Name
Abstract | ||
|---|---|---|
Timeseries models are used extensively in financial services, for example, to quantify risk and predict economics. However, analysts also need to comprehend the structure and behavior of these models to better understand and explain results. We present a methodology, derived from extensive industry experience, to aid explanation through integrated interactive visualizations that reveal model structure and behavior of constituent timeseries factors, thereby increasing understanding of the model, the domain and the sensitivities. Expert feedback indicates alignment with mental models. |
Year | DOI | Venue |
|---|---|---|
2019 | 10.1109/IV.2019.00043 | 2019 23rd International Conference Information Visualisation (IV) |
Keywords | DocType | ISSN |
timeseries model, timeseries visualization, factor model | Conference | 1550-6037 |
ISBN | Citations | PageRank |
978-1-7281-2839-9 | 1 | 0.35 |
References | Authors | |
0 | 3 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| David Jonker | 1 | 13 | 2.34 |
| Richard Brath | 2 | 1 | 0.69 |
| Scott Langevin | 3 | 11 | 2.60 |