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