• 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