DocumentCode :
650483
Title :
Financial Visualization Case Study: Correlating Financial Timeseries and Discrete Events to Support Investment Decisions
Author :
Sorenson, Eugene ; Brath, Richard
fYear :
2013
fDate :
16-18 July 2013
Firstpage :
232
Lastpage :
238
Abstract :
In financial time series visual data analysis, there are many potential data elements to display, including continuous quantitative data and discrete event data. Bloomberg has designed and implemented a scalable visual representation for the depiction of many discrete time stamped events in use by hundreds of thousands of financial markets experts. This visualization enables a single screen to visually organize a large volume of event data, to facilitate inference through visual alignment of related data, and to provide a workflow from the single point of access to a wide variety of detailed information. It allows an order of magnitude more event types to be associated with time series data.
Keywords :
data analysis; data visualisation; decision making; discrete event systems; financial data processing; inference mechanisms; investment; stock markets; time series; continuous quantitative data; data elements; discrete event data; discrete timestamped events; financial market experts; financial timeseries visual data analysis; financial visualization; investment decisions; scalable visual representation; visual alignment; Timeseries visualization; financial visualization; multi-attribute gylphs;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Information Visualisation (IV), 2013 17th International Conference
Conference_Location :
London
ISSN :
1550-6037
Type :
conf
DOI :
10.1109/IV.2013.31
Filename :
6676568
Link To Document :
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