Dynamic visualization of large financial networks

Autor: Ronald Heijmans, Richard Heuver, Clement Levallois, Iman van Lelyveld
Přispěvatelé: emlyon business school, business school, emlyon
Jazyk: angličtina
Rok vydání: 2016
Předmět:
Zdroj: The Journal of Network Theory in Finance
The Journal of Network Theory in Finance, 2016, 57-79 p
ISSN: 2055-7795
Popis: International audience; This paper shows how large data sets can be visualized in a dynamic way to support data exploration, highlight econometric results or provide early warning information. We use payments and unsecured money market transaction data from the Dutch part of the Eurosystem's large value payment system, TARGET2, to showcase how video animations facilitate analysis at three different levels. First, animation shows how the market macrostructure develops. Second, it enables us to follow individual banks that are of interest. Finally, it facilitates a comparison of the same market at different times, and of different markets (such as countries) at the same time.
Databáze: OpenAIRE