Data and dimension reduction for visual financial performance analysis

Peter Sarlin

    Tutkimustuotos: LehtiartikkeliArtikkeliTieteellinenvertaisarvioitu

    9 Sitaatiot (Scopus)

    Abstrakti

    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.
    AlkuperäiskieliEi tiedossa
    Sivut148–167
    Sivumäärä20
    JulkaisuInformation Visualization
    Vuosikerta14
    Numero2
    DOI - pysyväislinkit
    TilaJulkaistu - 2015
    OKM-julkaisutyyppiA1 Julkaistu artikkeli, soviteltu

    Keywords

    • data reduction
    • dimension reduction
    • Financial performance analysis
    • visualization

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