Companies trading stocks need to store information on stock prices over specific time intervals, which results in very large databases. Large quantities of numerical data (thousan...
Carmen Sanz Merino, Mike Sips, Daniel A. Keim, Chr...
This paper describes a paradigm for visualising time deflow in a network of objects connected by abstract relationships (a graph) by representing time in the third dimension. We ...
This paper analyzes the clustering of trades on the Australian Stock Exchange (ASX) with respect to the trade direction variable. The ASX is a limit order market operating an elec...
We have various interesting time series data in our daily life, such as weather data (e.g., temperature and air pressure) and stock prices. Polyline chart is one of the most commo...
This paper presents in-formation flocking, a novel information visualization technique that extends the original information flocking concept with dynamic and data-driven visual fo...