectory clustering and visualization, Self-Organizing Maps, Financial Data

Zitieren

ISO 690

SCHRECK, Tobias, Tatiana TEKUSOVA, Jörn KOHLHAMMER, Dieter FELLNER, 2007. Trajectory-based visual analysis of large financial time series data. In: ACM SIGKDD Explorations Newsletter. 2007, 9(2), pp. 30-37. Available under: doi: 10.1145/1345448.1345454

BibTex

@article{Schreck2007Traje-17305,
  year={2007},
  doi={10.1145/1345448.1345454},
  title={Trajectory-based visual analysis of large financial time series data},
  number={2},
  volume={9},
  journal={ACM SIGKDD Explorations Newsletter},
  pages={30--37},
  author={Schreck, Tobias and Tekusova, Tatiana and Kohlhammer, Jörn and Fellner, Dieter}
}

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Universitätsbibliographie

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