Data and dimension reduction for visual financial performance analysis

A1 Originalartikel i en vetenskaplig tidskrift (referentgranskad)


Interna författare/redaktörer


Publikationens författare: Sarlin P
Förläggare: SAGE PUBLICATIONS LTD
Publiceringsår: 2015
Tidskrift: Information Visualization
Tidskriftsakronym: INFORM VISUAL
Volym: 14
Nummer: 2
Artikelns första sida, sidnummer: 148
Artikelns sista sida, sidnummer: 167
Antal sidor: 20
ISSN: 1473-8716
eISSN: 1473-8724


Abstrakt

This article assesses the suitability of data and dimension reduction methods, and data-dimension reduction combinations, for visual financial performance analysis. Motivated by no comparable quantitative measure of all aspects of dimension reductions, this article attempts to capture the suitability of methods for the task through a qualitative comparison and illustrative experiments. While the discussion deals with differences of data-dimension reduction combinations in terms of their properties, the experiments illustrate their general applicability for financial performance analysis. The main conclusion is that topology-preserving data-dimension reduction combinations with predefined, regular grid shapes, such as the self-organizing map, are ideal tools for this task. We illustrate advantages of these types of methods with a visual financial performance analysis of large European banks.


Nyckelord

data reduction, dimension reduction, Financial performance analysis

Senast uppdaterad 2019-06-12 vid 02:36