Interactive Visualization of the Stock Market Graph Presented by Camilo Rostoker [email protected] Department of Computer Science University of British Columbia Stock Market Data Stock market produces huge amounts of data on a daily basis, and its easy to acquire Stock market data consists of a variety of fields such as price, volume, change, change %, etc.
Take samples of stock data at regular intervals for a large set of stocks Convert dataset to correlation matrix correlation(x,y) = [-1, +1] The Market Graph Convert correlation matrix to a graph, where
Vertices represent stocks edge(x,y) correlation(x,y) >= threshold High threshold few edges Low threshold more edges The market graph has been shown to have small world properties What Are We Visualizing? Find clusters/groups of stocks that exhibit certain trading patterns
Maximum Cliques Highly positively/negatively correlated subsets of stocks Independent Sets Completely diversified stocks Quasi-Cliques/Independent Sets Generalizations
matches allow for near Usage Scenarios Portfolio management (static) Real-time market analysis (dynamic) Exploratory analysis of trading data to gain new insights, spot patterns/trends, etc
(static) Implementation Extend H3 Hyperbolic 3D browser Rational: Good focus+context view supports interactive data exploration Convenient API for interactive control and navigation of graphs Stock market graph is large hyperbolic space has good information density Adapting & Extending H3
Colour-encode clusters Encode inter-cluster links thickness, Create dummy nodes to represent clusters encode colour aggregrate info
Keyboard controls for basic interaction Dynamic graph capabilities Click interaction for information integration Current Prototype References Vladimir Boginski, Sergiy Butenko, and Panos M. Pardalos. Mining market data: A network approach. Tamara Munzner. H3: Laying out large directed graphs in 3d hyperbolic space. In Proceedings of the 1997 IEEE Symposium on Information Visualization, pages 2-10, 1997.
James Chilson, Raymond Ng, Alan Wagner, and Ruben Zamar. Parallel computation of high dimensional robust correlation and covariance matrices. In KDD 04: Proceedings of the 2004 ACM SIGKDD international conference on Knowledge discovery and data mining, pages 533-538, New York, NY, USA, 2004. ACM Press. Wayne Pullan. Phased local search. Journal TBA. 2005.
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