Financial markets in motion: visualising stock price and news interactions during the 2008 global financial crisis
Wu, Elizabeth, and Phillips, Peter (2010) Financial markets in motion: visualising stock price and news interactions during the 2008 global financial crisis. Procedia Computer Science. ICCS 2010 International Conference on Computational Science , 31 May - 2 June 2010, The Netherlands , pp. 1765-1773.
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DOI: 10.1016/j.procs.2010.04.198
View at Publisher Website: http://dx.doi.org/10.1016/j.procs.2010.0...
Abstract
This paper introduces a visualisation technique to help analyse large sets of financial data. The dataset used consists of price and news headlines for the Dow Jones Industrial Average (DJIA) and related companies for several weeks prior to the height of the Global Financial Crisis (GFC). Our visualisation can help analysts to uncover relationships between news headlines that can convey meaning about trader sentiment, and their influence on stock prices. This information is displayed visually in an interactive and animated Microsoft Excel dashboard consisting of three charts. Improvements in scalability and performance over previous techniques enables concurrent analysis of stock prices and news headlines from large datasets. A video screen capture is available to showcase our system.
| ID Code: | 16132 |
|---|---|
| Item Type: | Conference Item (Refereed Research Paper - E1) |
| Related URLs: | |
| Additional Information: | Procedia Computer Science: Volume 1, Issue 1, May 2010, Pages 1765-1773 |
| Keywords: | visualisation, excel, stock market data, Dow Jones, time series |
| FoR Codes: | 08 INFORMATION AND COMPUTING SCIENCES > 0801 Artificial Intelligence and Image Processing > 080110 Simulation and Modelling @ 100% |
| SEO Codes: | 89 INFORMATION AND COMMUNICATION SERVICES > 8902 Computer Software and Services > 890205 Information Processing Services (incl. Data Entry and Capture) @ 50% 89 INFORMATION AND COMMUNICATION SERVICES > 8904 Media Services > 890401 Animation and Computer Generated Imagery Services @ 50% |
| Deposited On: | 21 Apr 2011 12:22 |
| Last Modified: | 14 Jul 2011 13:38 |
| Downloads: | Total: 4 Last 12 Months: 0 |
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